| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -22.22% | -52.02% |
| Max Drawdown | -28.09% | -71.62% |
| Sharpe | -0.43 | -0.12 |
| Sortino | -0.61 | -0.17 |
| Payoff Ratio | 1.13 | 1.0 |
| Profit Factor | 0.89 | 0.98 |
| Common Sense Ratio | 0.79 | 1.02 |
| CPC Index | 0.42 | 0.48 |
| Tail Ratio | 0.89 | 1.04 |
| Outlier Win Ratio | 26.84 | 2.69 |
| Outlier Loss Ratio | 4.79 | 2.79 |
| Volatility (ann.) | 29.89% | 88.16% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.56 | -0.55 |
| Skew | 0.46 | -0.38 |
| Kurtosis | 13.96 | 5.17 |
| Expected Daily % | -0.05% | -0.14% |
| Expected Monthly % | -1.39% | -4.0% |
| Expected Yearly % | -11.81% | -30.73% |
| Kelly Criterion | -10.21% | -2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -7.62% |
| Expected Shortfall (cVaR) | -2.61% | -7.62% |
| Year | 14856642:DOTUSD | 14856642:dotusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -0.41 | -0.55 | - |
| 2025 | -52.38 | -21.90 | 0.42 | + |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| MTD | -2.94% | -20.25% |
| 3M | -20.15% | -19.11% |
| 6M | -17.08% | -14.62% |
| YTD | -21.9% | -52.38% |
| 1Y | -2.86% | -28.43% |
| 3Y (ann.) | -15.81% | -39.52% |
| 5Y (ann.) | -15.81% | -39.52% |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Max Drawdown | -28.09% | -71.62% |
| Longest DD Days | 282.0 | 313.0 |
| Avg. Drawdown | -16.56% | -24.72% |
| Avg. Drawdown Days | 129.0 | 87.0 |
| Recovery Factor | -0.79 | -0.73 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-22 | 2025-10-16 | -28.09 | 147 |
| 2024-05-15 | 2025-02-21 | -21.94 | 282 |
| 2025-02-23 | 2025-05-08 | -16.18 | 74 |
| 2025-05-09 | 2025-05-21 | -0.02 | 12 |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Best Day | 10.54% | 21.39% |
| Worst Day | -8.92% | -24.6% |
| Best Week | 9.31% | 35.64% |
| Worst Week | -8.8% | -24.57% |
| Best Month | 12.87% | 110.58% |
| Worst Month | -9.52% | -25.57% |
| Best Year | -0.41% | 0.75% |
| Worst Year | -21.9% | -52.38% |
| Avg. Up Day | 2.6% | 2.97% |
| Avg. Down Day | -2.29% | -2.98% |
| Avg. Up Week | 3.79% | 10.1% |
| Avg. Down Week | -3.96% | -10.27% |
| Avg. Up Month | 8.63% | 56.53% |
| Avg. Down Month | -4.42% | -12.63% |
| Win Days % | 41.45% | 48.68% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 46.88% | 46.15% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |