| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 29.5% | -52.02% |
| Max Drawdown | -27.77% | -73.0% |
| Sharpe | 0.4 | -0.07 |
| Sortino | 0.62 | -0.1 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.19 | 0.99 |
| Common Sense Ratio | 1.57 | 0.99 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 46.55 | 3.01 |
| Outlier Loss Ratio | 3.95 | 2.75 |
| Volatility (ann.) | 13.45% | 43.53% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.7 | -0.54 |
| Skew | 1.4 | -0.32 |
| Kurtosis | 56.27 | 10.42 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.45% | -4.0% |
| Expected Yearly % | 13.8% | -30.73% |
| Kelly Criterion | 3.94% | 8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.76% |
| Expected Shortfall (cVaR) | -1.14% | -3.76% |
| Year | 14857515:DOTUSD | 14857515:dotusd:triple_med_gx:lsma75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | 20.12 | 14.61 | + |
| 2025 | -52.67 | 7.82 | -0.15 | + |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| MTD | -2.13% | -19.78% |
| 3M | 6.03% | -23.19% |
| 6M | 31.85% | -10.91% |
| YTD | 7.82% | -52.67% |
| 1Y | 24.21% | -28.84% |
| 3Y (ann.) | 19.37% | -39.52% |
| 5Y (ann.) | 19.37% | -39.52% |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Max Drawdown | -27.77% | -73.0% |
| Longest DD Days | 231.0 | 314.0 |
| Avg. Drawdown | -5.34% | -12.93% |
| Avg. Drawdown Days | 40.0 | 35.0 |
| Recovery Factor | 1.06 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-09-07 | -27.77 | 231 |
| 2024-06-26 | 2024-11-09 | -12.27 | 136 |
| 2025-10-07 | 2025-10-16 | -6.64 | 9 |
| 2025-09-09 | 2025-10-06 | -4.60 | 27 |
| 2024-05-17 | 2024-05-20 | -3.87 | 3 |
| 2024-06-25 | 2024-06-26 | -1.45 | 0 |
| 2024-05-21 | 2024-05-21 | -1.03 | 0 |
| 2024-05-21 | 2024-06-25 | -0.45 | 34 |
| 2025-09-08 | 2025-09-08 | -0.26 | 0 |
| 2024-05-16 | 2024-05-17 | -0.18 | 0 |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Best Day | 7.47% | 17.18% |
| Worst Day | -9.56% | -21.48% |
| Best Week | 15.0% | 35.94% |
| Worst Week | -18.59% | -27.34% |
| Best Month | 20.74% | 126.38% |
| Worst Month | -13.45% | -25.97% |
| Best Year | 20.12% | 1.38% |
| Worst Year | 7.82% | -52.67% |
| Avg. Up Day | 1.46% | 1.47% |
| Avg. Down Day | -1.15% | -1.21% |
| Avg. Up Week | 5.3% | 11.21% |
| Avg. Down Week | -6.41% | -13.06% |
| Avg. Up Month | 8.92% | 21.71% |
| Avg. Down Month | -6.74% | -16.32% |
| Win Days % | 46.34% | 49.65% |
| Win Month % | 62.5% | 44.44% |
| Win Week % | 60.71% | 38.96% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 50.0% |