| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -6.61% | -52.02% |
| Max Drawdown | -16.84% | -71.62% |
| Sharpe | -0.33 | -0.12 |
| Sortino | -0.49 | -0.17 |
| Payoff Ratio | 1.06 | 1.67 |
| Profit Factor | 0.81 | 0.98 |
| Common Sense Ratio | NaN | 1.02 |
| CPC Index | 0.38 | 0.8 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 138.49 | 2.09 |
| Outlier Loss Ratio | 3.87 | 2.24 |
| Volatility (ann.) | 11.95% | 88.16% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.27 | -0.55 |
| Skew | 1.85 | -0.38 |
| Kurtosis | 66.2 | 5.17 |
| Expected Daily % | -0.01% | -0.14% |
| Expected Monthly % | -0.38% | -4.0% |
| Expected Yearly % | -3.36% | -30.73% |
| Kelly Criterion | -9.97% | 17.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -7.62% |
| Expected Shortfall (cVaR) | -1.04% | -7.62% |
| Year | 14857690:DOTUSD | 14857690:dotusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | 1.91 | 2.55 | + |
| 2025 | -52.38 | -8.36 | 0.16 | + |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| MTD | 0.0% | -20.25% |
| 3M | 1.56% | -19.11% |
| 6M | 5.44% | -14.62% |
| YTD | -8.36% | -52.38% |
| 1Y | -8.65% | -28.43% |
| 3Y (ann.) | -4.57% | -39.52% |
| 5Y (ann.) | -4.57% | -39.52% |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Max Drawdown | -16.84% | -71.62% |
| Longest DD Days | 426.0 | 313.0 |
| Avg. Drawdown | -8.51% | -24.72% |
| Avg. Drawdown Days | 214.0 | 87.0 |
| Recovery Factor | -0.39 | -0.73 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-16 | 2025-10-16 | -16.84 | 426 |
| 2024-05-15 | 2024-05-16 | -0.18 | 1 |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Best Day | 6.7% | 21.39% |
| Worst Day | -5.72% | -24.6% |
| Best Week | 6.51% | 35.64% |
| Worst Week | -7.07% | -24.57% |
| Best Month | 6.51% | 110.58% |
| Worst Month | -7.07% | -25.57% |
| Best Year | 1.91% | 0.75% |
| Worst Year | -8.36% | -52.38% |
| Avg. Up Day | 2.17% | 3.38% |
| Avg. Down Day | -2.04% | -2.02% |
| Avg. Up Week | 2.46% | 5.59% |
| Avg. Down Week | -3.36% | -9.7% |
| Avg. Up Month | 3.56% | 4.93% |
| Avg. Down Month | -3.72% | -16.46% |
| Win Days % | 43.33% | 48.68% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 50.0% | 46.15% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |