| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 148.93% | 4.66% |
| Max Drawdown | -25.5% | -61.75% |
| Sharpe | 2.2 | 0.49 |
| Sortino | 3.9 | 0.73 |
| Payoff Ratio | 1.68 | 1.25 |
| Profit Factor | 1.94 | 1.07 |
| Common Sense Ratio | 3.72 | 1.09 |
| CPC Index | 1.78 | 0.65 |
| Tail Ratio | 1.92 | 1.01 |
| Outlier Win Ratio | 14.66 | 3.27 |
| Outlier Loss Ratio | 6.75 | 2.51 |
| Volatility (ann.) | 46.8% | 88.22% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.94 | 0.08 |
| Skew | 1.41 | 0.25 |
| Kurtosis | 24.87 | 3.2 |
| Expected Daily % | 0.25% | 0.01% |
| Expected Monthly % | 7.9% | 0.38% |
| Expected Yearly % | 57.78% | 2.3% |
| Kelly Criterion | 27.9% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.75% | -7.48% |
| Expected Shortfall (cVaR) | -3.75% | -7.48% |
| Year | SOLUSD | sol.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 35.08 | 2.74 | + |
| 2025 | -7.20 | 84.29 | -11.71 | + |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 20.6% | 18.73% |
| 3M | 47.55% | 9.26% |
| 6M | 84.05% | -31.09% |
| YTD | 84.29% | -7.2% |
| 1Y | 148.93% | 4.66% |
| 3Y (ann.) | 151.46% | 4.71% |
| 5Y (ann.) | 151.46% | 4.71% |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -25.5% | -61.75% |
| Longest DD Days | 153.0 | 128.0 |
| Avg. Drawdown | -5.72% | -16.47% |
| Avg. Drawdown Days | 27.0 | 31.0 |
| Recovery Factor | 5.84 | 0.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -25.50 | 153 |
| 2025-04-06 | 2025-04-12 | -14.14 | 6 |
| 2024-12-01 | 2025-01-17 | -6.64 | 47 |
| 2025-04-15 | 2025-05-09 | -6.06 | 24 |
| 2025-02-03 | 2025-03-24 | -5.51 | 49 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2025-05-27 | 2025-05-28 | -2.02 | 1 |
| 2025-05-15 | 2025-05-26 | -1.73 | 11 |
| 2024-11-13 | 2024-11-28 | -1.69 | 15 |
| 2024-06-02 | 2024-06-05 | -1.28 | 3 |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 18.84% | 20.8% |
| Worst Day | -16.61% | -18.74% |
| Best Week | 21.7% | 25.06% |
| Worst Week | -8.35% | -26.95% |
| Best Month | 38.29% | 39.21% |
| Worst Month | -9.05% | -46.12% |
| Best Year | 84.29% | 12.78% |
| Worst Year | 35.08% | -7.2% |
| Avg. Up Day | 1.98% | 3.59% |
| Avg. Down Day | -1.18% | -2.88% |
| Avg. Up Week | 6.07% | 9.82% |
| Avg. Down Week | -1.99% | -8.65% |
| Avg. Up Month | 17.5% | 22.67% |
| Avg. Down Month | -6.26% | -27.7% |
| Win Days % | 54.81% | 48.48% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 60.47% | 50.94% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |