| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 21.34% | 4.66% |
| Max Drawdown | -19.67% | -61.75% |
| Sharpe | 0.9 | 0.49 |
| Sortino | 1.47 | 0.73 |
| Payoff Ratio | 1.12 | 1.24 |
| Profit Factor | 1.41 | 1.07 |
| Common Sense Ratio | 2.34 | 1.09 |
| CPC Index | 0.87 | 0.65 |
| Tail Ratio | 1.66 | 1.01 |
| Outlier Win Ratio | 37.65 | 2.7 |
| Outlier Loss Ratio | 7.28 | 2.35 |
| Volatility (ann.) | 24.97% | 88.22% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.1 | 0.08 |
| Skew | 1.76 | 0.25 |
| Kurtosis | 37.82 | 3.2 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 1.63% | 0.38% |
| Expected Yearly % | 10.16% | 2.3% |
| Kelly Criterion | 15.19% | 7.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -7.48% |
| Expected Shortfall (cVaR) | -2.09% | -7.48% |
| Year | SOLUSD | sol.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 1.23 | 0.10 | - |
| 2025 | -7.20 | 19.87 | -2.76 | + |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 10.85% | 18.73% |
| 3M | 5.07% | 9.26% |
| 6M | 13.94% | -31.09% |
| YTD | 19.87% | -7.2% |
| 1Y | 21.34% | 4.66% |
| 3Y (ann.) | 21.6% | 4.71% |
| 5Y (ann.) | 21.6% | 4.71% |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -19.67% | -61.75% |
| Longest DD Days | 127.0 | 128.0 |
| Avg. Drawdown | -9.15% | -16.47% |
| Avg. Drawdown Days | 82.0 | 31.0 |
| Recovery Factor | 1.08 | 0.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-05-28 | -19.67 | 127 |
| 2024-07-18 | 2024-11-06 | -8.39 | 111 |
| 2024-12-01 | 2025-01-17 | -6.25 | 47 |
| 2024-06-02 | 2024-07-15 | -2.30 | 43 |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 12.19% | 20.8% |
| Worst Day | -10.1% | -18.74% |
| Best Week | 17.02% | 25.06% |
| Worst Week | -10.33% | -26.95% |
| Best Month | 27.23% | 39.21% |
| Worst Month | -10.33% | -46.12% |
| Best Year | 19.87% | 12.78% |
| Worst Year | 1.23% | -7.2% |
| Avg. Up Day | 1.22% | 4.09% |
| Avg. Down Day | -1.1% | -3.29% |
| Avg. Up Week | 3.98% | 10.25% |
| Avg. Down Week | -3.27% | -7.95% |
| Avg. Up Month | 10.46% | 25.58% |
| Avg. Down Month | -4.53% | -22.47% |
| Win Days % | 55.28% | 48.48% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 54.84% | 50.94% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |