| Metric | s3_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 166.05% | -18.0% |
| Max Drawdown | -17.27% | -64.93% |
| Sharpe | 1.16 | 0.13 |
| Sortino | 2.13 | 0.19 |
| Payoff Ratio | 1.44 | 1.15 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 1.88 | 1.01 |
| CPC Index | 0.98 | 0.58 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 18.33 | 2.69 |
| Outlier Loss Ratio | 10.11 | 2.56 |
| Volatility (ann.) | 14.71% | 42.23% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.2 | -0.19 |
| Skew | 3.75 | 0.52 |
| Kurtosis | 63.94 | 7.54 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.29% | -1.04% |
| Expected Yearly % | 63.11% | -9.45% |
| Kelly Criterion | 11.95% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.62% |
| Expected Shortfall (cVaR) | -1.22% | -3.62% |
| Year | SOLUSD | s3_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 51.84 | 3.95 | + |
| 2025 | -27.52 | 75.22 | -2.73 | + |
| Metric | s3_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.95% | 2.49% |
| 3M | -0.9% | -36.97% |
| 6M | 1.19% | -17.14% |
| YTD | 75.22% | -27.52% |
| 1Y | 73.88% | -36.85% |
| 3Y (ann.) | 89.88% | -12.2% |
| 5Y (ann.) | 89.88% | -12.2% |
| Metric | s3_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -17.27% | -64.93% |
| Longest DD Days | 121.0 | 325.0 |
| Avg. Drawdown | -2.77% | -11.98% |
| Avg. Drawdown Days | 12.0 | 32.0 |
| Recovery Factor | 9.61 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -17.27 | 62 |
| 2025-04-04 | 2025-04-09 | -10.02 | 4 |
| 2025-05-14 | 2025-09-12 | -9.56 | 121 |
| 2024-10-07 | 2024-10-14 | -6.92 | 6 |
| 2025-02-04 | 2025-03-24 | -6.90 | 48 |
| 2024-11-12 | 2025-01-15 | -6.72 | 64 |
| 2025-04-09 | 2025-04-11 | -6.53 | 1 |
| 2025-09-14 | 2025-12-10 | -6.35 | 86 |
| 2025-04-14 | 2025-04-19 | -5.40 | 4 |
| 2025-05-11 | 2025-05-13 | -4.18 | 2 |
| Metric | s3_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 11.62% | 19.54% |
| Worst Day | -9.03% | -14.23% |
| Best Week | 19.51% | 21.25% |
| Worst Week | -4.8% | -18.95% |
| Best Month | 28.97% | 41.15% |
| Worst Month | -4.45% | -36.08% |
| Best Year | 75.22% | 13.13% |
| Worst Year | 51.84% | -27.52% |
| Avg. Up Day | 0.59% | 1.61% |
| Avg. Down Day | -0.41% | -1.39% |
| Avg. Up Week | 3.99% | 9.06% |
| Avg. Down Week | -1.2% | -8.63% |
| Avg. Up Month | 13.77% | 16.61% |
| Avg. Down Month | -2.57% | -24.4% |
| Win Days % | 47.97% | 49.55% |
| Win Month % | 63.16% | 57.89% |
| Win Week % | 55.41% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |