| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 124.43% | 4.66% |
| Max Drawdown | -22.19% | -61.75% |
| Sharpe | 2.13 | 0.49 |
| Sortino | 3.74 | 0.73 |
| Payoff Ratio | 1.92 | 1.17 |
| Profit Factor | 1.87 | 1.07 |
| Common Sense Ratio | 3.92 | 1.09 |
| CPC Index | 1.8 | 0.61 |
| Tail Ratio | 2.1 | 1.01 |
| Outlier Win Ratio | 14.24 | 3.18 |
| Outlier Loss Ratio | 8.56 | 2.43 |
| Volatility (ann.) | 42.36% | 88.22% |
| R^2 | 0.38 | 0.38 |
| Calmar | 5.7 | 0.08 |
| Skew | 1.15 | 0.25 |
| Kurtosis | 22.46 | 3.2 |
| Expected Daily % | 0.22% | 0.01% |
| Expected Monthly % | 6.97% | 0.38% |
| Expected Yearly % | 49.81% | 2.3% |
| Kelly Criterion | 24.22% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.4% | -7.48% |
| Expected Shortfall (cVaR) | -3.4% | -7.48% |
| Year | SOLUSD | sol.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 27.91 | 2.18 | + |
| 2025 | -7.20 | 75.47 | -10.48 | + |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 18.71% | 18.73% |
| 3M | 42.03% | 9.26% |
| 6M | 72.61% | -31.09% |
| YTD | 75.47% | -7.2% |
| 1Y | 124.43% | 4.66% |
| 3Y (ann.) | 126.45% | 4.71% |
| 5Y (ann.) | 126.45% | 4.71% |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.19% | -61.75% |
| Longest DD Days | 101.0 | 128.0 |
| Avg. Drawdown | -5.92% | -16.47% |
| Avg. Drawdown Days | 27.0 | 31.0 |
| Recovery Factor | 5.61 | 0.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-28 | 2024-11-06 | -22.19 | 101 |
| 2025-04-06 | 2025-04-12 | -13.84 | 6 |
| 2024-06-06 | 2024-07-20 | -7.47 | 44 |
| 2024-12-01 | 2025-01-17 | -6.36 | 47 |
| 2025-01-20 | 2025-03-25 | -5.56 | 64 |
| 2025-04-15 | 2025-05-09 | -5.36 | 24 |
| 2025-05-12 | 2025-05-14 | -3.56 | 2 |
| 2024-11-13 | 2024-11-28 | -2.59 | 15 |
| 2025-05-15 | 2025-05-28 | -2.37 | 13 |
| 2024-06-02 | 2024-06-05 | -1.04 | 3 |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 14.73% | 20.8% |
| Worst Day | -14.51% | -18.74% |
| Best Week | 19.96% | 25.06% |
| Worst Week | -9.16% | -26.95% |
| Best Month | 33.68% | 39.21% |
| Worst Month | -9.9% | -46.12% |
| Best Year | 75.47% | 12.78% |
| Worst Year | 27.91% | -7.2% |
| Avg. Up Day | 1.73% | 3.57% |
| Avg. Down Day | -0.9% | -3.05% |
| Avg. Up Week | 5.67% | 9.82% |
| Avg. Down Week | -1.5% | -7.64% |
| Avg. Up Month | 15.7% | 22.67% |
| Avg. Down Month | -6.03% | -27.7% |
| Win Days % | 50.21% | 48.48% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 52.17% | 50.94% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |