| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -19.79% | -52.02% |
| Max Drawdown | -36.08% | -71.62% |
| Sharpe | -0.2 | -0.12 |
| Sortino | -0.28 | -0.17 |
| Payoff Ratio | 1.03 | 1.21 |
| Profit Factor | 0.94 | 0.98 |
| Common Sense Ratio | 0.86 | 1.02 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 0.92 | 1.04 |
| Outlier Win Ratio | 24.62 | 3.0 |
| Outlier Loss Ratio | 4.04 | 3.0 |
| Volatility (ann.) | 38.5% | 88.16% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.39 | -0.55 |
| Skew | 0.29 | -0.38 |
| Kurtosis | 22.72 | 5.17 |
| Expected Daily % | -0.04% | -0.14% |
| Expected Monthly % | -1.22% | -4.0% |
| Expected Yearly % | -10.44% | -30.73% |
| Kelly Criterion | -9.48% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.34% | -7.62% |
| Expected Shortfall (cVaR) | -3.34% | -7.62% |
| Year | 14853304:DOTUSD | 14853304:dotusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -15.83 | -21.12 | - |
| 2025 | -52.38 | -4.71 | 0.09 | + |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| MTD | 2.86% | -20.25% |
| 3M | -12.83% | -19.11% |
| 6M | -11.57% | -14.62% |
| YTD | -4.71% | -52.38% |
| 1Y | 8.56% | -28.43% |
| 3Y (ann.) | -14.02% | -39.52% |
| 5Y (ann.) | -14.02% | -39.52% |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Max Drawdown | -36.08% | -71.62% |
| Longest DD Days | 248.0 | 313.0 |
| Avg. Drawdown | -16.06% | -24.72% |
| Avg. Drawdown Days | 102.0 | 87.0 |
| Recovery Factor | -0.55 | -0.73 |
| Ulcer Index | 1.06 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-02-09 | -36.08 | 248 |
| 2025-02-23 | 2025-10-16 | -33.79 | 235 |
| 2025-02-12 | 2025-02-22 | -7.00 | 10 |
| 2024-05-04 | 2024-05-18 | -3.27 | 14 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Best Day | 16.56% | 21.39% |
| Worst Day | -16.44% | -24.6% |
| Best Week | 29.82% | 35.64% |
| Worst Week | -20.95% | -24.57% |
| Best Month | 30.26% | 110.58% |
| Worst Month | -22.15% | -25.57% |
| Best Year | -4.71% | 0.75% |
| Worst Year | -15.83% | -52.38% |
| Avg. Up Day | 2.95% | 3.66% |
| Avg. Down Day | -2.87% | -3.04% |
| Avg. Up Week | 5.6% | 10.21% |
| Avg. Down Week | -5.28% | -9.57% |
| Avg. Up Month | 11.98% | 42.26% |
| Avg. Down Month | -10.18% | -12.42% |
| Win Days % | 44.52% | 48.68% |
| Win Month % | 44.44% | 33.33% |
| Win Week % | 49.15% | 46.15% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 0.0% | 50.0% |