| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -22.22% | -52.02% |
| Max Drawdown | -28.09% | -73.0% |
| Sharpe | -0.19 | -0.07 |
| Sortino | -0.29 | -0.1 |
| Payoff Ratio | 1.12 | 0.98 |
| Profit Factor | 0.93 | 0.99 |
| Common Sense Ratio | 0.77 | 0.99 |
| CPC Index | 0.44 | 0.48 |
| Tail Ratio | 0.82 | 1.0 |
| Outlier Win Ratio | 34.65 | 3.07 |
| Outlier Loss Ratio | 4.02 | 2.94 |
| Volatility (ann.) | 15.84% | 43.53% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.56 | -0.54 |
| Skew | 1.94 | -0.32 |
| Kurtosis | 55.12 | 10.42 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.39% | -4.0% |
| Expected Yearly % | -11.81% | -30.73% |
| Kelly Criterion | -9.65% | -1.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.76% |
| Expected Shortfall (cVaR) | -1.37% | -3.76% |
| Year | 14856642:DOTUSD | 14856642:dotusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -0.41 | -0.30 | - |
| 2025 | -52.67 | -21.90 | 0.42 | + |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| MTD | -2.94% | -19.78% |
| 3M | -20.15% | -23.19% |
| 6M | -17.08% | -10.91% |
| YTD | -21.9% | -52.67% |
| 1Y | -2.86% | -28.84% |
| 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% | -73.0% |
| Longest DD Days | 329.0 | 314.0 |
| Avg. Drawdown | -15.01% | -12.93% |
| Avg. Drawdown Days | 129.0 | 35.0 |
| Recovery Factor | -0.79 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-21 | 2025-10-16 | -28.09 | 147 |
| 2024-06-12 | 2025-05-08 | -26.70 | 329 |
| 2024-05-14 | 2024-06-12 | -5.04 | 29 |
| 2025-05-08 | 2025-05-20 | -0.20 | 12 |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Best Day | 13.56% | 17.18% |
| Worst Day | -7.61% | -21.48% |
| Best Week | 10.15% | 35.94% |
| Worst Week | -8.95% | -27.34% |
| Best Month | 12.87% | 126.38% |
| Worst Month | -9.52% | -25.97% |
| Best Year | -0.41% | 1.38% |
| Worst Year | -21.9% | -52.67% |
| Avg. Up Day | 1.43% | 1.46% |
| Avg. Down Day | -1.28% | -1.49% |
| Avg. Up Week | 3.83% | 11.33% |
| Avg. Down Week | -3.85% | -8.17% |
| Avg. Up Month | 5.79% | 42.59% |
| Avg. Down Month | -4.81% | -12.98% |
| Win Days % | 42.04% | 49.65% |
| Win Month % | 33.33% | 44.44% |
| Win Week % | 46.88% | 38.96% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |