| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 6.86% | -71.41% |
| Max Drawdown | -36.2% | -74.54% |
| Sharpe | 0.11 | -0.02 |
| Sortino | 0.18 | -0.03 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.04 | 1.0 |
| Common Sense Ratio | 0.99 | 0.98 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 32.76 | 3.4 |
| Outlier Loss Ratio | 4.06 | 3.18 |
| Volatility (ann.) | 17.12% | 40.37% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.05 | -0.41 |
| Skew | 3.2 | -0.0 |
| Kurtosis | 66.66 | 9.14 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.16% | -2.94% |
| Expected Yearly % | 1.67% | -26.88% |
| Kelly Criterion | -4.17% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.48% |
| Expected Shortfall (cVaR) | -1.47% | -3.48% |
| Year | 14853304:DOTUSD | 14853304:dotusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.76 | 1.08 | -0.02 | + |
| 2023 | 90.52 | 5.89 | 0.07 | - |
| 2024 | -19.21 | 4.78 | -0.25 | + |
| 2025 | -52.67 | -4.71 | 0.09 | + |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| MTD | 3.46% | -19.78% |
| 3M | -12.83% | -23.19% |
| 6M | -11.57% | -10.91% |
| YTD | -4.71% | -52.67% |
| 1Y | 8.56% | -28.84% |
| 3Y (ann.) | -3.8% | -19.66% |
| 5Y (ann.) | 1.96% | -30.65% |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Max Drawdown | -36.2% | -74.54% |
| Longest DD Days | 621.0 | 1249.0 |
| Avg. Drawdown | -11.03% | -74.54% |
| Avg. Drawdown Days | 82.0 | 1249.0 |
| Recovery Factor | 0.19 | -0.96 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-02-08 | -36.20 | 248 |
| 2025-02-22 | 2025-10-16 | -35.58 | 235 |
| 2022-08-08 | 2024-04-20 | -32.03 | 621 |
| 2022-06-16 | 2022-07-28 | -20.43 | 42 |
| 2022-05-16 | 2022-06-15 | -9.92 | 30 |
| 2025-02-11 | 2025-02-21 | -7.47 | 10 |
| 2022-07-30 | 2022-07-31 | -5.75 | 0 |
| 2024-05-03 | 2024-06-04 | -4.91 | 31 |
| 2022-07-29 | 2022-07-29 | -3.22 | 0 |
| 2024-05-03 | 2024-05-03 | -2.97 | 0 |
| Metric | 14853304:dotusd:triple_med_gx:lsma50_10 | 14853304:DOTUSD |
|---|---|---|
| Best Day | 18.19% | 18.19% |
| Worst Day | -8.43% | -21.48% |
| Best Week | 30.06% | 35.94% |
| Worst Week | -20.95% | -27.34% |
| Best Month | 37.29% | 126.38% |
| Worst Month | -22.15% | -33.41% |
| Best Year | 5.89% | 90.52% |
| Worst Year | -4.71% | -60.76% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.26% | -1.32% |
| Avg. Up Week | 5.73% | 10.58% |
| Avg. Down Week | -3.54% | -6.62% |
| Avg. Up Month | 11.81% | 29.05% |
| Avg. Down Month | -8.27% | -12.34% |
| Win Days % | 43.29% | 49.79% |
| Win Month % | 47.62% | 40.48% |
| Win Week % | 44.44% | 43.65% |
| Win Quarter % | 53.33% | 33.33% |
| Win Year % | 75.0% | 25.0% |