| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 8.86% | 35.63% |
| Max Drawdown | -6.42% | -30.87% |
| Sharpe | 0.87 | 0.81 |
| Sortino | 1.43 | 1.23 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.17 | 1.13 |
| Common Sense Ratio | 1.39 | 1.34 |
| CPC Index | 0.69 | 0.65 |
| Tail Ratio | 1.19 | 1.18 |
| Outlier Win Ratio | 12.18 | 2.11 |
| Outlier Loss Ratio | 16.1 | 2.59 |
| Volatility (ann.) | 7.91% | 38.41% |
| R^2 | 0.75 | 0.75 |
| Calmar | 4.72 | 5.14 |
| Skew | 1.54 | 0.74 |
| Kurtosis | 13.81 | 8.71 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 1.71% | 6.29% |
| Expected Yearly % | 8.86% | 35.63% |
| Kelly Criterion | 6.3% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -3.22% |
| Expected Shortfall (cVaR) | -0.66% | -3.22% |
| Year | SOLUSD | configs_sql/triple_med_21600/c/solusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 35.63 | 8.86 | 0.25 | - |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.89% | 11.11% |
| 3M | 7.14% | 36.47% |
| 6M | 8.86% | 35.63% |
| YTD | 8.86% | 35.63% |
| 1Y | 8.86% | 35.63% |
| 3Y (ann.) | 30.31% | 158.79% |
| 5Y (ann.) | 30.31% | 158.79% |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -6.42% | -30.87% |
| Longest DD Days | 64.0 | 64.0 |
| Avg. Drawdown | -1.41% | -7.05% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 1.38 | 1.15 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-25 | 2025-04-12 | -6.42 | 17 |
| 2025-05-14 | 2025-07-17 | -6.23 | 64 |
| 2025-04-14 | 2025-04-19 | -2.46 | 4 |
| 2025-05-01 | 2025-05-08 | -1.66 | 6 |
| 2025-05-11 | 2025-05-13 | -1.27 | 2 |
| 2025-04-13 | 2025-04-14 | -1.05 | 1 |
| 2025-05-10 | 2025-05-10 | -0.73 | 0 |
| 2025-04-25 | 2025-05-01 | -0.57 | 5 |
| 2025-03-24 | 2025-03-25 | -0.46 | 1 |
| 2025-05-09 | 2025-05-09 | -0.44 | 0 |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_ | SOLUSD |
|---|---|---|
| Best Day | 3.3% | 15.42% |
| Worst Day | -1.62% | -9.45% |
| Best Week | 6.25% | 16.67% |
| Worst Week | -1.65% | -10.2% |
| Best Month | 3.93% | 18.49% |
| Worst Month | -1.18% | -1.84% |
| Best Year | 8.86% | 35.63% |
| Worst Year | 8.86% | 35.63% |
| Avg. Up Day | 0.26% | 1.55% |
| Avg. Down Day | -0.22% | -1.33% |
| Avg. Up Week | 1.76% | 7.69% |
| Avg. Down Week | -0.57% | -4.65% |
| Avg. Up Month | 2.91% | 11.9% |
| Avg. Down Month | -1.18% | -1.07% |
| Win Days % | 48.61% | 49.57% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 44.44% | 61.11% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |