| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -31.31% | -52.02% |
| Max Drawdown | -34.96% | -73.0% |
| Sharpe | -0.33 | -0.07 |
| Sortino | -0.46 | -0.1 |
| Payoff Ratio | 1.06 | 0.99 |
| Profit Factor | 0.9 | 0.99 |
| Common Sense Ratio | 0.85 | 0.99 |
| CPC Index | 0.4 | 0.48 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 32.31 | 3.08 |
| Outlier Loss Ratio | 4.03 | 3.02 |
| Volatility (ann.) | 15.71% | 43.53% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.65 | -0.54 |
| Skew | -0.14 | -0.32 |
| Kurtosis | 24.48 | 10.42 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -2.06% | -4.0% |
| Expected Yearly % | -17.12% | -30.73% |
| Kelly Criterion | -12.02% | -1.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.76% |
| Expected Shortfall (cVaR) | -1.37% | -3.76% |
| Year | 14853233:DOTUSD | 14853233:dotusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -12.91 | -9.38 | - |
| 2025 | -52.67 | -21.13 | 0.40 | + |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| MTD | -7.34% | -19.78% |
| 3M | -27.89% | -23.19% |
| 6M | -26.9% | -10.91% |
| YTD | -21.13% | -52.67% |
| 1Y | -17.85% | -28.84% |
| 3Y (ann.) | -22.68% | -39.52% |
| 5Y (ann.) | -22.68% | -39.52% |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Max Drawdown | -34.96% | -73.0% |
| Longest DD Days | 490.0 | 314.0 |
| Avg. Drawdown | -14.15% | -12.93% |
| Avg. Drawdown Days | 173.0 | 35.0 |
| Recovery Factor | -0.9 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-10-16 | -34.96 | 490 |
| 2024-05-13 | 2024-06-12 | -7.30 | 29 |
| 2024-05-01 | 2024-05-01 | -0.18 | 0 |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Best Day | 7.74% | 17.18% |
| Worst Day | -7.61% | -21.48% |
| Best Week | 10.71% | 35.94% |
| Worst Week | -8.69% | -27.34% |
| Best Month | 6.87% | 126.38% |
| Worst Month | -8.96% | -25.97% |
| Best Year | -12.91% | 1.38% |
| Worst Year | -21.13% | -52.67% |
| Avg. Up Day | 1.39% | 1.41% |
| Avg. Down Day | -1.31% | -1.43% |
| Avg. Up Week | 3.34% | 11.6% |
| Avg. Down Week | -3.39% | -8.32% |
| Avg. Up Month | 4.0% | 63.76% |
| Avg. Down Month | -5.67% | -15.24% |
| Win Days % | 42.48% | 49.65% |
| Win Month % | 33.33% | 44.44% |
| Win Week % | 46.15% | 38.96% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 0.0% | 50.0% |