| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 97.0% |
| Cumulative Return | 145.4% | -22.28% |
| Max Drawdown | -16.23% | -67.57% |
| Sharpe | 0.11 | -0.0 |
| Sortino | 0.17 | -0.0 |
| Payoff Ratio | 2584.01 | 3.79 |
| Profit Factor | 3.0 | 1.0 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 5.89 | 1.9 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 228.42 | 2.22 |
| Outlier Loss Ratio | 286.0 | 2.07 |
| Volatility (ann.) | 1.31% | 2.71% |
| R^2 | 0.0 | 0.0 |
| Calmar | 39.28 | -0.64 |
| Skew | -40.18 | 0.2 |
| Kurtosis | 19131.28 | 25.66 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 16.14% | -4.11% |
| Expected Yearly % | 145.4% | -22.28% |
| Kelly Criterion | 0.04% | 36.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.11% | -0.23% |
| Expected Shortfall (cVaR) | -0.11% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -22.28 | 145.40 | -6.53 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.77% | -6.11% |
| 3M | 37.13% | 19.21% |
| 6M | 145.4% | -22.28% |
| YTD | 145.4% | -22.28% |
| 1Y | 145.4% | -22.28% |
| 3Y (ann.) | 637.39% | -42.94% |
| 5Y (ann.) | 637.39% | -42.94% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -16.23% | -67.57% |
| Longest DD Days | 26.0 | 145.0 |
| Avg. Drawdown | -1.41% | -1.28% |
| Avg. Drawdown Days | 5.0 | 1.0 |
| Recovery Factor | 8.96 | -0.33 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-23 | 2025-04-19 | -16.23 | 26 |
| 2025-01-09 | 2025-01-17 | -10.25 | 8 |
| 2025-05-26 | 2025-06-14 | -8.38 | 19 |
| 2025-02-18 | 2025-03-02 | -7.88 | 12 |
| 2025-04-23 | 2025-05-01 | -1.56 | 8 |
| 2025-01-01 | 2025-01-06 | -0.18 | 4 |
| 2025-01-17 | 2025-01-21 | -0.16 | 4 |
| 2025-01-21 | 2025-01-25 | -0.16 | 4 |
| 2025-01-29 | 2025-01-29 | -0.15 | 0 |
| 2025-01-29 | 2025-02-04 | -0.14 | 5 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 7.87% | 3.59% |
| Worst Day | -16.05% | -3.27% |
| Best Week | 11.71% | 17.02% |
| Worst Week | -9.5% | -17.1% |
| Best Month | 31.14% | 22.51% |
| Worst Month | -0.77% | -36.08% |
| Best Year | 145.4% | -22.28% |
| Worst Year | 145.4% | -22.28% |
| Avg. Up Day | 3.49% | 0.37% |
| Avg. Down Day | -0.0% | -0.1% |
| Avg. Up Week | 4.74% | 9.64% |
| Avg. Down Week | -6.84% | -8.62% |
| Avg. Up Month | 25.44% | 15.7% |
| Avg. Down Month | -0.77% | -6.11% |
| Win Days % | 0.08% | 50.12% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 88.0% | 40.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |