| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 82.38% | 15.38% |
| Max Drawdown | -23.66% | -64.93% |
| Sharpe | 0.71 | 0.27 |
| Sortino | 1.16 | 0.4 |
| Payoff Ratio | 1.3 | 1.13 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.53 | 1.08 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.24 | 1.04 |
| Outlier Win Ratio | 15.4 | 2.86 |
| Outlier Loss Ratio | 10.18 | 2.74 |
| Volatility (ann.) | 17.62% | 42.23% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.32 | 0.17 |
| Skew | 2.46 | 0.58 |
| Kurtosis | 57.91 | 8.14 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.6% | 0.85% |
| Expected Yearly % | 35.05% | 7.42% |
| Kelly Criterion | 7.43% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.6% |
| Expected Shortfall (cVaR) | -1.48% | -3.6% |
| Year | SOLUSD | sol.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.14 | 1.46 | + |
| 2025 | 1.99 | 53.08 | 26.73 | + |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| MTD | 0.18% | -7.75% |
| 3M | -8.65% | 17.41% |
| 6M | 6.75% | 52.72% |
| YTD | 53.08% | 1.99% |
| 1Y | 87.97% | 24.46% |
| 3Y (ann.) | 54.79% | 10.96% |
| 5Y (ann.) | 54.79% | 10.96% |
| Metric | sol.triple_med_fwd_ | SOLUSD |
|---|---|---|
| Max Drawdown | -23.66% | -64.93% |
| Longest DD Days | 155.0 | 269.0 |
| Avg. Drawdown | -4.22% | -11.98% |
| Avg. Drawdown Days | 18.0 | 29.0 |
| Recovery Factor | 3.48 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-11-06 | -23.66 | 95 |
| 2025-05-14 | 2025-10-16 | -16.29 | 155 |
| 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 |
| 2025-05-11 | 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 | -8.59% | -18.95% |
| Best Month | 32.75% | 41.15% |
| Worst Month | -11.82% | -36.08% |
| Best Year | 53.08% | 13.13% |
| Worst Year | 19.14% | 1.99% |
| Avg. Up Day | 0.54% | 1.65% |
| Avg. Down Day | -0.42% | -1.46% |
| Avg. Up Week | 3.96% | 9.89% |
| Avg. Down Week | -1.58% | -8.71% |
| Avg. Up Month | 16.2% | 19.34% |
| Avg. Down Month | -4.45% | -18.24% |
| Win Days % | 47.66% | 49.58% |
| Win Month % | 47.06% | 58.82% |
| Win Week % | 49.25% | 53.42% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 100.0% |