| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -30.36% | -52.02% |
| Max Drawdown | -36.05% | -71.62% |
| Sharpe | -0.65 | -0.12 |
| Sortino | -0.93 | -0.17 |
| Payoff Ratio | 0.94 | 1.27 |
| Profit Factor | 0.84 | 0.98 |
| Common Sense Ratio | 0.63 | 1.02 |
| CPC Index | 0.33 | 0.61 |
| Tail Ratio | 0.75 | 1.04 |
| Outlier Win Ratio | 25.43 | 2.66 |
| Outlier Loss Ratio | 4.22 | 2.74 |
| Volatility (ann.) | 30.85% | 88.16% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.61 | -0.55 |
| Skew | 0.85 | -0.38 |
| Kurtosis | 12.86 | 5.17 |
| Expected Daily % | -0.07% | -0.14% |
| Expected Monthly % | -1.99% | -4.0% |
| Expected Yearly % | -16.55% | -30.73% |
| Kelly Criterion | -20.17% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -7.62% |
| Expected Shortfall (cVaR) | -2.71% | -7.62% |
| Year | 14853197:DOTUSD | 14853197:dotusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -11.02 | -14.69 | - |
| 2025 | -52.38 | -21.74 | 0.42 | + |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| MTD | -7.3% | -20.25% |
| 3M | -18.93% | -19.11% |
| 6M | -27.17% | -14.62% |
| YTD | -21.74% | -52.38% |
| 1Y | -22.15% | -28.43% |
| 3Y (ann.) | -21.95% | -39.52% |
| 5Y (ann.) | -21.95% | -39.52% |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Max Drawdown | -36.05% | -71.62% |
| Longest DD Days | 347.0 | 313.0 |
| Avg. Drawdown | -12.69% | -24.72% |
| Avg. Drawdown Days | 98.0 | 87.0 |
| Recovery Factor | -0.84 | -0.73 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-29 | 2025-10-16 | -36.05 | 140 |
| 2024-05-27 | 2025-05-09 | -25.38 | 347 |
| 2024-05-15 | 2024-05-16 | -1.79 | 1 |
| 2025-05-21 | 2025-05-22 | -0.18 | 1 |
| 2024-05-02 | 2024-05-03 | -0.04 | 1 |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Best Day | 11.93% | 21.39% |
| Worst Day | -7.19% | -24.6% |
| Best Week | 13.81% | 35.64% |
| Worst Week | -8.44% | -24.57% |
| Best Month | 11.61% | 110.58% |
| Worst Month | -14.85% | -25.57% |
| Best Year | -11.02% | 0.75% |
| Worst Year | -21.74% | -52.38% |
| Avg. Up Day | 2.57% | 3.25% |
| Avg. Down Day | -2.73% | -2.56% |
| Avg. Up Week | 3.68% | 7.02% |
| Avg. Down Week | -3.7% | -9.37% |
| Avg. Up Month | 2.0% | 39.99% |
| Avg. Down Month | -6.63% | -14.12% |
| Win Days % | 41.72% | 48.68% |
| Win Month % | 44.44% | 33.33% |
| Win Week % | 37.7% | 46.15% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |