| Metric | s43_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 184.82% | -18.0% |
| Max Drawdown | -16.81% | -64.93% |
| Sharpe | 1.28 | 0.13 |
| Sortino | 2.5 | 0.19 |
| Payoff Ratio | 1.51 | 1.15 |
| Profit Factor | 1.46 | 1.02 |
| Common Sense Ratio | 1.9 | 1.01 |
| CPC Index | 1.05 | 0.58 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 18.94 | 2.71 |
| Outlier Loss Ratio | 11.01 | 2.58 |
| Volatility (ann.) | 14.11% | 42.23% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.86 | -0.19 |
| Skew | 4.94 | 0.52 |
| Kurtosis | 73.9 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.66% | -1.04% |
| Expected Yearly % | 68.76% | -9.45% |
| Kelly Criterion | 13.28% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.62% |
| Expected Shortfall (cVaR) | -1.16% | -3.62% |
| Year | SOLUSD | s43_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 62.79 | 4.78 | + |
| 2025 | -27.52 | 74.96 | -2.72 | + |
| Metric | s43_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.63% | 2.49% |
| 3M | 0.1% | -36.97% |
| 6M | 4.92% | -17.14% |
| YTD | 74.96% | -27.52% |
| 1Y | 74.08% | -36.85% |
| 3Y (ann.) | 98.55% | -12.2% |
| 5Y (ann.) | 98.55% | -12.2% |
| Metric | s43_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -16.81% | -64.93% |
| Longest DD Days | 107.0 | 325.0 |
| Avg. Drawdown | -2.52% | -11.98% |
| Avg. Drawdown Days | 11.0 | 32.0 |
| Recovery Factor | 10.99 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-06 | -16.81 | 61 |
| 2024-10-07 | 2024-10-14 | -7.39 | 6 |
| 2025-09-14 | 2025-12-10 | -7.26 | 86 |
| 2025-04-04 | 2025-04-09 | -7.10 | 4 |
| 2025-04-09 | 2025-04-11 | -6.80 | 1 |
| 2025-05-14 | 2025-08-29 | -6.60 | 107 |
| 2025-04-14 | 2025-04-17 | -5.65 | 3 |
| 2024-11-12 | 2025-01-15 | -5.40 | 64 |
| 2025-02-04 | 2025-03-02 | -4.93 | 26 |
| 2025-05-11 | 2025-05-13 | -4.29 | 2 |
| Metric | s43_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 12.92% | 19.54% |
| Worst Day | -6.54% | -14.23% |
| Best Week | 17.39% | 21.25% |
| Worst Week | -3.87% | -18.95% |
| Best Month | 26.78% | 41.15% |
| Worst Month | -5.97% | -36.08% |
| Best Year | 74.96% | 13.13% |
| Worst Year | 62.79% | -27.52% |
| Avg. Up Day | 0.57% | 1.61% |
| Avg. Down Day | -0.38% | -1.39% |
| Avg. Up Week | 4.29% | 9.31% |
| Avg. Down Week | -0.99% | -8.53% |
| Avg. Up Month | 10.57% | 16.06% |
| Avg. Down Month | -3.67% | -20.47% |
| Win Days % | 47.87% | 49.55% |
| Win Month % | 84.21% | 57.89% |
| Win Week % | 53.33% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |