| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -31.31% | -52.02% |
| Max Drawdown | -34.24% | -71.62% |
| Sharpe | -0.75 | -0.12 |
| Sortino | -1.02 | -0.17 |
| Payoff Ratio | 0.95 | 1.11 |
| Profit Factor | 0.82 | 0.98 |
| Common Sense Ratio | 0.71 | 1.02 |
| CPC Index | 0.34 | 0.53 |
| Tail Ratio | 0.87 | 1.04 |
| Outlier Win Ratio | 25.17 | 2.59 |
| Outlier Loss Ratio | 4.74 | 2.81 |
| Volatility (ann.) | 28.75% | 88.16% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.66 | -0.55 |
| Skew | -0.01 | -0.38 |
| Kurtosis | 10.28 | 5.17 |
| Expected Daily % | -0.07% | -0.14% |
| Expected Monthly % | -2.06% | -4.0% |
| Expected Yearly % | -17.12% | -30.73% |
| Kelly Criterion | -15.79% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.53% | -7.62% |
| Expected Shortfall (cVaR) | -2.53% | -7.62% |
| Year | 14853233:DOTUSD | 14853233:dotusd:triple_med_gx:lsma35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -12.91 | -17.22 | - |
| 2025 | -52.38 | -21.13 | 0.40 | + |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| MTD | -7.34% | -20.25% |
| 3M | -27.89% | -19.11% |
| 6M | -26.9% | -14.62% |
| YTD | -21.13% | -52.38% |
| 1Y | -17.85% | -28.43% |
| 3Y (ann.) | -22.68% | -39.52% |
| 5Y (ann.) | -22.68% | -39.52% |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Max Drawdown | -34.24% | -71.62% |
| Longest DD Days | 520.0 | 313.0 |
| Avg. Drawdown | -34.24% | -24.72% |
| Avg. Drawdown Days | 520.0 | 87.0 |
| Recovery Factor | -0.91 | -0.73 |
| Ulcer Index | 1.04 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-14 | 2025-10-16 | -34.24 | 520 |
| Metric | 14853233:dotusd:triple_med_gx:lsma35_10 | 14853233:DOTUSD |
|---|---|---|
| Best Day | 9.25% | 21.39% |
| Worst Day | -7.51% | -24.6% |
| Best Week | 9.05% | 35.64% |
| Worst Week | -8.54% | -24.57% |
| Best Month | 6.27% | 110.58% |
| Worst Month | -8.96% | -25.57% |
| Best Year | -12.91% | 0.75% |
| Worst Year | -21.13% | -52.38% |
| Avg. Up Day | 2.15% | 2.98% |
| Avg. Down Day | -2.25% | -2.69% |
| Avg. Up Week | 3.14% | 8.53% |
| Avg. Down Week | -4.01% | -10.39% |
| Avg. Up Month | 4.0% | 56.53% |
| Avg. Down Month | -5.03% | -11.66% |
| Win Days % | 43.45% | 48.68% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 46.15% | 46.15% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 0.0% | 50.0% |