| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 8.3% | 26.45% |
| Max Drawdown | -5.87% | -28.78% |
| Sharpe | 1.61 | 1.37 |
| Sortino | 2.47 | 2.08 |
| Payoff Ratio | 1.45 | 1.3 |
| Profit Factor | 1.34 | 1.21 |
| Common Sense Ratio | 2.89 | 1.85 |
| CPC Index | 0.93 | 0.78 |
| Tail Ratio | 2.16 | 1.53 |
| Outlier Win Ratio | 9.2 | 1.74 |
| Outlier Loss Ratio | 13.59 | 2.17 |
| Volatility (ann.) | 16.27% | 72.33% |
| R^2 | 0.74 | 0.74 |
| Calmar | 4.86 | 3.8 |
| Skew | -0.39 | -0.21 |
| Kurtosis | 8.82 | 2.08 |
| Expected Daily % | 0.07% | 0.2% |
| Expected Monthly % | 1.61% | 4.8% |
| Expected Yearly % | 8.3% | 26.45% |
| Kelly Criterion | 11.27% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -5.95% |
| Expected Shortfall (cVaR) | -1.33% | -5.95% |
| Year | SOLUSD | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 26.45 | 8.30 | 0.31 | - |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.51% | 7.8% |
| 3M | 4.42% | 22.79% |
| 6M | 8.3% | 26.45% |
| YTD | 8.3% | 26.45% |
| 1Y | 8.3% | 26.45% |
| 3Y (ann.) | 28.52% | 109.25% |
| 5Y (ann.) | 28.52% | 109.25% |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -5.87% | -28.78% |
| Longest DD Days | 62.0 | 62.0 |
| Avg. Drawdown | -2.31% | -13.1% |
| Avg. Drawdown Days | 14.0 | 21.0 |
| Recovery Factor | 1.41 | 0.92 |
| Ulcer Index | 1.13 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-15 | 2025-07-16 | -5.87 | 62 |
| 2025-03-27 | 2025-04-13 | -5.66 | 17 |
| 2025-04-15 | 2025-04-19 | -2.25 | 4 |
| 2025-04-26 | 2025-05-08 | -1.09 | 12 |
| 2025-05-12 | 2025-05-14 | -1.01 | 2 |
| 2025-04-24 | 2025-04-25 | -0.15 | 1 |
| 2025-04-21 | 2025-04-23 | -0.11 | 2 |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 3.1% | 10.3% |
| Worst Day | -4.54% | -15.29% |
| Best Week | 4.45% | 15.68% |
| Worst Week | -2.68% | -12.67% |
| Best Month | 3.9% | 16.78% |
| Worst Month | -1.22% | -2.38% |
| Best Year | 8.3% | 26.45% |
| Worst Year | 8.3% | 26.45% |
| Avg. Up Day | 0.62% | 3.41% |
| Avg. Down Day | -0.43% | -2.61% |
| Avg. Up Week | 2.03% | 8.67% |
| Avg. Down Week | -0.94% | -5.19% |
| Avg. Up Month | 2.7% | 9.82% |
| Avg. Down Month | -1.22% | -1.9% |
| Win Days % | 47.41% | 49.14% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 47.06% | 52.94% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |