| Metric | solusd_div_0.2_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 24.71% | -23.73% |
| Max Drawdown | -48.82% | -66.05% |
| Sharpe | 0.21 | -0.02 |
| Sortino | 0.27 | -0.03 |
| Payoff Ratio | 0.23 | 1.24 |
| Profit Factor | 1.38 | 1.0 |
| Common Sense Ratio | inf | 0.96 |
| CPC Index | 0.3 | 0.62 |
| Tail Ratio | inf | 0.96 |
| Outlier Win Ratio | 40.1 | 2.16 |
| Outlier Loss Ratio | 0.7 | 2.04 |
| Volatility (ann.) | 17.62% | 20.41% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.29 | -0.68 |
| Skew | -11.16 | 0.49 |
| Kurtosis | 606.97 | 13.58 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 3.75% | -4.41% |
| Expected Yearly % | 24.71% | -23.73% |
| Kelly Criterion | 75.38% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -1.76% |
| Expected Shortfall (cVaR) | -1.51% | -1.76% |
| Year | SOLUSD | solusd_div_0.2_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -23.73 | 24.71 | -1.04 | + |
| Metric | solusd_div_0.2_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 12.99% | -6.39% |
| 3M | 32.53% | 7.83% |
| 6M | 24.71% | -23.73% |
| YTD | 24.71% | -23.73% |
| 1Y | 24.71% | -23.73% |
| 3Y (ann.) | 62.98% | -45.07% |
| 5Y (ann.) | 62.98% | -45.07% |
| Metric | solusd_div_0.2_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -48.82% | -66.05% |
| Longest DD Days | 116.0 | 146.0 |
| Avg. Drawdown | -8.58% | -5.43% |
| Avg. Drawdown Days | 19.0 | 8.0 |
| Recovery Factor | 0.51 | -0.36 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-26 | 2025-05-22 | -48.82 | 116 |
| 2025-05-26 | 2025-06-10 | -10.96 | 15 |
| 2025-01-06 | 2025-01-06 | -0.08 | 0 |
| 2025-01-10 | 2025-01-15 | -0.08 | 4 |
| 2025-01-16 | 2025-01-16 | -0.07 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-06-15 | 2025-06-15 | -0.00 | 0 |
| Metric | solusd_div_0.2_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 20.51% | 11.82% |
| Worst Day | -32.28% | -8.96% |
| Best Week | 20.93% | 17.02% |
| Worst Week | -24.34% | -17.1% |
| Best Month | 37.38% | 20.58% |
| Worst Month | -34.56% | -36.08% |
| Best Year | 24.71% | -23.73% |
| Worst Year | 24.71% | -23.73% |
| Avg. Up Day | 0.24% | 0.85% |
| Avg. Down Day | -1.06% | -0.68% |
| Avg. Up Week | 4.98% | 9.46% |
| Avg. Down Week | -8.92% | -9.02% |
| Avg. Up Month | 7.13% | 15.06% |
| Avg. Down Month | -34.56% | -36.08% |
| Win Days % | 95.41% | 50.33% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 72.0% | 40.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |