| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 111.0% | -66.33% |
| Max Drawdown | -27.77% | -74.36% |
| Sharpe | 0.5 | -0.0 |
| Sortino | 0.83 | -0.0 |
| Payoff Ratio | 1.35 | 1.27 |
| Profit Factor | 1.24 | 1.0 |
| Common Sense Ratio | 1.56 | 1.0 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 46.24 | 3.13 |
| Outlier Loss Ratio | 3.92 | 2.82 |
| Volatility (ann.) | 12.54% | 40.06% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.89 | -0.37 |
| Skew | 2.2 | -0.03 |
| Kurtosis | 51.54 | 9.39 |
| Expected Daily % | 0.02% | -0.02% |
| Expected Monthly % | 1.84% | -2.62% |
| Expected Yearly % | 20.52% | -23.83% |
| Kelly Criterion | 5.56% | 10.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.45% |
| Expected Shortfall (cVaR) | -1.06% | -3.45% |
| Year | 14857515:DOTUSD | 14857515:dotusd:triple_med_gx:lsma75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.78 | 0.84 | -0.02 | + |
| 2023 | 90.52 | 67.71 | 0.75 | - |
| 2024 | -19.21 | 15.72 | -0.82 | + |
| 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.) | 24.82% | -19.66% |
| 5Y (ann.) | 24.8% | -27.61% |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Max Drawdown | -27.77% | -74.36% |
| Longest DD Days | 231.0 | 636.0 |
| Avg. Drawdown | -4.82% | -13.93% |
| Avg. Drawdown Days | 33.0 | 102.0 |
| Recovery Factor | 4.0 | -0.89 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-09-07 | -27.77 | 231 |
| 2024-06-26 | 2024-11-09 | -12.27 | 136 |
| 2023-12-25 | 2024-04-22 | -11.03 | 118 |
| 2022-06-21 | 2022-06-24 | -9.64 | 3 |
| 2023-07-14 | 2023-10-23 | -9.46 | 101 |
| 2023-04-05 | 2023-06-23 | -9.17 | 79 |
| 2023-03-14 | 2023-03-17 | -8.90 | 2 |
| 2024-04-23 | 2024-05-21 | -8.76 | 28 |
| 2022-09-28 | 2023-02-17 | -8.60 | 142 |
| 2022-06-25 | 2022-07-16 | -7.36 | 21 |
| Metric | 14857515:dotusd:triple_med_gx:lsma75_15 | 14857515:DOTUSD |
|---|---|---|
| Best Day | 7.47% | 18.19% |
| Worst Day | -9.56% | -21.48% |
| Best Week | 15.0% | 35.94% |
| Worst Week | -18.59% | -27.34% |
| Best Month | 24.06% | 126.38% |
| Worst Month | -13.45% | -33.41% |
| Best Year | 67.71% | 90.52% |
| Worst Year | 0.84% | -53.78% |
| Avg. Up Day | 1.48% | 1.5% |
| Avg. Down Day | -1.1% | -1.18% |
| Avg. Up Week | 5.9% | 10.82% |
| Avg. Down Week | -3.2% | -8.41% |
| Avg. Up Month | 9.75% | 23.6% |
| Avg. Down Month | -4.71% | -15.95% |
| Win Days % | 45.77% | 49.77% |
| Win Month % | 55.56% | 41.46% |
| Win Week % | 51.52% | 44.13% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 25.0% |