| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.61% | -52.02% |
| Max Drawdown | -16.99% | -73.0% |
| Sharpe | -0.17 | -0.07 |
| Sortino | -0.3 | -0.1 |
| Payoff Ratio | 1.28 | 1.3 |
| Profit Factor | 0.84 | 0.99 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.32 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 220.71 | 2.19 |
| Outlier Loss Ratio | 3.64 | 2.13 |
| Volatility (ann.) | 5.86% | 43.53% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.27 | -0.54 |
| Skew | 11.15 | -0.32 |
| Kurtosis | 329.91 | 10.42 |
| Expected Daily % | -0.0% | -0.03% |
| Expected Monthly % | -0.38% | -4.0% |
| Expected Yearly % | -3.36% | -30.73% |
| Kelly Criterion | -24.87% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -3.76% |
| Expected Shortfall (cVaR) | -0.51% | -3.76% |
| Year | 14857690:DOTUSD | 14857690:dotusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | 1.91 | 1.39 | + |
| 2025 | -52.67 | -8.36 | 0.16 | + |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| MTD | 0.0% | -19.78% |
| 3M | 1.56% | -23.19% |
| 6M | 5.44% | -10.91% |
| YTD | -8.36% | -52.67% |
| 1Y | -8.65% | -28.84% |
| 3Y (ann.) | -4.57% | -39.52% |
| 5Y (ann.) | -4.57% | -39.52% |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Max Drawdown | -16.99% | -73.0% |
| Longest DD Days | 426.0 | 314.0 |
| Avg. Drawdown | -5.78% | -12.93% |
| Avg. Drawdown Days | 142.0 | 35.0 |
| Recovery Factor | -0.39 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-15 | 2025-10-16 | -16.99 | 426 |
| 2024-05-15 | 2024-05-15 | -0.18 | 0 |
| 2024-06-25 | 2024-06-25 | -0.18 | 0 |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Best Day | 8.2% | 17.18% |
| Worst Day | -3.46% | -21.48% |
| Best Week | 6.73% | 35.94% |
| Worst Week | -5.52% | -27.34% |
| Best Month | 6.51% | 126.38% |
| Worst Month | -7.07% | -25.97% |
| Best Year | 1.91% | 1.38% |
| Worst Year | -8.36% | -52.67% |
| Avg. Up Day | 1.75% | 1.85% |
| Avg. Down Day | -1.37% | -1.42% |
| Avg. Up Week | 3.23% | 10.66% |
| Avg. Down Week | -2.98% | -7.67% |
| Avg. Up Month | 2.88% | 3.3% |
| Avg. Down Month | -3.81% | -16.41% |
| Win Days % | 30.0% | 49.65% |
| Win Month % | 50.0% | 44.44% |
| Win Week % | 45.45% | 38.96% |
| Win Quarter % | 50.0% | 28.57% |
| Win Year % | 50.0% | 50.0% |