| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 2.99% | -71.41% |
| Max Drawdown | -33.23% | -74.54% |
| Sharpe | 0.09 | -0.02 |
| Sortino | 0.15 | -0.03 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.04 | 1.0 |
| Common Sense Ratio | 0.97 | 0.98 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 34.82 | 3.33 |
| Outlier Loss Ratio | 4.03 | 3.15 |
| Volatility (ann.) | 16.52% | 40.37% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.03 | -0.41 |
| Skew | 3.22 | -0.0 |
| Kurtosis | 74.04 | 9.14 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.07% | -2.94% |
| Expected Yearly % | 0.74% | -26.88% |
| Kelly Criterion | -4.58% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -3.48% |
| Expected Shortfall (cVaR) | -1.42% | -3.48% |
| Year | 14853303:DOTUSD | 14853303:dotusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.76 | 10.49 | -0.17 | + |
| 2023 | 90.52 | -4.38 | -0.05 | - |
| 2024 | -19.21 | 3.34 | -0.17 | + |
| 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.) | -3.29% | -19.66% |
| 5Y (ann.) | 0.86% | -30.65% |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Max Drawdown | -33.23% | -74.54% |
| Longest DD Days | 629.0 | 1249.0 |
| Avg. Drawdown | -10.68% | -74.54% |
| Avg. Drawdown Days | 92.0 | 1249.0 |
| Recovery Factor | 0.09 | -0.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-10-16 | -33.23 | 246 |
| 2024-06-05 | 2025-02-11 | -32.61 | 250 |
| 2022-07-30 | 2024-04-20 | -30.37 | 629 |
| 2022-06-16 | 2022-07-18 | -20.43 | 32 |
| 2022-05-16 | 2022-06-15 | -10.80 | 30 |
| 2024-05-03 | 2024-05-17 | -3.69 | 13 |
| 2022-07-29 | 2022-07-29 | -3.22 | 0 |
| 2024-05-03 | 2024-05-03 | -2.97 | 0 |
| 2022-07-28 | 2022-07-29 | -0.80 | 0 |
| 2024-06-04 | 2024-06-04 | -0.25 | 0 |
| Metric | 14853303:dotusd:triple_med_gx:lsma45_10 | 14853303:DOTUSD |
|---|---|---|
| Best Day | 18.19% | 18.19% |
| Worst Day | -8.43% | -21.48% |
| Best Week | 19.25% | 35.94% |
| Worst Week | -17.36% | -27.34% |
| Best Month | 30.26% | 126.38% |
| Worst Month | -17.69% | -33.41% |
| Best Year | 10.49% | 90.52% |
| Worst Year | -5.68% | -60.76% |
| Avg. Up Day | 1.45% | 1.48% |
| Avg. Down Day | -1.26% | -1.34% |
| Avg. Up Week | 5.32% | 10.64% |
| Avg. Down Week | -3.71% | -6.91% |
| Avg. Up Month | 9.03% | 24.96% |
| Avg. Down Month | -8.07% | -12.34% |
| Win Days % | 44.03% | 49.79% |
| Win Month % | 52.38% | 40.48% |
| Win Week % | 47.97% | 43.65% |
| Win Quarter % | 53.33% | 33.33% |
| Win Year % | 50.0% | 25.0% |