| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 153.04% | -24.08% |
| Max Drawdown | -13.54% | -61.75% |
| Sharpe | 2.4 | 0.21 |
| Sortino | 4.89 | 0.3 |
| Payoff Ratio | 1.8 | 1.23 |
| Profit Factor | 1.92 | 1.03 |
| Common Sense Ratio | 3.96 | 1.03 |
| CPC Index | 1.74 | 0.61 |
| Tail Ratio | 2.07 | 1.0 |
| Outlier Win Ratio | 16.82 | 2.72 |
| Outlier Loss Ratio | 10.81 | 2.16 |
| Volatility (ann.) | 27.14% | 84.74% |
| R^2 | 0.37 | 0.37 |
| Calmar | 6.3 | -0.27 |
| Skew | 2.59 | 0.12 |
| Kurtosis | 27.16 | 2.95 |
| Expected Daily % | 0.17% | -0.05% |
| Expected Monthly % | 5.01% | -1.44% |
| Expected Yearly % | 59.07% | -12.87% |
| Kelly Criterion | 23.08% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -7.25% |
| Expected Shortfall (cVaR) | -2.16% | -7.25% |
| Year | SOLUSD | master.trimmed.21600.sol_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 44.30 | 3.47 | + |
| 2025 | -32.68 | 75.35 | -2.31 | + |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -0.93% | -6.69% |
| 3M | 3.54% | -38.08% |
| 6M | 7.94% | -18.49% |
| YTD | 75.35% | -32.68% |
| 1Y | 68.89% | -46.18% |
| 3Y (ann.) | 85.38% | -16.74% |
| 5Y (ann.) | 85.38% | -16.74% |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -13.54% | -61.75% |
| Longest DD Days | 106.0 | 316.0 |
| Avg. Drawdown | -3.35% | -16.47% |
| Avg. Drawdown Days | 21.0 | 49.0 |
| Recovery Factor | 11.3 | -0.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-08-07 | -13.54 | 8 |
| 2024-06-06 | 2024-07-29 | -7.02 | 53 |
| 2024-11-13 | 2025-01-18 | -6.55 | 66 |
| 2025-09-15 | 2025-12-02 | -6.05 | 78 |
| 2025-05-15 | 2025-08-29 | -6.03 | 106 |
| 2025-04-06 | 2025-04-08 | -4.72 | 2 |
| 2025-04-15 | 2025-04-19 | -4.40 | 4 |
| 2024-10-08 | 2024-10-14 | -4.28 | 6 |
| 2025-04-09 | 2025-04-10 | -3.33 | 1 |
| 2025-02-02 | 2025-03-03 | -3.31 | 29 |
| Metric | master.trimmed.21600.sol_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 12.85% | 20.8% |
| Worst Day | -10.15% | -18.74% |
| Best Week | 18.71% | 25.06% |
| Worst Week | -4.91% | -26.95% |
| Best Month | 28.89% | 39.21% |
| Worst Month | -5.86% | -46.12% |
| Best Year | 75.35% | 12.78% |
| Worst Year | 44.3% | -32.68% |
| Avg. Up Day | 1.26% | 3.62% |
| Avg. Down Day | -0.7% | -2.94% |
| Avg. Up Week | 3.87% | 9.76% |
| Avg. Down Week | -1.26% | -8.87% |
| Avg. Up Month | 10.84% | 18.02% |
| Avg. Down Month | -3.24% | -24.02% |
| Win Days % | 50.57% | 48.45% |
| Win Month % | 73.68% | 52.63% |
| Win Week % | 57.53% | 48.75% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |