| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 99.55% | -8.78% |
| Max Drawdown | -23.66% | -64.93% |
| Sharpe | 0.93 | 0.17 |
| Sortino | 1.58 | 0.25 |
| Payoff Ratio | 1.44 | 1.15 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.86 | 1.04 |
| CPC Index | 0.89 | 0.58 |
| Tail Ratio | 1.41 | 1.01 |
| Outlier Win Ratio | 14.43 | 2.84 |
| Outlier Loss Ratio | 10.67 | 2.79 |
| Volatility (ann.) | 18.72% | 43.37% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.69 | -0.12 |
| Skew | 2.57 | 0.65 |
| Kurtosis | 56.02 | 8.65 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 5.06% | -0.65% |
| Expected Yearly % | 41.26% | -4.49% |
| Kelly Criterion | 10.06% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.71% |
| Expected Shortfall (cVaR) | -1.56% | -3.71% |
| Year | SOLUSD | sol.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.14 | 1.46 | + |
| 2025 | -19.37 | 67.50 | -3.48 | + |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| MTD | -1.09% | -1.7% |
| 3M | 35.36% | 42.36% |
| 6M | 67.03% | -30.27% |
| YTD | 67.5% | -19.37% |
| 1Y | 103.46% | 15.68% |
| 3Y (ann.) | 87.26% | -8.01% |
| 5Y (ann.) | 87.26% | -8.01% |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.66% | -64.93% |
| Longest DD Days | 95.0 | 170.0 |
| Avg. Drawdown | -3.86% | -11.98% |
| Avg. Drawdown Days | 15.0 | 23.0 |
| Recovery Factor | 4.21 | -0.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -23.66 | 95 |
| 2025-02-04 | 2025-04-12 | -16.27 | 67 |
| 2024-11-29 | 2025-01-16 | -8.34 | 47 |
| 2024-06-05 | 2024-07-20 | -7.36 | 44 |
| 2025-05-14 | 2025-07-08 | -6.81 | 55 |
| 2025-04-14 | 2025-05-08 | -5.96 | 23 |
| 2025-01-19 | 2025-02-03 | -4.84 | 15 |
| 2024-11-12 | 2024-11-27 | -4.69 | 15 |
| 2025-05-11 | 2025-05-13 | -4.34 | 2 |
| 2025-04-13 | 2025-04-14 | -2.73 | 1 |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 13.43% | 19.54% |
| Worst Day | -11.37% | -14.23% |
| Best Week | 19.94% | 21.25% |
| Worst Week | -5.75% | -17.1% |
| Best Month | 32.75% | 41.15% |
| Worst Month | -11.82% | -36.08% |
| Best Year | 67.5% | 13.13% |
| Worst Year | 19.14% | -19.37% |
| Avg. Up Day | 0.59% | 1.73% |
| Avg. Down Day | -0.41% | -1.51% |
| Avg. Up Week | 5.22% | 10.2% |
| Avg. Down Week | -1.2% | -8.5% |
| Avg. Up Month | 16.2% | 19.34% |
| Avg. Down Month | -3.89% | -15.49% |
| Win Days % | 46.89% | 49.16% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 45.45% | 50.85% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |