| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -8.33% | -73.71% |
| Max Drawdown | -37.11% | -74.84% |
| Sharpe | 0.04 | -0.03 |
| Sortino | 0.06 | -0.04 |
| Payoff Ratio | 1.14 | 1.05 |
| Profit Factor | 1.01 | 1.0 |
| Common Sense Ratio | 0.97 | 0.98 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 32.53 | 3.2 |
| Outlier Loss Ratio | 4.22 | 3.0 |
| Volatility (ann.) | 15.79% | 41.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.07 | -0.43 |
| Skew | 2.97 | -0.0 |
| Kurtosis | 74.25 | 9.77 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.21% | -3.13% |
| Expected Yearly % | -2.15% | -28.4% |
| Kelly Criterion | -5.95% | 1.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.56% |
| Expected Shortfall (cVaR) | -1.36% | -3.56% |
| Year | 14853233:DOTUSD | 14853233:dotusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.91 | 11.63 | -0.18 | + |
| 2023 | 90.52 | 23.15 | 0.26 | - |
| 2024 | -19.21 | -15.46 | 0.80 | + |
| 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.) | -1.5% | -19.66% |
| 5Y (ann.) | -2.5% | -32.22% |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Max Drawdown | -37.11% | -74.84% |
| Longest DD Days | 664.0 | 1254.0 |
| Avg. Drawdown | -9.83% | -74.84% |
| Avg. Drawdown Days | 103.0 | 1254.0 |
| Recovery Factor | -0.22 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-10-16 | -37.11 | 664 |
| 2022-06-16 | 2023-01-21 | -20.23 | 219 |
| 2023-05-05 | 2023-11-06 | -12.88 | 185 |
| 2023-11-07 | 2023-12-21 | -10.11 | 44 |
| 2023-02-03 | 2023-05-05 | -9.91 | 90 |
| 2022-05-31 | 2022-06-15 | -8.92 | 15 |
| 2022-05-23 | 2022-05-30 | -6.44 | 6 |
| 2022-05-13 | 2022-05-22 | -4.73 | 9 |
| 2023-01-22 | 2023-01-23 | -3.57 | 0 |
| 2022-05-30 | 2022-05-30 | -2.28 | 0 |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Best Day | 18.19% | 18.19% |
| Worst Day | -7.61% | -21.48% |
| Best Week | 12.59% | 35.94% |
| Worst Week | -12.23% | -27.34% |
| Best Month | 13.63% | 126.38% |
| Worst Month | -11.06% | -33.41% |
| Best Year | 23.15% | 90.52% |
| Worst Year | -21.13% | -63.91% |
| Avg. Up Day | 1.33% | 1.36% |
| Avg. Down Day | -1.17% | -1.3% |
| Avg. Up Week | 3.65% | 8.63% |
| Avg. Down Week | -3.1% | -7.59% |
| Avg. Up Month | 7.66% | 35.31% |
| Avg. Down Month | -5.42% | -15.76% |
| Win Days % | 43.56% | 49.72% |
| Win Month % | 45.24% | 40.48% |
| Win Week % | 48.99% | 43.41% |
| Win Quarter % | 40.0% | 33.33% |
| Win Year % | 50.0% | 25.0% |