| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -1.41% | -65.35% |
| Max Drawdown | -41.36% | -74.54% |
| Sharpe | 0.07 | 0.02 |
| Sortino | 0.11 | 0.03 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.03 | 1.0 |
| Common Sense Ratio | 0.97 | 1.0 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 0.95 | 1.0 |
| Outlier Win Ratio | 35.63 | 3.2 |
| Outlier Loss Ratio | 4.09 | 3.01 |
| Volatility (ann.) | 15.73% | 41.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.01 | -0.36 |
| Skew | 3.59 | 0.05 |
| Kurtosis | 82.2 | 9.71 |
| Expected Daily % | -0.0% | -0.02% |
| Expected Monthly % | -0.03% | -2.49% |
| Expected Yearly % | -0.35% | -23.28% |
| Kelly Criterion | -6.5% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.53% |
| Expected Shortfall (cVaR) | -1.35% | -3.53% |
| Year | 14853197:DOTUSD | 14853197:dotusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.43 | 47.65 | -0.91 | + |
| 2023 | 90.52 | 0.82 | 0.01 | - |
| 2024 | -19.21 | -15.37 | 0.80 | + |
| 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.) | -6.94% | -19.66% |
| 5Y (ann.) | -0.41% | -26.56% |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Max Drawdown | -41.36% | -74.54% |
| Longest DD Days | 960.0 | 1249.0 |
| Avg. Drawdown | -4.71% | -25.62% |
| Avg. Drawdown Days | 45.0 | 313.0 |
| Recovery Factor | -0.03 | -0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-01 | 2025-10-16 | -41.36 | 960 |
| 2022-06-16 | 2022-08-08 | -16.82 | 53 |
| 2022-09-11 | 2022-11-04 | -13.91 | 54 |
| 2022-05-15 | 2022-05-30 | -6.24 | 15 |
| 2022-08-30 | 2022-09-02 | -4.74 | 3 |
| 2022-05-13 | 2022-05-14 | -4.73 | 1 |
| 2023-01-02 | 2023-01-23 | -4.58 | 20 |
| 2022-11-24 | 2022-12-02 | -4.03 | 8 |
| 2022-11-13 | 2022-11-14 | -4.00 | 0 |
| 2022-08-08 | 2022-08-23 | -3.56 | 14 |
| Metric | 14853197:dotusd:triple_med_gx:lsma35_10 | 14853197:DOTUSD |
|---|---|---|
| Best Day | 18.19% | 18.19% |
| Worst Day | -7.61% | -21.48% |
| Best Week | 13.81% | 35.94% |
| Worst Week | -11.09% | -27.34% |
| Best Month | 15.23% | 126.38% |
| Worst Month | -14.85% | -33.41% |
| Best Year | 47.65% | 90.52% |
| Worst Year | -21.74% | -52.67% |
| Avg. Up Day | 1.4% | 1.43% |
| Avg. Down Day | -1.23% | -1.3% |
| Avg. Up Week | 3.57% | 8.97% |
| Avg. Down Week | -3.32% | -7.01% |
| Avg. Up Month | 6.48% | 23.76% |
| Avg. Down Month | -5.02% | -11.24% |
| Win Days % | 43.36% | 49.76% |
| Win Month % | 52.38% | 42.86% |
| Win Week % | 50.0% | 43.96% |
| Win Quarter % | 40.0% | 33.33% |
| Win Year % | 50.0% | 25.0% |