| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 62.31% | -21.43% |
| Max Drawdown | -9.67% | -59.65% |
| Sharpe | 4.2 | -0.07 |
| Sortino | 5.88 | -0.1 |
| Payoff Ratio | 1.08 | 1.27 |
| Profit Factor | 2.97 | 0.99 |
| Common Sense Ratio | 96.12 | 1.23 |
| CPC Index | 2.38 | 0.6 |
| Tail Ratio | 32.34 | 1.24 |
| Outlier Win Ratio | 15.89 | 2.44 |
| Outlier Loss Ratio | 10.57 | 2.64 |
| Volatility (ann.) | 26.41% | 97.51% |
| R^2 | 0.07 | 0.07 |
| Calmar | 20.05 | -0.7 |
| Skew | -2.58 | 0.62 |
| Kurtosis | 18.38 | 5.42 |
| Expected Daily % | 0.29% | -0.15% |
| Expected Monthly % | 8.41% | -3.94% |
| Expected Yearly % | 62.31% | -21.43% |
| Kelly Criterion | 50.59% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -8.41% |
| Expected Shortfall (cVaR) | -1.97% | -8.41% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.43 | 62.31 | -2.91 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.5% | -5.1% |
| 3M | 21.28% | 17.54% |
| 6M | 62.31% | -21.43% |
| YTD | 62.31% | -21.43% |
| 1Y | 62.31% | -21.43% |
| 3Y (ann.) | 193.88% | -41.53% |
| 5Y (ann.) | 193.88% | -41.53% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -9.67% | -59.65% |
| Longest DD Days | 25.0 | 145.0 |
| Avg. Drawdown | -1.25% | -25.97% |
| Avg. Drawdown Days | 4.0 | 52.0 |
| Recovery Factor | 6.44 | -0.36 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -9.67 | 25 |
| 2025-05-30 | 2025-06-14 | -5.45 | 15 |
| 2025-01-09 | 2025-01-18 | -4.68 | 9 |
| 2025-02-18 | 2025-03-03 | -4.24 | 13 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-21 | 2025-01-22 | -0.08 | 1 |
| 2025-01-25 | 2025-01-26 | -0.07 | 1 |
| 2025-01-29 | 2025-01-30 | -0.07 | 1 |
| 2025-02-02 | 2025-02-05 | -0.07 | 3 |
| 2025-02-06 | 2025-02-07 | -0.07 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.23% | 24.86% |
| Worst Day | -9.62% | -20.92% |
| Best Week | 8.57% | 19.93% |
| Worst Week | -5.66% | -21.88% |
| Best Month | 14.61% | 26.05% |
| Worst Month | -0.5% | -42.27% |
| Best Year | 62.31% | -21.43% |
| Worst Year | 62.31% | -21.43% |
| Avg. Up Day | 1.04% | 4.61% |
| Avg. Down Day | -0.97% | -3.63% |
| Avg. Up Week | 3.62% | 8.75% |
| Avg. Down Week | -3.81% | -16.91% |
| Avg. Up Month | 13.13% | 16.73% |
| Avg. Down Month | -0.5% | -5.1% |
| Win Days % | 74.36% | 47.56% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 83.33% | 52.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |