| Metric | master.trimmed.21600.sol_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 704.51% | 69.37% |
| Max Drawdown | -23.37% | -93.26% |
| Sharpe | 2.02 | 0.65 |
| Sortino | 4.06 | 0.98 |
| Payoff Ratio | 1.55 | 1.28 |
| Profit Factor | 1.7 | 1.1 |
| Common Sense Ratio | 2.77 | 1.3 |
| CPC Index | 1.33 | 0.69 |
| Tail Ratio | 1.63 | 1.18 |
| Outlier Win Ratio | 20.94 | 2.86 |
| Outlier Loss Ratio | 9.42 | 2.27 |
| Volatility (ann.) | 29.28% | 102.46% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.15 | 0.16 |
| Skew | 2.83 | 0.43 |
| Kurtosis | 24.91 | 6.88 |
| Expected Daily % | 0.15% | 0.04% |
| Expected Monthly % | 4.54% | 1.13% |
| Expected Yearly % | 68.42% | 14.08% |
| Kelly Criterion | 18.35% | 9.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -8.64% |
| Expected Shortfall (cVaR) | -2.36% | -8.64% |
| Year | SOLUSD | master.trimmed.21600.sol_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.68 | 12.78 | -0.14 | + |
| 2023 | 940.49 | 111.75 | 0.12 | - |
| 2024 | 85.92 | 84.01 | 0.98 | - |
| 2025 | -6.08 | 83.08 | -13.67 | + |
| Metric | master.trimmed.21600.sol_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | -4.78% |
| 3M | 11.32% | 7.39% |
| 6M | 28.16% | 19.61% |
| YTD | 83.08% | -6.08% |
| 1Y | 120.54% | 6.0% |
| 3Y (ann.) | 81.29% | 76.48% |
| 5Y (ann.) | 73.51% | 14.94% |
| Metric | master.trimmed.21600.sol_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.37% | -93.26% |
| Longest DD Days | 170.0 | 704.0 |
| Avg. Drawdown | -3.37% | -19.52% |
| Avg. Drawdown Days | 21.0 | 85.0 |
| Recovery Factor | 30.15 | 0.74 |
| Ulcer Index | 1.2 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-28 | 2023-01-04 | -23.37 | 98 |
| 2024-07-30 | 2024-09-19 | -14.29 | 51 |
| 2022-03-26 | 2022-06-21 | -12.04 | 87 |
| 2024-11-13 | 2025-01-18 | -7.52 | 66 |
| 2024-06-06 | 2024-07-20 | -6.96 | 44 |
| 2023-05-01 | 2023-10-18 | -6.81 | 170 |
| 2025-05-15 | 2025-09-03 | -6.74 | 111 |
| 2023-01-31 | 2023-04-12 | -6.65 | 71 |
| 2022-07-10 | 2022-07-15 | -6.58 | 5 |
| 2022-08-01 | 2022-08-13 | -5.91 | 12 |
| Metric | master.trimmed.21600.sol_daily_ | SOLUSD |
|---|---|---|
| Best Day | 15.52% | 41.46% |
| Worst Day | -10.74% | -36.82% |
| Best Week | 28.81% | 42.44% |
| Worst Week | -15.88% | -46.51% |
| Best Month | 29.71% | 147.89% |
| Worst Month | -19.79% | -59.31% |
| Best Year | 111.75% | 940.49% |
| Worst Year | 12.78% | -90.68% |
| Avg. Up Day | 1.49% | 4.27% |
| Avg. Down Day | -0.96% | -3.34% |
| Avg. Up Week | 3.93% | 11.27% |
| Avg. Down Week | -1.68% | -9.83% |
| Avg. Up Month | 12.12% | 36.43% |
| Avg. Down Month | -3.93% | -23.8% |
| Win Days % | 50.39% | 49.09% |
| Win Month % | 69.57% | 46.81% |
| Win Week % | 58.24% | 53.0% |
| Win Quarter % | 87.5% | 62.5% |
| Win Year % | 100.0% | 50.0% |