| Metric | s4_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 229.84% | -18.0% |
| Max Drawdown | -15.73% | -64.93% |
| Sharpe | 1.31 | 0.13 |
| Sortino | 2.62 | 0.19 |
| Payoff Ratio | 1.48 | 1.25 |
| Profit Factor | 1.63 | 1.02 |
| Common Sense Ratio | 2.86 | 1.01 |
| CPC Index | 1.24 | 0.63 |
| Tail Ratio | 1.75 | 0.99 |
| Outlier Win Ratio | 27.88 | 2.91 |
| Outlier Loss Ratio | 4.74 | 2.69 |
| Volatility (ann.) | 15.84% | 42.23% |
| R^2 | 0.17 | 0.17 |
| Calmar | 7.54 | -0.19 |
| Skew | 5.54 | 0.52 |
| Kurtosis | 87.81 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 6.48% | -1.04% |
| Expected Yearly % | 81.61% | -9.45% |
| Kelly Criterion | 18.58% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.62% |
| Expected Shortfall (cVaR) | -1.31% | -3.62% |
| Year | SOLUSD | s4_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 89.07 | 6.78 | + |
| 2025 | -27.52 | 74.45 | -2.71 | + |
| Metric | s4_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.49% |
| 3M | 2.08% | -36.97% |
| 6M | 12.98% | -17.14% |
| YTD | 74.45% | -27.52% |
| 1Y | 74.45% | -36.85% |
| 3Y (ann.) | 118.59% | -12.2% |
| 5Y (ann.) | 118.59% | -12.2% |
| Metric | s4_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.73% | -64.93% |
| Longest DD Days | 80.0 | 325.0 |
| Avg. Drawdown | -2.99% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 14.61 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -15.73 | 61 |
| 2024-09-20 | 2024-10-14 | -11.62 | 24 |
| 2025-05-14 | 2025-07-09 | -10.74 | 56 |
| 2025-09-21 | 2025-12-10 | -10.33 | 80 |
| 2025-04-09 | 2025-04-11 | -7.43 | 1 |
| 2024-11-12 | 2024-12-03 | -6.76 | 21 |
| 2024-08-09 | 2024-09-19 | -6.68 | 41 |
| 2025-04-14 | 2025-04-17 | -6.25 | 3 |
| 2025-08-05 | 2025-09-08 | -5.83 | 33 |
| 2024-08-07 | 2024-08-08 | -5.47 | 1 |
| Metric | s4_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -6.14% | -14.23% |
| Best Week | 31.72% | 21.25% |
| Worst Week | -6.68% | -18.95% |
| Best Month | 31.03% | 41.15% |
| Worst Month | -9.63% | -36.08% |
| Best Year | 89.07% | 13.13% |
| Worst Year | 74.45% | -27.52% |
| Avg. Up Day | 1.33% | 1.61% |
| Avg. Down Day | -0.9% | -1.29% |
| Avg. Up Week | 9.75% | 9.82% |
| Avg. Down Week | -2.64% | -8.47% |
| Avg. Up Month | 12.41% | 15.08% |
| Avg. Down Month | -4.9% | -14.11% |
| Win Days % | 51.36% | 49.55% |
| Win Month % | 84.62% | 57.89% |
| Win Week % | 60.0% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |