| Metric | solusd_div_0.5_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 26.65% | -18.55% |
| Max Drawdown | -58.72% | -66.05% |
| Sharpe | 0.25 | 0.01 |
| Sortino | 0.39 | 0.01 |
| Payoff Ratio | 0.29 | 1.31 |
| Profit Factor | 1.29 | 1.0 |
| Common Sense Ratio | inf | 0.97 |
| CPC Index | 0.31 | 0.66 |
| Tail Ratio | inf | 0.97 |
| Outlier Win Ratio | 23.11 | 4.22 |
| Outlier Loss Ratio | 0.5 | 2.07 |
| Volatility (ann.) | 39.99% | 20.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.16 | -0.55 |
| Skew | 2.85 | 0.49 |
| Kurtosis | 198.31 | 13.5 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 4.02% | -3.36% |
| Expected Yearly % | 26.65% | -18.55% |
| Kelly Criterion | 27.26% | 12.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.42% | -1.76% |
| Expected Shortfall (cVaR) | -3.42% | -1.76% |
| Year | SOLUSD | solusd_div_0.5_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -18.55 | 26.65 | -1.44 | + |
| Metric | solusd_div_0.5_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 41.84% | -0.04% |
| 3M | 47.43% | 24.1% |
| 6M | 26.65% | -18.55% |
| YTD | 26.65% | -18.55% |
| 1Y | 26.65% | -18.55% |
| 3Y (ann.) | 68.12% | -36.32% |
| 5Y (ann.) | 68.12% | -36.32% |
| Metric | solusd_div_0.5_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -58.72% | -66.05% |
| Longest DD Days | 104.0 | 147.0 |
| Avg. Drawdown | -13.66% | -5.43% |
| Avg. Drawdown Days | 15.0 | 8.0 |
| Recovery Factor | 0.45 | -0.28 |
| Ulcer Index | 1.0 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-09 | -58.72 | 104 |
| 2025-05-23 | 2025-06-16 | -36.49 | 24 |
| 2025-01-07 | 2025-01-21 | -34.69 | 14 |
| 2025-05-11 | 2025-05-13 | -3.27 | 2 |
| 2025-05-15 | 2025-05-18 | -3.12 | 3 |
| 2025-01-03 | 2025-01-03 | -0.08 | 0 |
| 2025-01-05 | 2025-01-06 | -0.07 | 1 |
| 2025-01-23 | 2025-01-24 | -0.07 | 1 |
| 2025-05-19 | 2025-05-20 | -0.06 | 0 |
| 2025-05-21 | 2025-05-22 | -0.06 | 1 |
| Metric | solusd_div_0.5_tpm:0.035__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 43.19% | 11.82% |
| Worst Day | -36.21% | -8.96% |
| Best Week | 35.31% | 17.02% |
| Worst Week | -31.97% | -17.1% |
| Best Month | 41.84% | 20.58% |
| Worst Month | -39.8% | -36.08% |
| Best Year | 26.65% | -18.55% |
| Worst Year | 26.65% | -18.55% |
| Avg. Up Day | 1.2% | 0.96% |
| Avg. Down Day | -4.15% | -0.73% |
| Avg. Up Week | 17.72% | 9.46% |
| Avg. Down Week | -12.39% | -8.24% |
| Avg. Up Month | 21.43% | 19.53% |
| Avg. Down Month | -39.8% | -36.08% |
| Win Days % | 83.74% | 50.35% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 48.0% | 44.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |