| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 106.39% | 4.66% |
| Max Drawdown | -22.07% | -61.75% |
| Sharpe | 1.97 | 0.49 |
| Sortino | 3.43 | 0.73 |
| Payoff Ratio | 1.8 | 1.21 |
| Profit Factor | 1.75 | 1.07 |
| Common Sense Ratio | 3.52 | 1.09 |
| CPC Index | 1.55 | 0.63 |
| Tail Ratio | 2.02 | 1.01 |
| Outlier Win Ratio | 13.22 | 3.12 |
| Outlier Loss Ratio | 9.31 | 2.4 |
| Volatility (ann.) | 41.47% | 88.22% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.9 | 0.08 |
| Skew | 1.2 | 0.25 |
| Kurtosis | 22.21 | 3.2 |
| Expected Daily % | 0.2% | 0.01% |
| Expected Monthly % | 6.22% | 0.38% |
| Expected Yearly % | 43.66% | 2.3% |
| Kelly Criterion | 21.34% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.35% | -7.48% |
| Expected Shortfall (cVaR) | -3.35% | -7.48% |
| Year | SOLUSD | sol.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 19.07 | 1.49 | + |
| 2025 | -7.20 | 73.33 | -10.19 | + |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 16.55% | 18.73% |
| 3M | 35.97% | 9.26% |
| 6M | 68.21% | -31.09% |
| YTD | 73.33% | -7.2% |
| 1Y | 106.39% | 4.66% |
| 3Y (ann.) | 108.05% | 4.71% |
| 5Y (ann.) | 108.05% | 4.71% |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.07% | -61.75% |
| Longest DD Days | 99.0 | 128.0 |
| Avg. Drawdown | -5.64% | -16.47% |
| Avg. Drawdown Days | 25.0 | 31.0 |
| Recovery Factor | 4.82 | 0.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-06 | -22.07 | 99 |
| 2025-03-27 | 2025-04-12 | -13.54 | 16 |
| 2024-06-06 | 2024-07-21 | -6.75 | 45 |
| 2024-12-01 | 2025-01-17 | -6.45 | 47 |
| 2025-02-06 | 2025-03-25 | -6.20 | 47 |
| 2025-04-15 | 2025-05-09 | -5.13 | 24 |
| 2024-11-13 | 2024-11-28 | -3.50 | 15 |
| 2025-05-12 | 2025-05-14 | -3.47 | 2 |
| 2025-05-15 | 2025-05-28 | -3.24 | 13 |
| 2025-01-20 | 2025-02-04 | -2.49 | 15 |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 14.93% | 20.8% |
| Worst Day | -14.0% | -18.74% |
| Best Week | 21.09% | 25.06% |
| Worst Week | -10.21% | -26.95% |
| Best Month | 32.83% | 39.21% |
| Worst Month | -11.66% | -46.12% |
| Best Year | 73.33% | 12.78% |
| Worst Year | 19.07% | -7.2% |
| Avg. Up Day | 1.53% | 3.82% |
| Avg. Down Day | -0.85% | -3.16% |
| Avg. Up Week | 5.23% | 9.51% |
| Avg. Down Week | -1.4% | -8.43% |
| Avg. Up Month | 17.06% | 24.11% |
| Avg. Down Month | -5.99% | -27.7% |
| Win Days % | 49.44% | 48.48% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 46.94% | 50.94% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |