| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 97.0% |
| Cumulative Return | 324.36% | -21.96% |
| Max Drawdown | -22.27% | -67.57% |
| Sharpe | 0.12 | -0.0 |
| Sortino | 0.19 | -0.0 |
| Payoff Ratio | 0.0 | 1.13 |
| Profit Factor | 3.2 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.57 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 204.14 | 2.22 |
| Outlier Loss Ratio | 0.17 | 2.07 |
| Volatility (ann.) | 2.09% | 2.7% |
| R^2 | 0.0 | 0.0 |
| Calmar | 99.3 | -0.62 |
| Skew | -11.49 | 0.2 |
| Kurtosis | 16654.97 | 25.77 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 27.24% | -4.05% |
| Expected Yearly % | 324.36% | -21.96% |
| Kelly Criterion | 71.48% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.23% |
| Expected Shortfall (cVaR) | -0.18% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.96 | 324.36 | -14.77 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 2.09% | -5.72% |
| 3M | 50.65% | 15.28% |
| 6M | 324.36% | -21.96% |
| YTD | 324.36% | -21.96% |
| 1Y | 324.36% | -21.96% |
| 3Y (ann.) | 2211.15% | -41.65% |
| 5Y (ann.) | 2211.15% | -41.65% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.27% | -67.57% |
| Longest DD Days | 24.0 | 149.0 |
| Avg. Drawdown | -2.81% | -1.28% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 14.57 | -0.33 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-19 | -22.27 | 24 |
| 2025-01-08 | 2025-01-17 | -19.58 | 8 |
| 2025-02-17 | 2025-03-02 | -12.01 | 12 |
| 2025-05-29 | 2025-06-15 | -10.68 | 17 |
| 2025-04-27 | 2025-05-01 | -2.10 | 4 |
| 2025-01-05 | 2025-01-06 | -0.35 | 1 |
| 2025-01-21 | 2025-01-21 | -0.31 | 0 |
| 2025-01-25 | 2025-01-25 | -0.28 | 0 |
| 2025-01-28 | 2025-01-29 | -0.26 | 0 |
| 2025-02-01 | 2025-02-04 | -0.24 | 2 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 14.51% | 3.59% |
| Worst Day | -22.03% | -3.27% |
| Best Week | 18.11% | 17.02% |
| Worst Week | -13.04% | -17.1% |
| Best Month | 66.73% | 22.51% |
| Worst Month | 2.09% | -36.08% |
| Best Year | 324.36% | -21.96% |
| Worst Year | 324.36% | -21.96% |
| Avg. Up Day | 0.01% | 0.1% |
| Avg. Down Day | -2.12% | -0.09% |
| Avg. Up Week | 7.44% | 9.64% |
| Avg. Down Week | -9.67% | -8.62% |
| Avg. Up Month | 43.67% | 15.7% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 99.91% | 50.1% |
| Win Month % | 100.0% | 50.0% |
| Win Week % | 88.0% | 40.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |