| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | -0.77% | 12.21% |
| Max Drawdown | -45.08% | -59.71% |
| Sharpe | 0.17 | 0.51 |
| Sortino | 0.25 | 0.77 |
| Payoff Ratio | 0.99 | 1.01 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.32 | 1.1 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 1.28 | 1.02 |
| Outlier Win Ratio | 7.55 | 2.54 |
| Outlier Loss Ratio | 5.9 | 2.29 |
| Volatility (ann.) | 36.81% | 84.39% |
| R^2 | 0.68 | 0.68 |
| Calmar | -0.01 | 0.14 |
| Skew | 0.02 | 0.34 |
| Kurtosis | 5.14 | 3.18 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 0.64% |
| Expected Yearly % | -0.39% | 5.93% |
| Kelly Criterion | -1.12% | 3.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -7.15% |
| Expected Shortfall (cVaR) | -3.15% | -7.15% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 21.40 | 1.56 | + |
| 2025 | -1.36 | -18.27 | 13.47 | - |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.09% | -0.46% |
| 3M | 12.42% | 8.17% |
| 6M | 6.69% | 23.45% |
| YTD | -18.27% | -1.36% |
| 1Y | -9.18% | 10.59% |
| 3Y (ann.) | -0.55% | 8.46% |
| 5Y (ann.) | -0.55% | 8.46% |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -45.08% | -59.71% |
| Longest DD Days | 343.0 | 286.0 |
| Avg. Drawdown | -11.11% | -20.57% |
| Avg. Drawdown Days | 70.0 | 63.0 |
| Recovery Factor | -0.02 | 0.2 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-01 | -45.08 | 343 |
| 2024-07-22 | 2024-11-10 | -13.57 | 111 |
| 2024-06-28 | 2024-07-15 | -8.42 | 17 |
| 2024-11-12 | 2024-11-17 | -4.33 | 5 |
| 2024-06-12 | 2024-06-25 | -2.82 | 13 |
| 2024-07-17 | 2024-07-19 | -2.46 | 2 |
| 2024-11-19 | 2024-11-21 | -1.08 | 2 |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 8.45% | 24.47% |
| Worst Day | -10.57% | -20.52% |
| Best Week | 15.83% | 21.25% |
| Worst Week | -13.68% | -18.95% |
| Best Month | 21.77% | 41.15% |
| Worst Month | -17.84% | -36.08% |
| Best Year | 21.4% | 13.75% |
| Worst Year | -18.27% | -1.36% |
| Avg. Up Day | 1.31% | 3.41% |
| Avg. Down Day | -1.33% | -3.37% |
| Avg. Up Week | 3.75% | 9.94% |
| Avg. Down Week | -3.39% | -8.72% |
| Avg. Up Month | 10.8% | 18.38% |
| Avg. Down Month | -6.85% | -15.09% |
| Win Days % | 49.79% | 51.35% |
| Win Month % | 38.89% | 55.56% |
| Win Week % | 45.83% | 51.32% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |