| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 9.49% | 26.45% |
| Max Drawdown | -5.75% | -28.78% |
| Sharpe | 1.75 | 1.37 |
| Sortino | 2.75 | 2.08 |
| Payoff Ratio | 1.48 | 1.31 |
| Profit Factor | 1.39 | 1.21 |
| Common Sense Ratio | 3.21 | 1.85 |
| CPC Index | 0.99 | 0.78 |
| Tail Ratio | 2.31 | 1.53 |
| Outlier Win Ratio | 9.32 | 1.78 |
| Outlier Loss Ratio | 13.47 | 2.17 |
| Volatility (ann.) | 16.94% | 72.33% |
| R^2 | 0.73 | 0.73 |
| Calmar | 5.74 | 3.8 |
| Skew | -0.23 | -0.21 |
| Kurtosis | 9.06 | 2.08 |
| Expected Daily % | 0.08% | 0.2% |
| Expected Monthly % | 1.83% | 4.8% |
| Expected Yearly % | 9.49% | 26.45% |
| Kelly Criterion | 13.23% | 10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -5.95% |
| Expected Shortfall (cVaR) | -1.38% | -5.95% |
| Year | SOLUSD | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 26.45 | 9.49 | 0.36 | - |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.45% | 7.8% |
| 3M | 5.27% | 22.79% |
| 6M | 9.49% | 26.45% |
| YTD | 9.49% | 26.45% |
| 1Y | 9.49% | 26.45% |
| 3Y (ann.) | 33.01% | 109.25% |
| 5Y (ann.) | 33.01% | 109.25% |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -5.75% | -28.78% |
| Longest DD Days | 62.0 | 62.0 |
| Avg. Drawdown | -2.22% | -13.1% |
| Avg. Drawdown Days | 14.0 | 21.0 |
| Recovery Factor | 1.65 | 0.92 |
| Ulcer Index | 1.17 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-27 | 2025-04-13 | -5.75 | 17 |
| 2025-05-15 | 2025-07-16 | -5.32 | 62 |
| 2025-04-15 | 2025-04-19 | -2.17 | 4 |
| 2025-05-12 | 2025-05-14 | -1.10 | 2 |
| 2025-04-27 | 2025-05-08 | -0.93 | 11 |
| 2025-04-21 | 2025-04-23 | -0.15 | 2 |
| 2025-04-24 | 2025-04-25 | -0.13 | 1 |
| Metric | configs_sql/triple_med_21600/c/solusd/uniq_fwd_daily_ | SOLUSD |
|---|---|---|
| Best Day | 3.29% | 10.3% |
| Worst Day | -4.68% | -15.29% |
| Best Week | 4.54% | 15.68% |
| Worst Week | -2.2% | -12.67% |
| Best Month | 4.85% | 16.78% |
| Worst Month | -0.97% | -2.38% |
| Best Year | 9.49% | 26.45% |
| Worst Year | 9.49% | 26.45% |
| Avg. Up Day | 0.64% | 3.41% |
| Avg. Down Day | -0.43% | -2.59% |
| Avg. Up Week | 2.0% | 8.67% |
| Avg. Down Week | -0.8% | -5.19% |
| Avg. Up Month | 3.14% | 9.82% |
| Avg. Down Month | -0.97% | -1.9% |
| Win Days % | 48.28% | 49.14% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 47.06% | 52.94% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |