| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 149.86% | -18.64% |
| Max Drawdown | -14.29% | -61.75% |
| Sharpe | 2.35 | 0.26 |
| Sortino | 4.66 | 0.38 |
| Payoff Ratio | 1.82 | 1.27 |
| Profit Factor | 1.89 | 1.04 |
| Common Sense Ratio | 3.92 | 1.08 |
| CPC Index | 1.69 | 0.64 |
| Tail Ratio | 2.07 | 1.04 |
| Outlier Win Ratio | 17.41 | 2.79 |
| Outlier Loss Ratio | 10.37 | 2.18 |
| Volatility (ann.) | 27.51% | 84.69% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.89 | -0.21 |
| Skew | 2.28 | 0.12 |
| Kurtosis | 25.59 | 2.98 |
| Expected Daily % | 0.17% | -0.04% |
| Expected Monthly % | 5.22% | -1.14% |
| Expected Yearly % | 58.07% | -9.8% |
| Kelly Criterion | 21.3% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -7.23% |
| Expected Shortfall (cVaR) | -2.19% | -7.23% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 41.16 | 3.22 | + |
| 2025 | -27.86 | 77.00 | -2.76 | + |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -3.32% | -26.86% |
| 3M | 2.59% | -37.07% |
| 6M | 8.75% | -17.85% |
| YTD | 77.0% | -27.86% |
| 1Y | 65.73% | -43.57% |
| 3Y (ann.) | 84.24% | -12.86% |
| 5Y (ann.) | 84.24% | -12.86% |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.29% | -61.75% |
| Longest DD Days | 111.0 | 314.0 |
| Avg. Drawdown | -3.22% | -16.47% |
| Avg. Drawdown Days | 21.0 | 48.0 |
| Recovery Factor | 10.48 | -0.3 |
| 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 |
| 2025-09-15 | 2025-11-30 | -5.24 | 76 |
| 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 |
| 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 | 77.0% | 12.78% |
| Worst Year | 41.16% | -27.86% |
| Avg. Up Day | 1.36% | 3.72% |
| Avg. Down Day | -0.75% | -2.94% |
| Avg. Up Week | 3.87% | 9.76% |
| Avg. Down Week | -1.23% | -8.38% |
| Avg. Up Month | 10.93% | 18.02% |
| Avg. Down Month | -3.63% | -27.53% |
| Win Days % | 49.24% | 48.45% |
| Win Month % | 72.22% | 55.56% |
| Win Week % | 56.16% | 48.75% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |