| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 102.58% | -54.72% |
| Max Drawdown | -45.25% | -71.18% |
| Sharpe | 0.37 | 0.04 |
| Sortino | 0.56 | 0.05 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.11 | 1.01 |
| Common Sense Ratio | 1.16 | 1.01 |
| CPC Index | 0.6 | 0.54 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 17.35 | 3.73 |
| Outlier Loss Ratio | 3.93 | 3.39 |
| Volatility (ann.) | 23.04% | 40.2% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.59 | -0.33 |
| Skew | 1.25 | 0.16 |
| Kurtosis | 42.01 | 7.87 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 1.98% | -2.18% |
| Expected Yearly % | 19.3% | -17.97% |
| Kelly Criterion | 3.5% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -3.46% |
| Expected Shortfall (cVaR) | -1.96% | -3.46% |
| Year | 14984880:DOTUSD | 14984880:dotusd:triple_med_gx:lsma100_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.78 | 54.76 | -1.02 | + |
| 2023 | 90.52 | 81.96 | 0.91 | - |
| 2024 | -19.21 | -23.21 | 1.21 | - |
| 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.) | 26.61% | -23.27% |
| 5Y (ann.) | 26.61% | -23.27% |
| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| Max Drawdown | -45.25% | -71.18% |
| Longest DD Days | 504.0 | 636.0 |
| Avg. Drawdown | -4.93% | -13.67% |
| Avg. Drawdown Days | 21.0 | 90.0 |
| Recovery Factor | 2.27 | -0.77 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-05-30 | -45.25 | 504 |
| 2022-11-15 | 2023-02-19 | -19.86 | 95 |
| 2023-04-26 | 2023-06-23 | -13.87 | 57 |
| 2023-02-19 | 2023-03-13 | -13.22 | 22 |
| 2024-01-02 | 2024-01-10 | -12.93 | 8 |
| 2023-06-24 | 2023-10-23 | -12.48 | 121 |
| 2022-08-24 | 2022-09-27 | -10.99 | 33 |
| 2022-06-21 | 2022-06-24 | -9.64 | 3 |
| 2022-09-27 | 2022-10-25 | -9.34 | 28 |
| 2023-03-14 | 2023-03-17 | -8.90 | 2 |
| Metric | 14984880:dotusd:triple_med_gx:lsma100_135 | 14984880:DOTUSD |
|---|---|---|
| Best Day | 17.98% | 18.19% |
| 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% | -33.41% |
| Best Year | 81.96% | 90.52% |
| Worst Year | -23.21% | -53.78% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.24% | -1.29% |
| Avg. Up Week | 8.41% | 8.77% |
| Avg. Down Week | -4.58% | -7.73% |
| Avg. Up Month | 12.91% | 24.25% |
| Avg. Down Month | -8.12% | -14.13% |
| Win Days % | 49.21% | 49.95% |
| Win Month % | 54.29% | 38.89% |
| Win Week % | 47.31% | 44.65% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 50.0% | 25.0% |