| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 88.97% | -23.86% |
| Max Drawdown | -18.46% | -66.05% |
| Sharpe | 0.58 | -0.02 |
| Sortino | 0.9 | -0.03 |
| Payoff Ratio | 47.77 | 2.11 |
| Profit Factor | 2.09 | 1.0 |
| Common Sense Ratio | 0.0 | 0.96 |
| CPC Index | 4.22 | 1.06 |
| Tail Ratio | 0.0 | 0.96 |
| Outlier Win Ratio | 32.01 | 2.16 |
| Outlier Loss Ratio | 23.92 | 2.03 |
| Volatility (ann.) | 11.23% | 20.46% |
| R^2 | 0.02 | 0.02 |
| Calmar | 16.92 | -0.69 |
| Skew | 0.79 | 0.49 |
| Kurtosis | 240.32 | 13.52 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 11.19% | -4.44% |
| Expected Yearly % | 88.97% | -23.86% |
| Kelly Criterion | 2.23% | 26.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -1.76% |
| Expected Shortfall (cVaR) | -0.95% | -1.76% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -23.86 | 88.97 | -3.73 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 0.1% | -6.55% |
| 3M | 36.33% | 9.56% |
| 6M | 88.97% | -23.86% |
| YTD | 88.97% | -23.86% |
| 1Y | 88.97% | -23.86% |
| 3Y (ann.) | 312.24% | -45.48% |
| 5Y (ann.) | 312.24% | -45.48% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -18.46% | -66.05% |
| Longest DD Days | 39.0 | 145.0 |
| Avg. Drawdown | -2.17% | -5.43% |
| Avg. Drawdown Days | 6.0 | 8.0 |
| Recovery Factor | 4.82 | -0.36 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-02 | 2025-02-10 | -18.46 | 39 |
| 2025-05-22 | 2025-06-14 | -11.54 | 23 |
| 2025-03-23 | 2025-04-07 | -8.93 | 15 |
| 2025-02-18 | 2025-03-01 | -8.24 | 11 |
| 2025-03-10 | 2025-03-14 | -3.93 | 4 |
| 2025-02-14 | 2025-02-14 | -0.08 | 0 |
| 2025-03-02 | 2025-03-02 | -0.07 | 0 |
| 2025-03-02 | 2025-03-06 | -0.06 | 3 |
| 2025-03-14 | 2025-03-19 | -0.06 | 5 |
| 2025-03-19 | 2025-03-23 | -0.06 | 3 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 12.92% | 11.82% |
| Worst Day | -10.76% | -8.96% |
| Best Week | 20.3% | 17.02% |
| Worst Week | -9.04% | -17.1% |
| Best Month | 21.72% | 20.58% |
| Worst Month | -5.21% | -36.08% |
| Best Year | 88.97% | -23.86% |
| Worst Year | 88.97% | -23.86% |
| Avg. Up Day | 3.46% | 1.67% |
| Avg. Down Day | -0.07% | -0.79% |
| Avg. Up Week | 4.44% | 9.46% |
| Avg. Down Week | -5.1% | -9.75% |
| Avg. Up Month | 19.52% | 12.29% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 4.23% | 50.38% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 76.0% | 40.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |