| Metric | master.trimmed_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 124.07% | 19.74% |
| Max Drawdown | -7.33% | -61.75% |
| Sharpe | 2.81 | 0.58 |
| Sortino | 5.06 | 0.86 |
| Payoff Ratio | 1.54 | 1.12 |
| Profit Factor | 1.72 | 1.09 |
| Common Sense Ratio | 2.81 | 1.18 |
| CPC Index | 1.39 | 0.59 |
| Tail Ratio | 1.64 | 1.08 |
| Outlier Win Ratio | 12.15 | 2.49 |
| Outlier Loss Ratio | 12.18 | 2.12 |
| Volatility (ann.) | 21.75% | 85.83% |
| R^2 | 0.34 | 0.34 |
| Calmar | 10.94 | 0.23 |
| Skew | 1.16 | 0.14 |
| Kurtosis | 8.71 | 3.03 |
| Expected Daily % | 0.16% | 0.04% |
| Expected Monthly % | 4.86% | 1.07% |
| Expected Yearly % | 49.69% | 9.43% |
| Kelly Criterion | 21.93% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -7.25% |
| Expected Shortfall (cVaR) | -1.7% | -7.25% |
| Year | SOLUSD | master.trimmed_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 48.41 | 3.79 | + |
| 2025 | 6.17 | 50.98 | 8.26 | + |
| Metric | master.trimmed_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 2.79% | -4.91% |
| 3M | 18.94% | 23.79% |
| 6M | 31.68% | 53.8% |
| YTD | 50.98% | 6.17% |
| 1Y | 89.14% | 36.43% |
| 3Y (ann.) | 80.21% | 14.06% |
| 5Y (ann.) | 80.21% | 14.06% |
| Metric | master.trimmed_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -7.33% | -61.75% |
| Longest DD Days | 40.0 | 267.0 |
| Avg. Drawdown | -1.58% | -16.47% |
| Avg. Drawdown Days | 8.0 | 44.0 |
| Recovery Factor | 16.92 | 0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-14 | -7.33 | 35 |
| 2024-12-18 | 2025-01-19 | -6.86 | 32 |
| 2025-06-12 | 2025-07-03 | -6.64 | 21 |
| 2024-06-06 | 2024-07-16 | -6.16 | 40 |
| 2025-10-08 | 2025-10-14 | -4.61 | 6 |
| 2025-06-05 | 2025-06-10 | -3.82 | 5 |
| 2025-01-25 | 2025-02-11 | -3.51 | 17 |
| 2024-08-10 | 2024-08-14 | -3.46 | 4 |
| 2025-02-12 | 2025-02-21 | -2.80 | 9 |
| 2024-08-15 | 2024-09-10 | -2.78 | 26 |
| Metric | master.trimmed_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 7.48% | 20.8% |
| Worst Day | -4.7% | -18.74% |
| Best Week | 13.81% | 25.06% |
| Worst Week | -6.36% | -26.95% |
| Best Month | 21.94% | 39.21% |
| Worst Month | -5.1% | -46.12% |
| Best Year | 50.98% | 12.78% |
| Worst Year | 48.41% | 6.17% |
| Avg. Up Day | 0.93% | 3.78% |
| Avg. Down Day | -0.61% | -3.38% |
| Avg. Up Week | 2.76% | 10.15% |
| Avg. Down Week | -1.34% | -9.47% |
| Avg. Up Month | 7.55% | 18.02% |
| Avg. Down Month | -2.59% | -14.0% |
| Win Days % | 52.7% | 48.8% |
| Win Month % | 82.35% | 58.82% |
| Win Week % | 65.75% | 50.68% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |