| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 97.0% |
| Cumulative Return | 137.89% | 30.57% |
| Max Drawdown | -14.15% | -67.57% |
| Sharpe | 0.1 | 0.02 |
| Sortino | 0.14 | 0.03 |
| Payoff Ratio | 0.0 | 1.13 |
| Profit Factor | 2.82 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.57 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 466.9 | 2.18 |
| Outlier Loss Ratio | 0.33 | 2.03 |
| Volatility (ann.) | 0.87% | 2.47% |
| R^2 | 0.0 | 0.0 |
| Calmar | 17.25 | 0.68 |
| Skew | -88.49 | 0.06 |
| Kurtosis | 34462.23 | 28.92 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 10.11% | 3.01% |
| Expected Yearly % | 137.89% | 30.57% |
| Kelly Criterion | 69.72% | 6.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.07% | -0.21% |
| Expected Shortfall (cVaR) | -0.07% | -0.21% |
| Year | SOLUSD | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 30.57 | 137.89 | 4.51 | + |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| MTD | -0.73% | 23.08% |
| 3M | 19.99% | 66.11% |
| 6M | 50.68% | 84.92% |
| YTD | 137.89% | 30.57% |
| 1Y | 137.89% | 30.57% |
| 3Y (ann.) | 244.05% | 46.28% |
| 5Y (ann.) | 244.05% | 46.28% |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Max Drawdown | -14.15% | -67.57% |
| Longest DD Days | 32.0 | 237.0 |
| Avg. Drawdown | -1.09% | -1.28% |
| Avg. Drawdown Days | 3.0 | 2.0 |
| Recovery Factor | 9.74 | 0.45 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-26 | 2025-04-19 | -14.15 | 24 |
| 2025-01-08 | 2025-01-21 | -9.04 | 12 |
| 2025-05-29 | 2025-06-30 | -8.57 | 32 |
| 2025-08-29 | 2025-09-14 | -5.49 | 16 |
| 2025-07-24 | 2025-07-28 | -1.93 | 4 |
| 2025-08-01 | 2025-08-07 | -0.97 | 6 |
| 2025-02-21 | 2025-02-22 | -0.79 | 0 |
| 2025-07-08 | 2025-07-08 | -0.40 | 0 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-25 | 2025-01-25 | -0.15 | 0 |
| Metric | solusd_div_0.25_tpm:0.025__tp__tep:1.0_ | SOLUSD |
|---|---|---|
| Best Day | 4.45% | 3.59% |
| Worst Day | -14.01% | -3.6% |
| Best Week | 8.4% | 19.16% |
| Worst Week | -9.11% | -17.1% |
| Best Month | 22.54% | 23.08% |
| Worst Month | -0.73% | -36.08% |
| Best Year | 137.89% | 30.57% |
| Worst Year | 137.89% | 30.57% |
| Avg. Up Day | 0.0% | 0.09% |
| Avg. Down Day | -0.82% | -0.08% |
| Avg. Up Week | 3.05% | 8.04% |
| Avg. Down Week | -4.34% | -6.67% |
| Avg. Up Month | 14.01% | 14.96% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 99.95% | 50.2% |
| Win Month % | 88.89% | 66.67% |
| Win Week % | 84.21% | 55.26% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |