| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 147.35% | -23.85% |
| Max Drawdown | -15.41% | -64.93% |
| Sharpe | 1.19 | 0.1 |
| Sortino | 2.17 | 0.15 |
| Payoff Ratio | 1.46 | 1.18 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 1.82 | 1.01 |
| CPC Index | 0.98 | 0.59 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 19.24 | 2.55 |
| Outlier Loss Ratio | 10.16 | 2.53 |
| Volatility (ann.) | 13.41% | 42.15% |
| R^2 | 0.36 | 0.36 |
| Calmar | 5.37 | -0.26 |
| Skew | 3.45 | 0.49 |
| Kurtosis | 64.86 | 7.61 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.88% | -1.42% |
| Expected Yearly % | 57.27% | -12.73% |
| Kelly Criterion | 11.52% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -3.62% |
| Expected Shortfall (cVaR) | -1.11% | -3.62% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 41.16 | 3.13 | + |
| 2025 | -32.69 | 75.22 | -2.30 | + |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| MTD | -1.0% | -4.81% |
| 3M | 4.38% | -36.65% |
| 6M | 7.66% | -18.81% |
| YTD | 75.22% | -32.69% |
| 1Y | 66.27% | -46.54% |
| 3Y (ann.) | 82.8% | -16.59% |
| 5Y (ann.) | 82.8% | -16.59% |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.41% | -64.93% |
| Longest DD Days | 111.0 | 315.0 |
| Avg. Drawdown | -2.55% | -11.98% |
| Avg. Drawdown Days | 10.0 | 32.0 |
| Recovery Factor | 9.56 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-09-19 | -15.41 | 51 |
| 2024-11-12 | 2025-01-18 | -8.63 | 67 |
| 2025-05-14 | 2025-09-02 | -7.90 | 111 |
| 2024-06-05 | 2024-07-29 | -7.47 | 53 |
| 2025-04-04 | 2025-04-08 | -6.32 | 3 |
| 2024-10-07 | 2024-10-14 | -6.09 | 6 |
| 2025-04-09 | 2025-04-11 | -5.89 | 1 |
| 2025-09-14 | 2025-12-01 | -5.78 | 77 |
| 2025-04-08 | 2025-04-09 | -5.36 | 1 |
| 2025-02-04 | 2025-03-02 | -5.12 | 26 |
| Metric | master.trimmed.21600.sol_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 9.9% | 19.54% |
| Worst Day | -8.98% | -14.23% |
| Best Week | 19.43% | 21.25% |
| Worst Week | -5.17% | -18.95% |
| Best Month | 26.93% | 41.15% |
| Worst Month | -5.11% | -36.08% |
| Best Year | 75.22% | 13.13% |
| Worst Year | 41.16% | -32.69% |
| Avg. Up Day | 0.59% | 1.66% |
| Avg. Down Day | -0.41% | -1.41% |
| Avg. Up Week | 4.06% | 9.27% |
| Avg. Down Week | -1.35% | -8.9% |
| Avg. Up Month | 10.69% | 16.06% |
| Avg. Down Month | -2.94% | -20.6% |
| Win Days % | 47.42% | 49.66% |
| Win Month % | 68.42% | 52.63% |
| Win Week % | 54.93% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |