| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 104.7% | 3.11% |
| Max Drawdown | -23.66% | -64.93% |
| Sharpe | 1.01 | 0.24 |
| Sortino | 1.72 | 0.35 |
| Payoff Ratio | 1.44 | 1.15 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.86 | 1.06 |
| CPC Index | 0.91 | 0.59 |
| Tail Ratio | 1.39 | 1.02 |
| Outlier Win Ratio | 13.81 | 2.91 |
| Outlier Loss Ratio | 10.05 | 2.85 |
| Volatility (ann.) | 19.72% | 44.28% |
| R^2 | 0.39 | 0.39 |
| Calmar | 4.48 | 0.05 |
| Skew | 2.42 | 0.68 |
| Kurtosis | 50.26 | 8.73 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 6.15% | 0.26% |
| Expected Yearly % | 43.07% | 1.54% |
| Kelly Criterion | 10.66% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.78% |
| Expected Shortfall (cVaR) | -1.64% | -3.78% |
| Year | SOLUSD | sol.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.14 | 1.46 | + |
| 2025 | -8.86 | 71.82 | -8.11 | + |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| MTD | 15.59% | 16.63% |
| 3M | 34.85% | 19.37% |
| 6M | 66.44% | -25.37% |
| YTD | 71.82% | -8.86% |
| 1Y | 104.7% | 3.11% |
| 3Y (ann.) | 105.91% | 3.14% |
| 5Y (ann.) | 105.91% | 3.14% |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.66% | -64.93% |
| Longest DD Days | 95.0 | 129.0 |
| Avg. Drawdown | -3.77% | -11.98% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 4.42 | 0.05 |
| 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 |
| 2025-04-14 | 2025-05-08 | -5.96 | 23 |
| 2025-01-19 | 2025-02-03 | -4.84 | 15 |
| 2024-11-12 | 2024-11-27 | -4.69 | 15 |
| 2025-05-14 | 2025-05-29 | -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 | 71.82% | 13.13% |
| Worst Year | 19.14% | -8.86% |
| Avg. Up Day | 0.65% | 1.76% |
| Avg. Down Day | -0.45% | -1.54% |
| Avg. Up Week | 5.22% | 10.2% |
| Avg. Down Week | -1.25% | -8.34% |
| Avg. Up Month | 16.43% | 21.1% |
| Avg. Down Month | -5.51% | -22.53% |
| Win Days % | 47.25% | 49.34% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 51.02% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |