| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | -0.62% | 13.1% |
| Max Drawdown | -45.08% | -59.71% |
| Sharpe | 0.17 | 0.52 |
| Sortino | 0.25 | 0.78 |
| Payoff Ratio | 0.98 | 1.01 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.32 | 1.1 |
| CPC Index | 0.5 | 0.56 |
| Tail Ratio | 1.28 | 1.02 |
| Outlier Win Ratio | 7.58 | 2.54 |
| Outlier Loss Ratio | 5.89 | 2.29 |
| Volatility (ann.) | 36.77% | 84.31% |
| R^2 | 0.68 | 0.68 |
| Calmar | -0.01 | 0.15 |
| Skew | 0.01 | 0.34 |
| Kurtosis | 5.15 | 3.19 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 0.69% |
| Expected Yearly % | -0.31% | 6.35% |
| Kelly Criterion | -1.1% | 3.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.15% | -7.14% |
| Expected Shortfall (cVaR) | -3.15% | -7.14% |
| Year | SOLUSD | configs_sql/hl_close/c/solusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 21.40 | 1.56 | + |
| 2025 | -0.57 | -18.14 | 31.72 | - |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.06% | 0.33% |
| 3M | 16.44% | 15.43% |
| 6M | 6.86% | 26.77% |
| YTD | -18.14% | -0.57% |
| 1Y | -8.58% | 13.08% |
| 3Y (ann.) | -0.44% | 9.05% |
| 5Y (ann.) | -0.44% | 9.05% |
| Metric | configs_sql/hl_close/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -45.08% | -59.71% |
| Longest DD Days | 344.0 | 287.0 |
| Avg. Drawdown | -11.11% | -20.57% |
| Avg. Drawdown Days | 71.0 | 63.0 |
| Recovery Factor | -0.01 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -45.08 | 344 |
| 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_ | 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 | -18.14% | -0.57% |
| Avg. Up Day | 1.31% | 3.4% |
| Avg. Down Day | -1.33% | -3.37% |
| Avg. Up Week | 3.62% | 9.62% |
| Avg. Down Week | -3.5% | -9.01% |
| Avg. Up Month | 9.27% | 15.8% |
| Avg. Down Month | -7.97% | -17.53% |
| Win Days % | 49.9% | 51.45% |
| Win Month % | 44.44% | 61.11% |
| Win Week % | 47.22% | 52.63% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |