| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 158.44% | -5.52% |
| Max Drawdown | -14.29% | -61.75% |
| Sharpe | 2.5 | 0.38 |
| Sortino | 4.97 | 0.56 |
| Payoff Ratio | 1.82 | 1.28 |
| Profit Factor | 1.96 | 1.06 |
| Common Sense Ratio | 4.26 | 1.13 |
| CPC Index | 1.8 | 0.66 |
| Tail Ratio | 2.17 | 1.07 |
| Outlier Win Ratio | 17.09 | 2.8 |
| Outlier Loss Ratio | 10.35 | 2.24 |
| Volatility (ann.) | 28.11% | 85.44% |
| R^2 | 0.37 | 0.37 |
| Calmar | 6.61 | -0.06 |
| Skew | 2.22 | 0.13 |
| Kurtosis | 24.45 | 2.99 |
| Expected Daily % | 0.18% | -0.01% |
| Expected Monthly % | 5.42% | -0.31% |
| Expected Yearly % | 60.76% | -2.8% |
| Kelly Criterion | 23.46% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -7.27% |
| Expected Shortfall (cVaR) | -2.23% | -7.27% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 41.16 | 3.22 | + |
| 2025 | -16.23 | 83.08 | -5.12 | + |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | -15.07% |
| 3M | 13.41% | -1.65% |
| 6M | 28.52% | 7.81% |
| YTD | 83.08% | -16.23% |
| 1Y | 121.46% | -2.63% |
| 3Y (ann.) | 94.49% | -3.9% |
| 5Y (ann.) | 94.49% | -3.9% |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.29% | -61.75% |
| Longest DD Days | 111.0 | 288.0 |
| Avg. Drawdown | -3.13% | -16.47% |
| Avg. Drawdown Days | 19.0 | 46.0 |
| Recovery Factor | 11.08 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-09-19 | -14.29 | 51 |
| 2024-11-13 | 2025-01-18 | -7.52 | 66 |
| 2024-06-06 | 2024-07-20 | -6.96 | 44 |
| 2025-05-15 | 2025-09-03 | -6.74 | 111 |
| 2025-04-06 | 2025-04-08 | -5.07 | 2 |
| 2025-04-15 | 2025-04-19 | -4.31 | 4 |
| 2024-10-08 | 2024-10-14 | -4.24 | 6 |
| 2025-04-09 | 2025-04-10 | -3.57 | 1 |
| 2025-02-02 | 2025-03-03 | -3.55 | 29 |
| 2025-09-15 | 2025-11-04 | -3.18 | 50 |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 12.33% | 20.8% |
| Worst Day | -10.74% | -18.74% |
| Best Week | 19.02% | 25.06% |
| Worst Week | -4.85% | -26.95% |
| Best Month | 29.18% | 39.21% |
| Worst Month | -6.76% | -46.12% |
| Best Year | 83.08% | 12.78% |
| Worst Year | 41.16% | -16.23% |
| Avg. Up Day | 1.38% | 3.75% |
| Avg. Down Day | -0.76% | -2.93% |
| Avg. Up Week | 3.97% | 9.87% |
| Avg. Down Week | -1.28% | -8.29% |
| Avg. Up Month | 10.93% | 18.02% |
| Avg. Down Month | -3.71% | -27.7% |
| Win Days % | 50.63% | 48.75% |
| Win Month % | 76.47% | 55.56% |
| Win Week % | 58.82% | 50.0% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |