| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 97.0% |
| Cumulative Return | 280.81% | -28.56% |
| Max Drawdown | -22.27% | -67.57% |
| Sharpe | 0.1 | -0.01 |
| Sortino | 0.17 | -0.01 |
| Payoff Ratio | 0.0 | 1.18 |
| Profit Factor | 2.81 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.59 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 207.9 | 2.22 |
| Outlier Loss Ratio | 0.15 | 2.07 |
| Volatility (ann.) | 2.1% | 2.68% |
| R^2 | 0.0 | 0.0 |
| Calmar | 72.18 | -0.76 |
| Skew | -14.23 | 0.14 |
| Kurtosis | 16187.69 | 27.01 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 24.96% | -5.45% |
| Expected Yearly % | 280.81% | -28.56% |
| Kelly Criterion | 68.12% | 7.67% |
| 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 | -28.56 | 280.81 | -9.83 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -8.39% | -13.7% |
| 3M | 29.34% | 5.2% |
| 6M | 280.81% | -28.56% |
| YTD | 280.81% | -28.56% |
| 1Y | 280.81% | -28.56% |
| 3Y (ann.) | 1607.3% | -51.02% |
| 5Y (ann.) | 1607.3% | -51.02% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.27% | -67.57% |
| Longest DD Days | 24.0 | 153.0 |
| Avg. Drawdown | -3.1% | -1.28% |
| Avg. Drawdown Days | 3.0 | 1.0 |
| Recovery Factor | 12.61 | -0.42 |
| 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 |
| 2025-06-18 | 2025-06-22 | -10.26 | 3 |
| 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 |
| 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 | -8.39% | -36.08% |
| Best Year | 280.81% | -28.56% |
| Worst Year | 280.81% | -28.56% |
| Avg. Up Day | 0.01% | 0.1% |
| Avg. Down Day | -2.3% | -0.08% |
| Avg. Up Week | 7.44% | 9.64% |
| Avg. Down Week | -9.8% | -7.36% |
| Avg. Up Month | 43.67% | 15.7% |
| Avg. Down Month | -8.39% | -13.7% |
| Win Days % | 99.91% | 50.08% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 84.62% | 38.46% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |