| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -25.53% | -35.47% |
| Max Drawdown | -40.78% | -69.65% |
| Sharpe | -0.14 | 0.0 |
| Sortino | -0.2 | 0.0 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 0.96 | 1.0 |
| Common Sense Ratio | 0.89 | 1.02 |
| CPC Index | 0.46 | 0.5 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 18.69 | 3.5 |
| Outlier Loss Ratio | 3.6 | 3.32 |
| Volatility (ann.) | 25.53% | 45.05% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.59 | -0.48 |
| Skew | -0.0 | -0.02 |
| Kurtosis | 44.46 | 7.73 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -2.24% | -3.31% |
| Expected Yearly % | -13.71% | -19.67% |
| Kelly Criterion | -3.95% | 0.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -3.88% |
| Expected Shortfall (cVaR) | -2.21% | -3.88% |
| Year | 14984880:DOTUSD | 14984880:dotusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -20.51 | -14.90 | - |
| 2025 | -36.34 | -6.32 | 0.17 | + |
| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| MTD | -8.23% | 3.69% |
| 3M | -6.06% | -14.41% |
| 6M | -30.5% | -50.19% |
| YTD | -6.32% | -36.34% |
| 1Y | -27.56% | -41.18% |
| 3Y (ann.) | -23.9% | -33.35% |
| 5Y (ann.) | -23.9% | -33.35% |
| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| Max Drawdown | -40.78% | -69.65% |
| Longest DD Days | 184.0 | 179.0 |
| Avg. Drawdown | -14.11% | -12.71% |
| Avg. Drawdown Days | 62.0 | 25.0 |
| Recovery Factor | -0.63 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-12-13 | -40.78 | 184 |
| 2024-12-14 | 2025-05-30 | -37.96 | 167 |
| 2024-06-10 | 2024-06-12 | -2.73 | 1 |
| 2024-05-16 | 2024-05-16 | -1.21 | 0 |
| 2024-06-10 | 2024-06-10 | -1.20 | 0 |
| 2024-05-17 | 2024-06-09 | -0.77 | 23 |
| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| Best Day | 17.18% | 17.18% |
| Worst Day | -16.38% | -16.38% |
| Best Week | 23.58% | 35.94% |
| Worst Week | -19.81% | -27.32% |
| Best Month | 40.54% | 126.38% |
| Worst Month | -25.81% | -25.97% |
| Best Year | -6.32% | 1.38% |
| Worst Year | -20.51% | -36.34% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.52% | -1.54% |
| Avg. Up Week | 9.09% | 10.13% |
| Avg. Down Week | -5.92% | -9.62% |
| Avg. Up Month | 12.5% | 34.6% |
| Avg. Down Month | -11.66% | -15.08% |
| Win Days % | 47.79% | 50.13% |
| Win Month % | 46.15% | 38.46% |
| Win Week % | 38.71% | 38.6% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |