Performance Report for Solace

10 Feb, 2024 - 6 Feb, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	28.0%
Cumulative Return	10.71%
CAGR﹪	3.59%
Sharpe	1.21
Prob. Sharpe Ratio	98.2%
Smart Sharpe	1.19
Sortino	1.93
Smart Sortino	1.89
Sortino/√2	1.36
Smart Sortino/√2	1.34
Omega	1.46
Max Drawdown	-2.11%
Longest DD Days	190
Volatility (ann.)	2.94%
Calmar	1.7
Skew	0.55
Kurtosis	6.39
Expected Daily	0.01%
Expected Monthly	0.41%
Expected Yearly	3.45%
Kelly Criterion	20.18%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.29%
Expected Shortfall (cVaR)	-0.29%
Max Consecutive Wins	4
Max Consecutive Losses	2
Gain/Pain Ratio	0.46
Gain/Pain (1M)	1.92
Payoff Ratio	0.82
Profit Factor	1.46
Common Sense Ratio	2.21
CPC Index	0.77
Tail Ratio	1.51
Outlier Win Ratio	14.05
Outlier Loss Ratio	1.91
MTD	2.19%
3M	5.1%
6M	5.6%
YTD	3.44%
1Y	8.69%
3Y (ann.)	3.59%
5Y (ann.)	3.59%
10Y (ann.)	3.59%
All-time (ann.)	3.59%
Best Day	0.77%
Worst Day	-0.73%
Best Month	2.35%
Worst Month	-1.87%
Best Year	3.66%
Worst Year	3.25%
Avg. Drawdown	-0.72%
Avg. Drawdown Days	37
Recovery Factor	4.87
Ulcer Index	0.01
Serenity Index	1.36
Avg. Up Month	0.87%
Avg. Down Month	-0.77%
Win Days	63.96%
Win Month	72.0%
Win Quarter	77.78%
Win Year	100.0%