| Metric | solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 97.0% |
| Cumulative Return | 30.49% | -21.45% |
| Max Drawdown | -15.23% | -67.57% |
| Sharpe | 0.04 | 0.0 |
| Sortino | 0.06 | 0.0 |
| Payoff Ratio | 0.0 | 1.08 |
| Profit Factor | 1.44 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.54 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 524.12 | 2.24 |
| Outlier Loss Ratio | 0.19 | 2.08 |
| Volatility (ann.) | 0.95% | 2.62% |
| R^2 | 0.0 | 0.0 |
| Calmar | 4.44 | -0.55 |
| Skew | -52.27 | 0.15 |
| Kurtosis | 18349.81 | 27.64 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 3.87% | -3.39% |
| Expected Yearly % | 30.49% | -21.45% |
| Kelly Criterion | 24.02% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.08% | -0.23% |
| Expected Shortfall (cVaR) | -0.08% | -0.23% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.45 | 30.49 | -1.42 | + |
| Metric | solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.15% | -4.08% |
| 3M | 37.85% | 40.39% |
| 6M | 25.57% | -30.37% |
| YTD | 30.49% | -21.45% |
| 1Y | 30.49% | -21.45% |
| 3Y (ann.) | 67.64% | -37.42% |
| 5Y (ann.) | 67.64% | -37.42% |
| Metric | solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -15.23% | -67.57% |
| Longest DD Days | 80.0 | 169.0 |
| Avg. Drawdown | -2.52% | -1.28% |
| Avg. Drawdown Days | 10.0 | 1.0 |
| Recovery Factor | 2.0 | -0.32 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-04-19 | -15.23 | 80 |
| 2025-05-29 | 2025-07-08 | -9.64 | 40 |
| 2025-01-08 | 2025-01-21 | -8.59 | 12 |
| 2025-05-05 | 2025-05-08 | -0.86 | 3 |
| 2025-05-01 | 2025-05-02 | -0.40 | 1 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-25 | 2025-01-25 | -0.07 | 0 |
| 2025-04-23 | 2025-04-23 | -0.07 | 0 |
| 2025-04-27 | 2025-04-28 | -0.07 | 1 |
| 2025-05-09 | 2025-05-09 | -0.07 | 0 |
| Metric | solusd_div_0.25_tpm:0.055__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 5.54% | 3.59% |
| Worst Day | -11.28% | -3.27% |
| Best Week | 10.98% | 17.02% |
| Worst Week | -9.24% | -17.1% |
| Best Month | 23.75% | 22.51% |
| Worst Month | -11.24% | -36.08% |
| Best Year | 30.49% | -21.45% |
| Worst Year | 30.49% | -21.45% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -1.78% | -0.08% |
| Avg. Up Week | 4.35% | 8.33% |
| Avg. Down Week | -4.5% | -10.23% |
| Avg. Up Month | 16.13% | 15.7% |
| Avg. Down Month | -4.22% | -14.28% |
| Win Days % | 99.95% | 50.08% |
| Win Month % | 42.86% | 42.86% |
| Win Week % | 60.71% | 46.43% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |