| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 136.41% | 16.34% |
| Max Drawdown | -22.66% | -61.75% |
| Sharpe | 1.8 | 0.56 |
| Sortino | 3.15 | 0.82 |
| Payoff Ratio | 1.77 | 1.25 |
| Profit Factor | 1.7 | 1.08 |
| Common Sense Ratio | 3.09 | 1.17 |
| CPC Index | 1.45 | 0.66 |
| Tail Ratio | 1.81 | 1.08 |
| Outlier Win Ratio | 14.36 | 2.99 |
| Outlier Loss Ratio | 9.33 | 2.33 |
| Volatility (ann.) | 39.02% | 85.88% |
| R^2 | 0.33 | 0.33 |
| Calmar | 3.87 | 0.19 |
| Skew | 1.46 | 0.14 |
| Kurtosis | 28.51 | 3.03 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.19% | 0.89% |
| Expected Yearly % | 53.76% | 7.86% |
| Kelly Criterion | 18.74% | 7.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.17% | -7.26% |
| Expected Shortfall (cVaR) | -3.17% | -7.26% |
| Year | SOLUSD | sol.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 40.31 | 3.15 | + |
| 2025 | 3.16 | 68.50 | 21.71 | + |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.36% | -7.61% |
| 3M | -6.05% | 19.09% |
| 6M | 16.15% | 58.71% |
| YTD | 68.5% | 3.16% |
| 1Y | 127.51% | 33.12% |
| 3Y (ann.) | 87.64% | 11.71% |
| 5Y (ann.) | 87.64% | 11.71% |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.66% | -61.75% |
| Longest DD Days | 151.0 | 266.0 |
| Avg. Drawdown | -5.54% | -16.47% |
| Avg. Drawdown Days | 27.0 | 44.0 |
| Recovery Factor | 6.02 | 0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-10-20 | -22.66 | 82 |
| 2025-05-15 | 2025-10-13 | -13.86 | 151 |
| 2025-04-06 | 2025-04-12 | -13.43 | 6 |
| 2024-12-01 | 2025-01-17 | -6.29 | 47 |
| 2024-06-06 | 2024-07-20 | -6.20 | 44 |
| 2025-04-15 | 2025-04-19 | -5.39 | 4 |
| 2025-02-06 | 2025-03-24 | -5.03 | 46 |
| 2025-05-12 | 2025-05-14 | -3.55 | 2 |
| 2025-05-02 | 2025-05-08 | -3.24 | 6 |
| 2024-11-13 | 2024-11-28 | -3.14 | 15 |
| Metric | sol.u_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.83% | 20.8% |
| Worst Day | -15.55% | -18.74% |
| Best Week | 23.18% | 25.06% |
| Worst Week | -7.65% | -26.95% |
| Best Month | 34.71% | 39.21% |
| Worst Month | -8.22% | -46.12% |
| Best Year | 68.5% | 12.78% |
| Worst Year | 40.31% | 3.16% |
| Avg. Up Day | 1.51% | 3.77% |
| Avg. Down Day | -0.85% | -3.02% |
| Avg. Up Week | 4.96% | 10.55% |
| Avg. Down Week | -1.59% | -7.6% |
| Avg. Up Month | 15.09% | 20.53% |
| Avg. Down Month | -4.13% | -22.54% |
| Win Days % | 48.12% | 48.7% |
| Win Month % | 58.82% | 58.82% |
| Win Week % | 47.06% | 50.68% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |