| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -23.53% | -52.02% |
| Max Drawdown | -33.23% | -73.0% |
| Sharpe | -0.19 | -0.07 |
| Sortino | -0.28 | -0.1 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.93 | 0.99 |
| Common Sense Ratio | 0.71 | 0.99 |
| CPC Index | 0.43 | 0.48 |
| Tail Ratio | 0.76 | 1.0 |
| Outlier Win Ratio | 34.65 | 3.22 |
| Outlier Loss Ratio | 3.84 | 3.12 |
| Volatility (ann.) | 16.6% | 43.53% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.51 | -0.54 |
| Skew | 1.35 | -0.32 |
| Kurtosis | 36.29 | 10.42 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.48% | -4.0% |
| Expected Yearly % | -12.55% | -30.73% |
| Kelly Criterion | -10.06% | -2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.76% |
| Expected Shortfall (cVaR) | -1.44% | -3.76% |
| Year | 14853303:DOTUSD | 14853303:dotusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -18.93 | -13.74 | - |
| 2025 | -52.67 | -5.68 | 0.11 | + |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| MTD | 0.0% | -19.78% |
| 3M | -12.91% | -23.19% |
| 6M | -2.42% | -10.91% |
| YTD | -5.68% | -52.67% |
| 1Y | -1.28% | -28.84% |
| 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% | -73.0% |
| Longest DD Days | 250.0 | 314.0 |
| Avg. Drawdown | -10.44% | -12.93% |
| Avg. Drawdown Days | 73.0 | 35.0 |
| Recovery Factor | -0.71 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-10-16 | -33.23 | 246 |
| 2024-06-05 | 2025-02-11 | -32.61 | 250 |
| 2024-05-03 | 2024-05-17 | -3.69 | 13 |
| 2024-05-03 | 2024-05-03 | -2.97 | 0 |
| 2024-06-04 | 2024-06-04 | -0.25 | 0 |
| 2024-05-02 | 2024-05-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.17 | 0 |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Best Day | 11.58% | 17.18% |
| Worst Day | -8.02% | -21.48% |
| Best Week | 19.25% | 35.94% |
| Worst Week | -17.36% | -27.34% |
| Best Month | 30.26% | 126.38% |
| Worst Month | -17.69% | -25.97% |
| Best Year | -5.68% | 1.38% |
| Worst Year | -18.93% | -52.67% |
| Avg. Up Day | 1.47% | 1.49% |
| Avg. Down Day | -1.42% | -1.53% |
| Avg. Up Week | 6.09% | 13.98% |
| Avg. Down Week | -4.9% | -7.37% |
| Avg. Up Month | 8.7% | 29.46% |
| Avg. Down Month | -12.17% | -15.4% |
| Win Days % | 44.1% | 49.65% |
| Win Month % | 50.0% | 44.44% |
| Win Week % | 46.3% | 38.96% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 0.0% | 50.0% |