| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -18.56% | -52.02% |
| Max Drawdown | -28.3% | -71.62% |
| Sharpe | -0.57 | -0.12 |
| Sortino | -0.77 | -0.17 |
| Payoff Ratio | 0.94 | 1.38 |
| Profit Factor | 0.78 | 0.98 |
| Common Sense Ratio | 0.3 | 1.02 |
| CPC Index | 0.3 | 0.66 |
| Tail Ratio | 0.38 | 1.04 |
| Outlier Win Ratio | 60.68 | 2.36 |
| Outlier Loss Ratio | 4.81 | 2.49 |
| Volatility (ann.) | 20.78% | 88.16% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.46 | -0.55 |
| Skew | -0.5 | -0.38 |
| Kurtosis | 33.38 | 5.17 |
| Expected Daily % | -0.04% | -0.14% |
| Expected Monthly % | -1.13% | -4.0% |
| Expected Yearly % | -9.75% | -30.73% |
| Kelly Criterion | -22.29% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -7.62% |
| Expected Shortfall (cVaR) | -1.82% | -7.62% |
| Year | 14856621:DOTUSD | 14856621:dotusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | 0.99 | 1.31 | + |
| 2025 | -52.38 | -19.35 | 0.37 | + |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| MTD | 0.55% | -20.25% |
| 3M | -6.56% | -19.11% |
| 6M | -1.88% | -14.62% |
| YTD | -19.35% | -52.38% |
| 1Y | -7.92% | -28.43% |
| 3Y (ann.) | -13.11% | -39.52% |
| 5Y (ann.) | -13.11% | -39.52% |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Max Drawdown | -28.3% | -71.62% |
| Longest DD Days | 486.0 | 313.0 |
| Avg. Drawdown | -15.64% | -24.72% |
| Avg. Drawdown Days | 252.0 | 87.0 |
| Recovery Factor | -0.66 | -0.73 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-10-16 | -28.30 | 486 |
| 2024-05-15 | 2024-06-03 | -2.98 | 19 |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Best Day | 8.3% | 21.39% |
| Worst Day | -9.09% | -24.6% |
| Best Week | 8.3% | 35.64% |
| Worst Week | -9.09% | -24.57% |
| Best Month | 13.43% | 110.58% |
| Worst Month | -9.4% | -25.57% |
| Best Year | 0.99% | 0.75% |
| Worst Year | -19.35% | -52.38% |
| Avg. Up Day | 2.36% | 4.28% |
| Avg. Down Day | -2.51% | -3.1% |
| Avg. Up Week | 2.85% | 10.97% |
| Avg. Down Week | -2.92% | -9.52% |
| Avg. Up Month | 7.24% | 56.76% |
| Avg. Down Month | -4.03% | -14.3% |
| Win Days % | 40.74% | 48.68% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 44.44% | 46.15% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |