| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -30.36% | -52.02% |
| Max Drawdown | -36.05% | -73.0% |
| Sharpe | -0.3 | -0.07 |
| Sortino | -0.44 | -0.1 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.9 | 0.99 |
| Common Sense Ratio | 0.7 | 0.99 |
| CPC Index | 0.39 | 0.48 |
| Tail Ratio | 0.78 | 1.0 |
| Outlier Win Ratio | 33.22 | 3.08 |
| Outlier Loss Ratio | 3.87 | 3.01 |
| Volatility (ann.) | 16.15% | 43.53% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.61 | -0.54 |
| Skew | 1.05 | -0.32 |
| Kurtosis | 33.45 | 10.42 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -1.99% | -4.0% |
| Expected Yearly % | -16.55% | -30.73% |
| Kelly Criterion | -13.75% | -1.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -3.76% |
| Expected Shortfall (cVaR) | -1.4% | -3.76% |
| Year | 14853197:DOTUSD | 14853197:dotusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -11.02 | -8.00 | - |
| 2025 | -52.67 | -21.74 | 0.41 | + |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| MTD | -7.3% | -19.78% |
| 3M | -18.93% | -23.19% |
| 6M | -27.17% | -10.91% |
| YTD | -21.74% | -52.67% |
| 1Y | -22.15% | -28.84% |
| 3Y (ann.) | -21.95% | -39.52% |
| 5Y (ann.) | -21.95% | -39.52% |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Max Drawdown | -36.05% | -73.0% |
| Longest DD Days | 359.0 | 314.0 |
| Avg. Drawdown | -11.27% | -12.93% |
| Avg. Drawdown Days | 83.0 | 35.0 |
| Recovery Factor | -0.84 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-28 | 2025-10-16 | -36.05 | 140 |
| 2024-05-27 | 2025-05-22 | -27.46 | 359 |
| 2024-05-14 | 2024-05-15 | -1.96 | 1 |
| 2024-05-27 | 2024-05-27 | -1.75 | 0 |
| 2024-05-01 | 2024-05-02 | -0.18 | 0 |
| 2024-05-26 | 2024-05-26 | -0.18 | 0 |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Best Day | 10.07% | 17.18% |
| Worst Day | -7.61% | -21.48% |
| Best Week | 13.81% | 35.94% |
| Worst Week | -9.47% | -27.34% |
| Best Month | 9.04% | 126.38% |
| Worst Month | -14.85% | -25.97% |
| Best Year | -11.02% | 1.38% |
| Worst Year | -21.74% | -52.67% |
| Avg. Up Day | 1.4% | 1.43% |
| Avg. Down Day | -1.41% | -1.45% |
| Avg. Up Week | 3.29% | 9.9% |
| Avg. Down Week | -3.23% | -8.01% |
| Avg. Up Month | 3.54% | 27.25% |
| Avg. Down Month | -6.13% | -14.6% |
| Win Days % | 43.25% | 49.65% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 42.62% | 38.96% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |