| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -23.53% | -52.02% |
| Max Drawdown | -33.23% | -71.62% |
| Sharpe | -0.36 | -0.12 |
| Sortino | -0.48 | -0.17 |
| Payoff Ratio | 1.04 | 1.2 |
| Profit Factor | 0.9 | 0.98 |
| Common Sense Ratio | 0.84 | 1.02 |
| CPC Index | 0.42 | 0.57 |
| Tail Ratio | 0.94 | 1.04 |
| Outlier Win Ratio | 27.1 | 2.88 |
| Outlier Loss Ratio | 3.91 | 2.86 |
| Volatility (ann.) | 34.42% | 88.16% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.51 | -0.55 |
| Skew | -0.88 | -0.38 |
| Kurtosis | 21.65 | 5.17 |
| Expected Daily % | -0.05% | -0.14% |
| Expected Monthly % | -1.48% | -4.0% |
| Expected Yearly % | -12.55% | -30.73% |
| Kelly Criterion | -8.9% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -7.62% |
| Expected Shortfall (cVaR) | -3.0% | -7.62% |
| Year | 14853303:DOTUSD | 14853303:dotusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -18.93 | -25.25 | - |
| 2025 | -52.38 | -5.68 | 0.11 | + |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| MTD | -0.58% | -20.25% |
| 3M | -12.91% | -19.11% |
| 6M | -2.42% | -14.62% |
| YTD | -5.68% | -52.38% |
| 1Y | -1.28% | -28.43% |
| 3Y (ann.) | -16.78% | -39.52% |
| 5Y (ann.) | -16.78% | -39.52% |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Max Drawdown | -33.23% | -71.62% |
| Longest DD Days | 250.0 | 313.0 |
| Avg. Drawdown | -16.84% | -24.72% |
| Avg. Drawdown Days | 128.0 | 87.0 |
| Recovery Factor | -0.71 | -0.73 |
| Ulcer Index | 1.05 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-10-16 | -33.23 | 246 |
| 2024-06-06 | 2025-02-11 | -31.92 | 250 |
| 2024-05-04 | 2024-05-18 | -2.03 | 14 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Best Day | 11.38% | 21.39% |
| Worst Day | -16.44% | -24.6% |
| Best Week | 19.04% | 35.64% |
| Worst Week | -17.36% | -24.57% |
| Best Month | 23.59% | 110.58% |
| Worst Month | -17.69% | -25.57% |
| Best Year | -5.68% | 0.75% |
| Worst Year | -18.93% | -52.38% |
| Avg. Up Day | 2.85% | 3.69% |
| Avg. Down Day | -2.75% | -3.07% |
| Avg. Up Week | 4.48% | 10.37% |
| Avg. Down Week | -4.76% | -9.71% |
| Avg. Up Month | 8.22% | 34.73% |
| Avg. Down Month | -8.61% | -13.4% |
| Win Days % | 44.53% | 48.68% |
| Win Month % | 44.44% | 33.33% |
| Win Week % | 50.0% | 46.15% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 0.0% | 50.0% |