| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 51.9% | -21.32% |
| Max Drawdown | -8.82% | -59.65% |
| Sharpe | 3.84 | -0.03 |
| Sortino | 5.13 | -0.04 |
| Payoff Ratio | 0.81 | 1.18 |
| Profit Factor | 2.85 | 1.0 |
| Common Sense Ratio | 74.29 | 1.28 |
| CPC Index | 1.86 | 0.55 |
| Tail Ratio | 26.1 | 1.29 |
| Outlier Win Ratio | 18.67 | 2.18 |
| Outlier Loss Ratio | 11.66 | 2.62 |
| Volatility (ann.) | 21.67% | 94.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 14.2 | -0.62 |
| Skew | -3.42 | 0.64 |
| Kurtosis | 25.75 | 5.5 |
| Expected Daily % | 0.22% | -0.13% |
| Expected Monthly % | 6.15% | -3.37% |
| Expected Yearly % | 51.9% | -21.32% |
| Kelly Criterion | 56.75% | 1.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -8.12% |
| Expected Shortfall (cVaR) | -1.64% | -8.12% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -21.32 | 51.90 | -2.43 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 1.36% | -2.99% |
| 3M | 21.44% | 23.83% |
| 6M | 49.29% | -31.33% |
| YTD | 51.9% | -21.32% |
| 1Y | 51.9% | -21.32% |
| 3Y (ann.) | 125.15% | -37.22% |
| 5Y (ann.) | 125.15% | -37.22% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -8.82% | -59.65% |
| Longest DD Days | 32.0 | 169.0 |
| Avg. Drawdown | -1.03% | -25.97% |
| Avg. Drawdown Days | 5.0 | 60.0 |
| Recovery Factor | 5.89 | -0.36 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -8.82 | 25 |
| 2025-05-30 | 2025-07-01 | -5.74 | 32 |
| 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 | -0.94% | -42.27% |
| Best Year | 51.9% | -21.32% |
| Worst Year | 51.9% | -21.32% |
| Avg. Up Day | 0.62% | 4.29% |
| Avg. Down Day | -0.76% | -3.65% |
| Avg. Up Week | 2.75% | 8.82% |
| Avg. Down Week | -3.78% | -11.44% |
| Avg. Up Month | 10.64% | 16.73% |
| Avg. Down Month | -0.94% | -2.04% |
| Win Days % | 80.61% | 46.81% |
| Win Month % | 85.71% | 42.86% |
| Win Week % | 85.71% | 50.0% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |