| Metric | s2_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 194.67% | -18.0% |
| Max Drawdown | -22.41% | -64.93% |
| Sharpe | 1.02 | 0.13 |
| Sortino | 1.83 | 0.19 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 1.82 | 1.01 |
| CPC Index | 0.95 | 0.6 |
| Tail Ratio | 1.29 | 0.99 |
| Outlier Win Ratio | 21.62 | 2.98 |
| Outlier Loss Ratio | 4.89 | 2.82 |
| Volatility (ann.) | 19.02% | 42.23% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.6 | -0.19 |
| Skew | 3.66 | 0.52 |
| Kurtosis | 65.33 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.85% | -1.04% |
| Expected Yearly % | 71.66% | -9.45% |
| Kelly Criterion | 13.9% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.62% |
| Expected Shortfall (cVaR) | -1.58% | -3.62% |
| Year | SOLUSD | s2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 68.85 | 5.24 | + |
| 2025 | -27.52 | 74.51 | -2.71 | + |
| Metric | s2_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.77% | 2.49% |
| 3M | -1.66% | -36.97% |
| 6M | -6.0% | -17.14% |
| YTD | 74.51% | -27.52% |
| 1Y | 74.51% | -36.85% |
| 3Y (ann.) | 103.03% | -12.2% |
| 5Y (ann.) | 103.03% | -12.2% |
| Metric | s2_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.41% | -64.93% |
| Longest DD Days | 196.0 | 325.0 |
| Avg. Drawdown | -3.51% | -11.98% |
| Avg. Drawdown Days | 12.0 | 32.0 |
| Recovery Factor | 8.68 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -22.41 | 62 |
| 2025-04-04 | 2025-04-12 | -15.30 | 7 |
| 2025-05-27 | 2025-12-10 | -14.79 | 196 |
| 2025-02-04 | 2025-03-25 | -10.35 | 49 |
| 2024-10-07 | 2024-10-14 | -8.38 | 6 |
| 2024-11-29 | 2025-01-15 | -7.96 | 47 |
| 2024-11-12 | 2024-11-27 | -7.92 | 15 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2024-10-15 | 2024-10-19 | -5.15 | 4 |
| 2025-04-21 | 2025-05-08 | -4.85 | 17 |
| Metric | s2_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -11.4% | -14.23% |
| Best Week | 21.83% | 21.25% |
| Worst Week | -6.92% | -18.95% |
| Best Month | 34.15% | 41.15% |
| Worst Month | -4.91% | -36.08% |
| Best Year | 74.51% | 13.13% |
| Worst Year | 68.85% | -27.52% |
| Avg. Up Day | 1.18% | 1.66% |
| Avg. Down Day | -0.9% | -1.39% |
| Avg. Up Week | 5.65% | 9.68% |
| Avg. Down Week | -2.01% | -7.68% |
| Avg. Up Month | 17.78% | 18.41% |
| Avg. Down Month | -1.95% | -25.68% |
| Win Days % | 51.03% | 49.55% |
| Win Month % | 58.82% | 57.89% |
| Win Week % | 62.79% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |