| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 99.55% | -8.96% |
| Max Drawdown | -22.07% | -61.75% |
| Sharpe | 1.79 | 0.33 |
| Sortino | 3.11 | 0.49 |
| Payoff Ratio | 1.82 | 1.21 |
| Profit Factor | 1.68 | 1.05 |
| Common Sense Ratio | 3.18 | 1.06 |
| CPC Index | 1.48 | 0.6 |
| Tail Ratio | 1.89 | 1.01 |
| Outlier Win Ratio | 13.29 | 2.94 |
| Outlier Loss Ratio | 9.66 | 2.35 |
| Volatility (ann.) | 39.43% | 86.32% |
| R^2 | 0.39 | 0.39 |
| Calmar | 3.97 | -0.13 |
| Skew | 1.29 | 0.26 |
| Kurtosis | 24.8 | 3.21 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.06% | -0.67% |
| Expected Yearly % | 41.26% | -4.58% |
| Kelly Criterion | 19.95% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.2% | -7.35% |
| Expected Shortfall (cVaR) | -3.2% | -7.35% |
| Year | SOLUSD | sol.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 19.07 | 1.49 | + |
| 2025 | -19.27 | 67.59 | -3.51 | + |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | -1.1% | 0.38% |
| 3M | 22.23% | 25.94% |
| 6M | 66.89% | -30.03% |
| YTD | 67.59% | -19.27% |
| 1Y | 103.28% | 13.02% |
| 3Y (ann.) | 87.55% | -8.19% |
| 5Y (ann.) | 87.55% | -8.19% |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.07% | -61.75% |
| Longest DD Days | 99.0 | 168.0 |
| Avg. Drawdown | -5.88% | -16.47% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 4.51 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-06 | -22.07 | 99 |
| 2025-03-27 | 2025-04-12 | -13.54 | 16 |
| 2024-06-06 | 2024-07-21 | -6.75 | 45 |
| 2024-12-01 | 2025-01-17 | -6.45 | 47 |
| 2025-05-15 | 2025-07-07 | -6.30 | 53 |
| 2025-02-06 | 2025-03-25 | -6.20 | 47 |
| 2025-04-15 | 2025-05-09 | -5.13 | 24 |
| 2024-11-13 | 2024-11-28 | -3.50 | 15 |
| 2025-05-12 | 2025-05-14 | -3.47 | 2 |
| 2025-01-20 | 2025-02-04 | -2.49 | 15 |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 14.93% | 20.8% |
| Worst Day | -14.0% | -18.74% |
| Best Week | 21.09% | 25.06% |
| Worst Week | -10.21% | -26.95% |
| Best Month | 32.83% | 39.21% |
| Worst Month | -11.66% | -46.12% |
| Best Year | 67.59% | 12.78% |
| Worst Year | 19.07% | -19.27% |
| Avg. Up Day | 1.41% | 3.75% |
| Avg. Down Day | -0.77% | -3.09% |
| Avg. Up Week | 4.8% | 9.12% |
| Avg. Down Week | -1.33% | -8.0% |
| Avg. Up Month | 16.66% | 21.8% |
| Avg. Down Month | -4.83% | -22.54% |
| Win Days % | 48.33% | 47.38% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 45.45% | 49.15% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |