| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 323.96% | -28.18% |
| Max Drawdown | -22.27% | -59.65% |
| Sharpe | 4.4 | -0.25 |
| Sortino | 6.91 | -0.38 |
| Payoff Ratio | 1.54 | 1.34 |
| Profit Factor | 3.31 | 0.96 |
| Common Sense Ratio | 93.95 | 1.2 |
| CPC Index | 3.75 | 0.6 |
| Tail Ratio | 28.42 | 1.25 |
| Outlier Win Ratio | 8.29 | 3.69 |
| Outlier Loss Ratio | 6.19 | 4.02 |
| Volatility (ann.) | 76.26% | 96.06% |
| R^2 | 0.08 | 0.08 |
| Calmar | 91.8 | -0.85 |
| Skew | -1.12 | 0.65 |
| Kurtosis | 11.66 | 5.56 |
| Expected Daily % | 0.84% | -0.19% |
| Expected Monthly % | 27.22% | -5.37% |
| Expected Yearly % | 323.96% | -28.18% |
| Kelly Criterion | 56.73% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.65% | -8.34% |
| Expected Shortfall (cVaR) | -5.65% | -8.34% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.18 | 323.96 | -11.50 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 2.0% | -13.25% |
| 3M | 43.99% | 6.66% |
| 6M | 323.96% | -28.18% |
| YTD | 323.96% | -28.18% |
| 1Y | 323.96% | -28.18% |
| 3Y (ann.) | 2044.09% | -50.46% |
| 5Y (ann.) | 2044.09% | -50.46% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.27% | -59.65% |
| Longest DD Days | 25.0 | 153.0 |
| Avg. Drawdown | -3.23% | -25.97% |
| Avg. Drawdown Days | 4.0 | 55.0 |
| Recovery Factor | 14.55 | -0.47 |
| Ulcer Index | 0.98 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -22.27 | 25 |
| 2025-01-09 | 2025-01-18 | -19.58 | 9 |
| 2025-02-18 | 2025-03-03 | -12.01 | 13 |
| 2025-05-30 | 2025-06-16 | -10.68 | 17 |
| 2025-01-05 | 2025-01-07 | -0.35 | 2 |
| 2025-01-21 | 2025-01-22 | -0.31 | 1 |
| 2025-01-25 | 2025-01-26 | -0.28 | 1 |
| 2025-01-29 | 2025-01-30 | -0.26 | 1 |
| 2025-02-02 | 2025-02-05 | -0.24 | 3 |
| 2025-02-06 | 2025-02-07 | -0.22 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 14.51% | 24.86% |
| Worst Day | -22.17% | -20.92% |
| Best Week | 25.3% | 19.93% |
| Worst Week | -13.04% | -21.88% |
| Best Month | 66.73% | 26.05% |
| Worst Month | 2.0% | -42.27% |
| Best Year | 323.96% | -28.18% |
| Worst Year | 323.96% | -28.18% |
| Avg. Up Day | 3.23% | 4.62% |
| Avg. Down Day | -2.1% | -3.46% |
| Avg. Up Week | 10.34% | 8.75% |
| Avg. Down Week | -8.75% | -16.91% |
| Avg. Up Month | 43.67% | 16.73% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 73.77% | 46.51% |
| Win Month % | 100.0% | 50.0% |
| Win Week % | 84.0% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |