| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -19.79% | -52.02% |
| Max Drawdown | -36.2% | -73.0% |
| Sharpe | -0.13 | -0.07 |
| Sortino | -0.19 | -0.1 |
| Payoff Ratio | 1.06 | 1.01 |
| Profit Factor | 0.96 | 0.99 |
| Common Sense Ratio | 0.76 | 0.99 |
| CPC Index | 0.44 | 0.5 |
| Tail Ratio | 0.79 | 1.0 |
| Outlier Win Ratio | 32.5 | 3.27 |
| Outlier Loss Ratio | 3.85 | 3.16 |
| Volatility (ann.) | 17.43% | 43.53% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.39 | -0.54 |
| Skew | 1.58 | -0.32 |
| Kurtosis | 34.86 | 10.42 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.22% | -4.0% |
| Expected Yearly % | -10.44% | -30.73% |
| Kelly Criterion | -8.96% | -0.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.76% |
| Expected Shortfall (cVaR) | -1.51% | -3.76% |
| Year | 14853304:DOTUSD | 14853304:dotusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -15.83 | -11.50 | - |
| 2025 | -52.67 | -4.71 | 0.09 | + |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| MTD | 3.46% | -19.78% |
| 3M | -12.83% | -23.19% |
| 6M | -11.57% | -10.91% |
| YTD | -4.71% | -52.67% |
| 1Y | 8.56% | -28.84% |
| 3Y (ann.) | -14.02% | -39.52% |
| 5Y (ann.) | -14.02% | -39.52% |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Max Drawdown | -36.2% | -73.0% |
| Longest DD Days | 248.0 | 314.0 |
| Avg. Drawdown | -10.1% | -12.93% |
| Avg. Drawdown Days | 58.0 | 35.0 |
| Recovery Factor | -0.55 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-02-08 | -36.20 | 248 |
| 2025-02-22 | 2025-10-16 | -35.58 | 235 |
| 2025-02-11 | 2025-02-21 | -7.47 | 10 |
| 2024-05-03 | 2024-06-04 | -4.91 | 31 |
| 2024-05-03 | 2024-05-03 | -2.97 | 0 |
| 2025-02-21 | 2025-02-22 | -1.96 | 0 |
| 2025-02-10 | 2025-02-11 | -0.96 | 0 |
| 2025-02-09 | 2025-02-10 | -0.69 | 0 |
| 2024-05-02 | 2024-05-02 | -0.18 | 0 |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Best Day | 11.58% | 17.18% |
| Worst Day | -8.02% | -21.48% |
| Best Week | 30.06% | 35.94% |
| Worst Week | -20.95% | -27.34% |
| Best Month | 37.29% | 126.38% |
| Worst Month | -22.15% | -25.97% |
| Best Year | -4.71% | 1.38% |
| Worst Year | -15.83% | -52.67% |
| Avg. Up Day | 1.52% | 1.54% |
| Avg. Down Day | -1.44% | -1.53% |
| Avg. Up Week | 7.84% | 14.03% |
| Avg. Down Week | -5.41% | -7.0% |
| Avg. Up Month | 10.8% | 34.74% |
| Avg. Down Month | -12.57% | -15.4% |
| Win Days % | 43.98% | 49.65% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 46.3% | 38.96% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 0.0% | 50.0% |