| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -18.56% | -52.02% |
| Max Drawdown | -29.28% | -73.0% |
| Sharpe | -0.28 | -0.07 |
| Sortino | -0.41 | -0.1 |
| Payoff Ratio | 1.34 | 1.05 |
| Profit Factor | 0.85 | 0.99 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.37 | 0.52 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 84.28 | 2.6 |
| Outlier Loss Ratio | 4.21 | 2.64 |
| Volatility (ann.) | 10.67% | 43.53% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.45 | -0.54 |
| Skew | 2.26 | -0.32 |
| Kurtosis | 99.17 | 10.42 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.13% | -4.0% |
| Expected Yearly % | -9.75% | -30.73% |
| Kelly Criterion | -17.38% | 1.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.76% |
| Expected Shortfall (cVaR) | -0.93% | -3.76% |
| Year | 14856621:DOTUSD | 14856621:dotusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | 0.99 | 0.72 | - |
| 2025 | -52.67 | -19.35 | 0.37 | + |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| MTD | 0.55% | -19.78% |
| 3M | -6.56% | -23.19% |
| 6M | -1.88% | -10.91% |
| YTD | -19.35% | -52.67% |
| 1Y | -7.92% | -28.84% |
| 3Y (ann.) | -13.11% | -39.52% |
| 5Y (ann.) | -13.11% | -39.52% |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Max Drawdown | -29.28% | -73.0% |
| Longest DD Days | 486.0 | 314.0 |
| Avg. Drawdown | -6.75% | -12.93% |
| Avg. Drawdown Days | 101.0 | 35.0 |
| Recovery Factor | -0.63 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-10-16 | -29.28 | 486 |
| 2024-05-14 | 2024-05-27 | -2.98 | 13 |
| 2024-05-27 | 2024-06-03 | -1.05 | 6 |
| 2024-06-12 | 2024-06-12 | -0.27 | 0 |
| 2024-06-11 | 2024-06-12 | -0.18 | 0 |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Best Day | 8.2% | 17.18% |
| Worst Day | -7.78% | -21.48% |
| Best Week | 8.3% | 35.94% |
| Worst Week | -9.09% | -27.34% |
| Best Month | 13.43% | 126.38% |
| Worst Month | -9.4% | -25.97% |
| Best Year | 0.99% | 1.38% |
| Worst Year | -19.35% | -52.67% |
| Avg. Up Day | 1.66% | 1.73% |
| Avg. Down Day | -1.24% | -1.65% |
| Avg. Up Week | 3.3% | 13.58% |
| Avg. Down Week | -3.3% | -7.68% |
| Avg. Up Month | 6.97% | 43.69% |
| Avg. Down Month | -4.78% | -16.76% |
| Win Days % | 32.76% | 49.65% |
| Win Month % | 38.89% | 44.44% |
| Win Week % | 47.17% | 38.96% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |