| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -2.59% | -73.71% |
| Max Drawdown | -34.82% | -74.84% |
| Sharpe | 0.07 | -0.03 |
| Sortino | 0.1 | -0.04 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.03 | 1.0 |
| Common Sense Ratio | 0.96 | 0.98 |
| CPC Index | 0.51 | 0.51 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 35.55 | 3.19 |
| Outlier Loss Ratio | 4.16 | 2.98 |
| Volatility (ann.) | 15.8% | 41.27% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.02 | -0.43 |
| Skew | 3.85 | -0.0 |
| Kurtosis | 88.71 | 9.77 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.06% | -3.13% |
| Expected Yearly % | -0.65% | -28.4% |
| Kelly Criterion | -5.72% | 1.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.56% |
| Expected Shortfall (cVaR) | -1.36% | -3.56% |
| Year | 14856642:DOTUSD | 14856642:dotusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.91 | 13.36 | -0.21 | + |
| 2023 | 90.52 | 11.01 | 0.12 | - |
| 2024 | -19.21 | -0.88 | 0.05 | + |
| 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.) | -3.07% | -19.66% |
| 5Y (ann.) | -0.76% | -32.22% |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Max Drawdown | -34.82% | -74.84% |
| Longest DD Days | 961.0 | 1254.0 |
| Avg. Drawdown | -7.23% | -74.84% |
| Avg. Drawdown Days | 100.0 | 1254.0 |
| Recovery Factor | -0.07 | -0.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-27 | 2025-10-16 | -34.82 | 961 |
| 2022-06-16 | 2022-08-08 | -17.71 | 53 |
| 2022-08-23 | 2023-01-22 | -15.30 | 152 |
| 2022-05-23 | 2022-06-15 | -6.87 | 23 |
| 2023-02-03 | 2023-02-14 | -4.49 | 11 |
| 2023-01-22 | 2023-01-23 | -3.57 | 0 |
| 2022-05-13 | 2022-05-14 | -2.00 | 0 |
| 2023-02-16 | 2023-02-16 | -1.04 | 0 |
| 2023-02-15 | 2023-02-15 | -0.46 | 0 |
| 2022-05-22 | 2022-05-22 | -0.18 | 0 |
| Metric | 14856642:dotusd:triple_med_gx:lsma35_15 | 14856642:DOTUSD |
|---|---|---|
| Best Day | 18.19% | 18.19% |
| Worst Day | -7.61% | -21.48% |
| Best Week | 10.15% | 35.94% |
| Worst Week | -10.86% | -27.34% |
| Best Month | 15.46% | 126.38% |
| Worst Month | -10.9% | -33.41% |
| Best Year | 13.36% | 90.52% |
| Worst Year | -21.9% | -63.91% |
| Avg. Up Day | 1.38% | 1.4% |
| Avg. Down Day | -1.18% | -1.35% |
| Avg. Up Week | 3.93% | 9.46% |
| Avg. Down Week | -3.49% | -7.55% |
| Avg. Up Month | 7.86% | 29.25% |
| Avg. Down Month | -5.35% | -13.69% |
| Win Days % | 43.18% | 49.72% |
| Win Month % | 45.24% | 40.48% |
| Win Week % | 48.28% | 43.41% |
| Win Quarter % | 46.67% | 33.33% |
| Win Year % | 50.0% | 25.0% |