| Metric | m43sol_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 174.49% | -18.0% |
| Max Drawdown | -17.02% | -64.93% |
| Sharpe | 1.23 | 0.13 |
| Sortino | 2.33 | 0.19 |
| Payoff Ratio | 1.48 | 1.15 |
| Profit Factor | 1.43 | 1.02 |
| Common Sense Ratio | 1.83 | 1.01 |
| CPC Index | 1.01 | 0.58 |
| Tail Ratio | 1.28 | 0.99 |
| Outlier Win Ratio | 18.63 | 2.7 |
| Outlier Loss Ratio | 10.66 | 2.58 |
| Volatility (ann.) | 14.27% | 42.23% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.51 | -0.19 |
| Skew | 4.42 | 0.52 |
| Kurtosis | 68.4 | 7.54 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 5.46% | -1.04% |
| Expected Yearly % | 65.68% | -9.45% |
| Kelly Criterion | 12.59% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.62% |
| Expected Shortfall (cVaR) | -1.18% | -3.62% |
| Year | SOLUSD | m43sol_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 57.28 | 4.36 | + |
| 2025 | -27.52 | 74.53 | -2.71 | + |
| Metric | m43sol_fwd_ | SOLUSD |
|---|---|---|
| MTD | -0.78% | 2.49% |
| 3M | -0.55% | -36.97% |
| 6M | 2.78% | -17.14% |
| YTD | 74.53% | -27.52% |
| 1Y | 73.45% | -36.85% |
| 3Y (ann.) | 93.81% | -12.2% |
| 5Y (ann.) | 93.81% | -12.2% |
| Metric | m43sol_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -17.02% | -64.93% |
| Longest DD Days | 119.0 | 325.0 |
| Avg. Drawdown | -2.68% | -11.98% |
| Avg. Drawdown Days | 12.0 | 32.0 |
| Recovery Factor | 10.25 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-07 | -17.02 | 62 |
| 2025-04-04 | 2025-04-09 | -8.45 | 4 |
| 2025-05-14 | 2025-09-10 | -8.08 | 119 |
| 2024-10-07 | 2024-10-14 | -7.18 | 6 |
| 2025-09-14 | 2025-12-10 | -6.78 | 86 |
| 2025-04-09 | 2025-04-11 | -6.68 | 1 |
| 2024-11-12 | 2025-01-15 | -6.15 | 64 |
| 2025-02-04 | 2025-03-24 | -5.85 | 48 |
| 2025-04-14 | 2025-04-17 | -5.54 | 3 |
| 2025-05-11 | 2025-05-13 | -4.24 | 2 |
| Metric | m43sol_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 12.33% | 19.54% |
| Worst Day | -7.68% | -14.23% |
| Best Week | 17.97% | 21.25% |
| Worst Week | -3.96% | -18.95% |
| Best Month | 27.13% | 41.15% |
| Worst Month | -5.28% | -36.08% |
| Best Year | 74.53% | 13.13% |
| Worst Year | 57.28% | -27.52% |
| Avg. Up Day | 0.57% | 1.61% |
| Avg. Down Day | -0.39% | -1.39% |
| Avg. Up Week | 4.04% | 9.06% |
| Avg. Down Week | -1.06% | -8.51% |
| Avg. Up Month | 10.68% | 16.06% |
| Avg. Down Month | -2.12% | -24.4% |
| Win Days % | 47.87% | 49.55% |
| Win Month % | 73.68% | 57.89% |
| Win Week % | 54.67% | 50.62% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |