| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 137.89% | 28.3% |
| Max Drawdown | -14.15% | -59.65% |
| Sharpe | 3.99 | 0.84 |
| Sortino | 5.57 | 1.29 |
| Payoff Ratio | 0.97 | 1.04 |
| Profit Factor | 3.1 | 1.13 |
| Common Sense Ratio | 70.09 | 1.47 |
| CPC Index | 2.44 | 0.6 |
| Tail Ratio | 22.63 | 1.3 |
| Outlier Win Ratio | 13.03 | 2.31 |
| Outlier Loss Ratio | 7.68 | 2.52 |
| Volatility (ann.) | 32.21% | 89.66% |
| R^2 | 0.03 | 0.03 |
| Calmar | 17.25 | 0.72 |
| Skew | -3.09 | 0.5 |
| Kurtosis | 26.91 | 4.9 |
| Expected Daily % | 0.34% | 0.1% |
| Expected Monthly % | 10.11% | 2.81% |
| Expected Yearly % | 137.89% | 28.3% |
| Kelly Criterion | 61.64% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -7.51% |
| Expected Shortfall (cVaR) | -2.42% | -7.51% |
| Year | SOLUSD | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 28.30 | 137.89 | 4.87 | + |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.73% | 19.64% |
| 3M | 19.99% | 59.12% |
| 6M | 55.11% | 97.0% |
| YTD | 137.89% | 28.3% |
| 1Y | 137.89% | 28.3% |
| 3Y (ann.) | 244.05% | 42.66% |
| 5Y (ann.) | 244.05% | 42.66% |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.15% | -59.65% |
| Longest DD Days | 32.0 | 237.0 |
| Avg. Drawdown | -1.5% | -25.97% |
| Avg. Drawdown Days | 5.0 | 83.0 |
| Recovery Factor | 9.74 | 0.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-20 | -14.15 | 25 |
| 2025-01-09 | 2025-01-22 | -9.04 | 13 |
| 2025-05-30 | 2025-07-01 | -8.57 | 32 |
| 2025-08-30 | 2025-09-14 | -3.59 | 15 |
| 2025-08-02 | 2025-08-08 | -0.93 | 6 |
| 2025-02-18 | 2025-02-23 | -0.56 | 5 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-25 | 2025-01-26 | -0.15 | 1 |
| 2025-01-29 | 2025-01-30 | -0.14 | 1 |
| 2025-02-02 | 2025-02-03 | -0.14 | 1 |
| Metric | d_solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.59% | 24.86% |
| Worst Day | -14.11% | -20.92% |
| Best Week | 8.66% | 19.93% |
| Worst Week | -9.11% | -21.88% |
| Best Month | 25.07% | 26.05% |
| Worst Month | -1.41% | -42.27% |
| Best Year | 137.89% | 28.3% |
| Worst Year | 137.89% | 28.3% |
| Avg. Up Day | 0.91% | 3.9% |
| Avg. Down Day | -0.94% | -3.75% |
| Avg. Up Week | 3.67% | 8.7% |
| Avg. Down Week | -5.28% | -9.94% |
| Avg. Up Month | 14.93% | 16.03% |
| Avg. Down Month | -1.41% | -2.04% |
| Win Days % | 81.11% | 50.78% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 86.84% | 57.89% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |