| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 82.38% | 22.57% |
| Max Drawdown | -22.07% | -61.75% |
| Sharpe | 1.37 | 0.6 |
| Sortino | 2.3 | 0.89 |
| Payoff Ratio | 1.52 | 1.2 |
| Profit Factor | 1.47 | 1.09 |
| Common Sense Ratio | 2.12 | 1.18 |
| CPC Index | 1.08 | 0.64 |
| Tail Ratio | 1.45 | 1.08 |
| Outlier Win Ratio | 14.36 | 2.92 |
| Outlier Loss Ratio | 9.23 | 2.31 |
| Volatility (ann.) | 36.8% | 85.77% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.49 | 0.26 |
| Skew | 1.27 | 0.13 |
| Kurtosis | 26.68 | 3.03 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.6% | 1.2% |
| Expected Yearly % | 35.05% | 10.71% |
| Kelly Criterion | 14.85% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.03% | -7.24% |
| Expected Shortfall (cVaR) | -3.03% | -7.24% |
| Year | SOLUSD | sol.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 19.07 | 1.49 | + |
| 2025 | 8.68 | 53.17 | 6.12 | + |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| MTD | 0.17% | -2.66% |
| 3M | -8.67% | 22.64% |
| 6M | 1.81% | 53.94% |
| YTD | 53.17% | 8.68% |
| 1Y | 89.31% | 35.15% |
| 3Y (ann.) | 54.93% | 15.98% |
| 5Y (ann.) | 54.93% | 15.98% |
| Metric | sol.triple_med_fwd_daily_ | SOLUSD |
|---|---|---|
| Max Drawdown | -22.07% | -61.75% |
| Longest DD Days | 153.0 | 268.0 |
| Avg. Drawdown | -6.57% | -16.47% |
| Avg. Drawdown Days | 36.0 | 44.0 |
| Recovery Factor | 3.73 | 0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-06 | -22.07 | 99 |
| 2025-05-15 | 2025-10-15 | -15.34 | 153 |
| 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 |
| 2025-02-06 | 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 | 53.17% | 12.78% |
| Worst Year | 19.07% | 8.68% |
| Avg. Up Day | 1.25% | 3.68% |
| Avg. Down Day | -0.83% | -3.07% |
| Avg. Up Week | 4.39% | 10.23% |
| Avg. Down Week | -1.66% | -8.12% |
| Avg. Up Month | 16.66% | 21.8% |
| Avg. Down Month | -4.83% | -22.54% |
| Win Days % | 48.68% | 48.9% |
| Win Month % | 47.06% | 58.82% |
| Win Week % | 44.12% | 50.68% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |