| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -4.2% | -73.71% |
| Max Drawdown | -30.01% | -74.84% |
| Sharpe | 0.02 | -0.03 |
| Sortino | 0.03 | -0.04 |
| Payoff Ratio | 1.47 | 1.22 |
| Profit Factor | 1.01 | 1.0 |
| Common Sense Ratio | 0.0 | 0.98 |
| CPC Index | 0.51 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 85.49 | 2.68 |
| Outlier Loss Ratio | 4.58 | 2.53 |
| Volatility (ann.) | 10.19% | 41.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.04 | -0.43 |
| Skew | 9.34 | -0.0 |
| Kurtosis | 321.98 | 9.77 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.1% | -3.13% |
| Expected Yearly % | -1.07% | -28.4% |
| Kelly Criterion | -10.41% | 8.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -3.56% |
| Expected Shortfall (cVaR) | -0.88% | -3.56% |
| Year | 14856621:DOTUSD | 14856621:dotusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.91 | 14.03 | -0.22 | + |
| 2023 | 90.52 | 11.69 | 0.13 | - |
| 2024 | -19.21 | -6.74 | 0.35 | + |
| 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.) | -7.32% | -19.66% |
| 5Y (ann.) | -1.24% | -32.22% |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Max Drawdown | -30.01% | -74.84% |
| Longest DD Days | 653.0 | 1254.0 |
| Avg. Drawdown | -6.6% | -74.84% |
| Avg. Drawdown Days | 132.0 | 1254.0 |
| Recovery Factor | -0.14 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2025-10-16 | -30.01 | 653 |
| 2022-06-06 | 2022-06-15 | -8.10 | 9 |
| 2023-11-07 | 2023-12-21 | -7.92 | 44 |
| 2022-09-22 | 2023-11-06 | -7.07 | 410 |
| 2022-07-15 | 2022-09-22 | -5.54 | 69 |
| 2022-07-03 | 2022-07-03 | -0.18 | 0 |
| 2022-05-22 | 2022-05-22 | -0.18 | 0 |
| 2022-05-29 | 2022-05-29 | -0.18 | 0 |
| 2022-06-26 | 2022-06-26 | -0.18 | 0 |
| Metric | 14856621:dotusd:triple_med_gx:lsma20_15 | 14856621:DOTUSD |
|---|---|---|
| Best Day | 17.98% | 18.19% |
| Worst Day | -7.78% | -21.48% |
| Best Week | 13.21% | 35.94% |
| Worst Week | -9.09% | -27.34% |
| Best Month | 13.43% | 126.38% |
| Worst Month | -9.4% | -33.41% |
| Best Year | 14.03% | 90.52% |
| Worst Year | -19.35% | -63.91% |
| Avg. Up Day | 1.54% | 1.62% |
| Avg. Down Day | -1.04% | -1.32% |
| Avg. Up Week | 2.74% | 10.45% |
| Avg. Down Week | -2.37% | -6.97% |
| Avg. Up Month | 6.08% | 35.94% |
| Avg. Down Month | -3.53% | -15.58% |
| Win Days % | 34.24% | 49.72% |
| Win Month % | 42.86% | 40.48% |
| Win Week % | 44.8% | 43.41% |
| Win Quarter % | 53.33% | 33.33% |
| Win Year % | 50.0% | 25.0% |