| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 21.09% | 3.11% |
| Max Drawdown | -21.8% | -64.93% |
| Sharpe | 0.54 | 0.24 |
| Sortino | 0.84 | 0.35 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 44.98 | 2.46 |
| Outlier Loss Ratio | 9.2 | 2.38 |
| Volatility (ann.) | 9.79% | 44.28% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.98 | 0.05 |
| Skew | 1.09 | 0.68 |
| Kurtosis | 46.07 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.61% | 0.26% |
| Expected Yearly % | 10.04% | 1.54% |
| Kelly Criterion | 5.78% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -3.78% |
| Expected Shortfall (cVaR) | -0.83% | -3.78% |
| Year | SOLUSD | sol.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.23 | 0.09 | - |
| 2025 | -8.86 | 19.62 | -2.21 | + |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| MTD | 10.61% | 16.63% |
| 3M | 4.85% | 19.37% |
| 6M | 13.7% | -25.37% |
| YTD | 19.62% | -8.86% |
| 1Y | 21.09% | 3.11% |
| 3Y (ann.) | 21.28% | 3.14% |
| 5Y (ann.) | 21.28% | 3.14% |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -21.8% | -64.93% |
| Longest DD Days | 129.0 | 129.0 |
| Avg. Drawdown | -2.94% | -11.98% |
| Avg. Drawdown Days | 22.0 | 21.0 |
| Recovery Factor | 0.97 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-29 | -21.80 | 129 |
| 2024-07-16 | 2024-11-06 | -8.60 | 112 |
| 2024-11-29 | 2025-01-15 | -6.75 | 47 |
| 2024-06-01 | 2024-07-15 | -2.43 | 43 |
| 2025-01-16 | 2025-01-17 | -1.01 | 0 |
| 2025-01-16 | 2025-01-16 | -0.91 | 0 |
| 2024-11-08 | 2024-11-10 | -0.90 | 1 |
| 2025-01-17 | 2025-01-17 | -0.63 | 0 |
| 2024-11-07 | 2024-11-07 | -0.38 | 0 |
| 2024-07-16 | 2024-07-16 | -0.36 | 0 |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 5.44% | 19.54% |
| Worst Day | -4.82% | -14.23% |
| Best Week | 14.57% | 21.25% |
| Worst Week | -10.32% | -17.1% |
| Best Month | 27.22% | 41.15% |
| Worst Month | -10.32% | -36.08% |
| Best Year | 19.62% | 13.13% |
| Worst Year | 1.23% | -8.86% |
| Avg. Up Day | 0.52% | 1.85% |
| Avg. Down Day | -0.43% | -1.61% |
| Avg. Up Week | 4.36% | 10.76% |
| Avg. Down Week | -2.02% | -7.51% |
| Avg. Up Month | 10.07% | 21.62% |
| Avg. Down Month | -4.23% | -21.21% |
| Win Days % | 48.62% | 49.34% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 51.52% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |