| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 48.76% | -24.1% |
| Max Drawdown | -8.82% | -59.65% |
| Sharpe | 3.79 | -0.12 |
| Sortino | 5.04 | -0.18 |
| Payoff Ratio | 0.77 | 1.19 |
| Profit Factor | 2.76 | 0.98 |
| Common Sense Ratio | 73.26 | 1.27 |
| CPC Index | 1.71 | 0.54 |
| Tail Ratio | 26.52 | 1.29 |
| Outlier Win Ratio | 18.97 | 2.26 |
| Outlier Loss Ratio | 11.29 | 2.65 |
| Volatility (ann.) | 22.3% | 96.15% |
| R^2 | 0.04 | 0.04 |
| Calmar | 14.51 | -0.73 |
| Skew | -3.37 | 0.65 |
| Kurtosis | 24.45 | 5.39 |
| Expected Daily % | 0.22% | -0.16% |
| Expected Monthly % | 6.84% | -4.49% |
| Expected Yearly % | 48.76% | -24.1% |
| Kelly Criterion | 55.38% | 1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -8.31% |
| Expected Shortfall (cVaR) | -1.69% | -8.31% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -24.10 | 48.76 | -2.02 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -1.66% | -8.32% |
| 3M | 12.15% | 1.96% |
| 6M | 48.76% | -24.1% |
| YTD | 48.76% | -24.1% |
| 1Y | 48.76% | -24.1% |
| 3Y (ann.) | 127.9% | -43.55% |
| 5Y (ann.) | 127.9% | -43.55% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -8.82% | -59.65% |
| Longest DD Days | 27.0 | 157.0 |
| Avg. Drawdown | -1.08% | -25.97% |
| Avg. Drawdown Days | 5.0 | 56.0 |
| Recovery Factor | 5.53 | -0.4 |
| Ulcer Index | 1.04 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -8.82 | 25 |
| 2025-05-30 | 2025-06-26 | -5.74 | 27 |
| 2025-01-09 | 2025-01-22 | -4.67 | 13 |
| 2025-02-18 | 2025-02-23 | -0.32 | 5 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-25 | 2025-01-26 | -0.08 | 1 |
| 2025-01-29 | 2025-01-30 | -0.08 | 1 |
| 2025-02-02 | 2025-02-03 | -0.07 | 1 |
| 2025-02-06 | 2025-02-07 | -0.07 | 1 |
| 2025-02-10 | 2025-02-11 | -0.07 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 2.33% | 24.86% |
| Worst Day | -8.79% | -20.92% |
| Best Week | 4.52% | 19.93% |
| Worst Week | -5.68% | -21.88% |
| Best Month | 14.72% | 26.05% |
| Worst Month | -1.66% | -42.27% |
| Best Year | 48.76% | -24.1% |
| Worst Year | 48.76% | -24.1% |
| Avg. Up Day | 0.63% | 4.39% |
| Avg. Down Day | -0.83% | -3.7% |
| Avg. Up Week | 2.81% | 8.75% |
| Avg. Down Week | -3.77% | -10.42% |
| Avg. Up Month | 10.64% | 16.73% |
| Avg. Down Month | -1.66% | -8.32% |
| Win Days % | 80.65% | 46.59% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 84.62% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |