| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 29.5% | -52.02% |
| Max Drawdown | -27.41% | -71.62% |
| Sharpe | 0.73 | -0.12 |
| Sortino | 1.13 | -0.17 |
| Payoff Ratio | 0.9 | 0.95 |
| Profit Factor | 1.34 | 0.98 |
| Common Sense Ratio | 2.89 | 1.02 |
| CPC Index | 0.7 | 0.45 |
| Tail Ratio | 2.15 | 1.04 |
| Outlier Win Ratio | 36.35 | 2.84 |
| Outlier Loss Ratio | 3.48 | 2.79 |
| Volatility (ann.) | 30.24% | 88.16% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.71 | -0.55 |
| Skew | 1.21 | -0.38 |
| Kurtosis | 37.33 | 5.17 |
| Expected Daily % | 0.05% | -0.14% |
| Expected Monthly % | 1.45% | -4.0% |
| Expected Yearly % | 13.8% | -30.73% |
| Kelly Criterion | 11.08% | -5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -7.62% |
| Expected Shortfall (cVaR) | -2.54% | -7.62% |
| Year | 14857515:DOTUSD | 14857515:dotusd:triple_med_gx:lsma75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | 20.12 | 26.83 | + |
| 2025 | -52.38 | 7.82 | -0.15 | + |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| MTD | -2.13% | -20.25% |
| 3M | 6.03% | -19.11% |
| 6M | 26.36% | -14.62% |
| YTD | 7.82% | -52.38% |
| 1Y | 24.92% | -28.43% |
| 3Y (ann.) | 19.37% | -39.52% |
| 5Y (ann.) | 19.37% | -39.52% |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Max Drawdown | -27.41% | -71.62% |
| Longest DD Days | 231.0 | 313.0 |
| Avg. Drawdown | -9.84% | -24.72% |
| Avg. Drawdown Days | 76.0 | 87.0 |
| Recovery Factor | 1.08 | -0.73 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-09-08 | -27.41 | 231 |
| 2024-06-27 | 2024-11-10 | -10.78 | 136 |
| 2025-10-08 | 2025-10-16 | -5.91 | 8 |
| 2025-10-03 | 2025-10-07 | -3.41 | 4 |
| 2024-05-19 | 2024-05-21 | -1.69 | 2 |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Best Day | 14.65% | 21.39% |
| Worst Day | -11.94% | -24.6% |
| Best Week | 18.34% | 35.64% |
| Worst Week | -19.22% | -24.57% |
| Best Month | 20.76% | 110.58% |
| Worst Month | -14.13% | -25.57% |
| Best Year | 20.12% | 0.75% |
| Worst Year | 7.82% | -52.38% |
| Avg. Up Day | 2.57% | 3.23% |
| Avg. Down Day | -2.86% | -3.41% |
| Avg. Up Week | 5.12% | 8.08% |
| Avg. Down Week | -6.22% | -8.5% |
| Avg. Up Month | 8.09% | 28.37% |
| Avg. Down Month | -6.73% | -17.25% |
| Win Days % | 57.95% | 48.68% |
| Win Month % | 62.5% | 33.33% |
| Win Week % | 62.07% | 46.15% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 50.0% |