| Metric | d_solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 152.29% | 28.3% |
| Max Drawdown | -13.77% | -59.65% |
| Sharpe | 4.35 | 0.84 |
| Sortino | 6.22 | 1.29 |
| Payoff Ratio | 1.04 | 1.09 |
| Profit Factor | 3.52 | 1.13 |
| Common Sense Ratio | 258.54 | 1.47 |
| CPC Index | 3.03 | 0.63 |
| Tail Ratio | 73.42 | 1.3 |
| Outlier Win Ratio | 13.2 | 2.31 |
| Outlier Loss Ratio | 7.55 | 2.42 |
| Volatility (ann.) | 31.44% | 89.66% |
| R^2 | 0.04 | 0.04 |
| Calmar | 19.91 | 0.72 |
| Skew | -2.88 | 0.5 |
| Kurtosis | 26.3 | 4.9 |
| Expected Daily % | 0.36% | 0.1% |
| Expected Monthly % | 10.83% | 2.81% |
| Expected Yearly % | 152.29% | 28.3% |
| Kelly Criterion | 66.53% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -7.51% |
| Expected Shortfall (cVaR) | -2.33% | -7.51% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 28.30 | 152.29 | 5.38 | + |
| Metric | d_solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | 0.15% | 19.64% |
| 3M | 23.03% | 59.12% |
| 6M | 61.85% | 97.0% |
| YTD | 152.29% | 28.3% |
| 1Y | 152.29% | 28.3% |
| 3Y (ann.) | 274.12% | 42.66% |
| 5Y (ann.) | 274.12% | 42.66% |
| Metric | d_solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -13.77% | -59.65% |
| Longest DD Days | 17.0 | 237.0 |
| Avg. Drawdown | -1.41% | -25.97% |
| Avg. Drawdown Days | 4.0 | 83.0 |
| Recovery Factor | 11.06 | 0.47 |
| Ulcer Index | 0.99 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-30 | 2025-04-16 | -13.77 | 17 |
| 2025-01-09 | 2025-01-22 | -8.67 | 13 |
| 2025-05-30 | 2025-06-16 | -7.58 | 17 |
| 2025-06-23 | 2025-07-01 | -3.14 | 8 |
| 2025-09-03 | 2025-09-11 | -2.90 | 8 |
| 2025-08-06 | 2025-08-08 | -0.68 | 2 |
| 2025-02-18 | 2025-02-23 | -0.58 | 5 |
| 2025-01-05 | 2025-01-07 | -0.05 | 2 |
| 2025-01-25 | 2025-01-26 | -0.05 | 1 |
| 2025-01-29 | 2025-01-30 | -0.04 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.0275__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 5.09% | 24.86% |
| Worst Day | -13.77% | -20.92% |
| Best Week | 9.19% | 19.93% |
| Worst Week | -8.51% | -21.88% |
| Best Month | 23.68% | 26.05% |
| Worst Month | 0.15% | -42.27% |
| Best Year | 152.29% | 28.3% |
| Worst Year | 152.29% | 28.3% |
| Avg. Up Day | 0.98% | 3.9% |
| Avg. Down Day | -0.94% | -3.57% |
| Avg. Up Week | 3.87% | 8.7% |
| Avg. Down Week | -4.65% | -9.94% |
| Avg. Up Month | 13.03% | 16.63% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 82.95% | 50.78% |
| Win Month % | 100.0% | 66.67% |
| Win Week % | 86.84% | 57.89% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |