| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 146.14% | 3.11% |
| Max Drawdown | -27.69% | -64.93% |
| Sharpe | 1.1 | 0.24 |
| Sortino | 1.9 | 0.35 |
| Payoff Ratio | 1.5 | 1.21 |
| Profit Factor | 1.4 | 1.04 |
| Common Sense Ratio | 2.15 | 1.06 |
| CPC Index | 1.0 | 0.62 |
| Tail Ratio | 1.54 | 1.02 |
| Outlier Win Ratio | 14.33 | 2.98 |
| Outlier Loss Ratio | 7.72 | 2.99 |
| Volatility (ann.) | 22.93% | 44.28% |
| R^2 | 0.36 | 0.36 |
| Calmar | 5.34 | 0.05 |
| Skew | 2.92 | 0.68 |
| Kurtosis | 60.01 | 8.73 |
| Expected Daily % | 0.06% | 0.0% |
| Expected Monthly % | 7.79% | 0.26% |
| Expected Yearly % | 56.89% | 1.54% |
| Kelly Criterion | 12.79% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -3.78% |
| Expected Shortfall (cVaR) | -1.9% | -3.78% |
| Year | SOLUSD | sol.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.10 | 2.67 | + |
| 2025 | -8.86 | 82.19 | -9.28 | + |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| MTD | 19.25% | 16.63% |
| 3M | 45.9% | 19.37% |
| 6M | 80.99% | -25.37% |
| YTD | 82.19% | -8.86% |
| 1Y | 146.14% | 3.11% |
| 3Y (ann.) | 147.98% | 3.14% |
| 5Y (ann.) | 147.98% | 3.14% |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -27.69% | -64.93% |
| Longest DD Days | 152.0 | 129.0 |
| Avg. Drawdown | -4.04% | -11.98% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 5.28 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-11-05 | -27.69 | 152 |
| 2025-04-04 | 2025-04-11 | -16.89 | 6 |
| 2024-11-29 | 2025-01-16 | -9.83 | 47 |
| 2025-01-19 | 2025-04-03 | -9.24 | 74 |
| 2025-04-14 | 2025-05-08 | -7.70 | 23 |
| 2025-05-11 | 2025-05-13 | -4.54 | 2 |
| 2025-05-14 | 2025-05-29 | -3.55 | 15 |
| 2024-11-10 | 2024-11-11 | -2.95 | 0 |
| 2025-04-13 | 2025-04-14 | -2.95 | 1 |
| 2024-06-01 | 2024-06-04 | -2.60 | 2 |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 15.93% | 19.54% |
| Worst Day | -13.56% | -14.23% |
| Best Week | 21.66% | 21.25% |
| Worst Week | -5.08% | -17.1% |
| Best Month | 35.01% | 41.15% |
| Worst Month | -9.05% | -36.08% |
| Best Year | 82.19% | 13.13% |
| Worst Year | 35.1% | -8.86% |
| Avg. Up Day | 0.92% | 1.74% |
| Avg. Down Day | -0.61% | -1.43% |
| Avg. Up Week | 5.63% | 10.2% |
| Avg. Down Week | -1.44% | -7.86% |
| Avg. Up Month | 16.82% | 19.92% |
| Avg. Down Month | -5.66% | -22.53% |
| Win Days % | 47.62% | 49.34% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 55.56% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |