| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 18.56% | -65.49% |
| Max Drawdown | -16.99% | -74.36% |
| Sharpe | 0.29 | 0.0 |
| Sortino | 0.57 | 0.0 |
| Payoff Ratio | 1.69 | 1.49 |
| Profit Factor | 1.35 | 1.0 |
| Common Sense Ratio | NaN | 1.0 |
| CPC Index | 0.83 | 0.74 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 209.86 | 2.23 |
| Outlier Loss Ratio | 4.83 | 2.16 |
| Volatility (ann.) | 4.8% | 40.07% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.31 | -0.36 |
| Skew | 12.48 | -0.03 |
| Kurtosis | 373.85 | 9.4 |
| Expected Daily % | 0.0% | -0.02% |
| Expected Monthly % | 0.42% | -2.56% |
| Expected Yearly % | 4.35% | -23.35% |
| Kelly Criterion | -1.07% | 16.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -3.45% |
| Expected Shortfall (cVaR) | -0.41% | -3.45% |
| Year | 14857690:DOTUSD | 14857690:dotusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.62 | 10.84 | -0.21 | + |
| 2023 | 90.52 | 13.87 | 0.15 | - |
| 2024 | -19.21 | 2.50 | -0.13 | + |
| 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.) | 2.05% | -19.66% |
| 5Y (ann.) | 5.2% | -27.13% |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Max Drawdown | -16.99% | -74.36% |
| Longest DD Days | 426.0 | 580.0 |
| Avg. Drawdown | -1.92% | -16.62% |
| Avg. Drawdown Days | 51.0 | 102.0 |
| Recovery Factor | 1.09 | -0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-15 | 2025-10-16 | -16.99 | 426 |
| 2022-09-17 | 2023-04-12 | -4.90 | 206 |
| 2024-01-26 | 2024-02-25 | -1.74 | 30 |
| 2022-07-15 | 2022-08-05 | -1.41 | 20 |
| 2023-08-14 | 2023-10-06 | -0.96 | 53 |
| 2022-09-17 | 2022-09-17 | -0.82 | 0 |
| 2022-08-05 | 2022-09-03 | -0.46 | 29 |
| 2023-10-06 | 2023-10-07 | -0.32 | 0 |
| 2023-08-13 | 2023-08-14 | -0.18 | 0 |
| 2022-06-20 | 2022-06-20 | -0.18 | 0 |
| Metric | 14857690:dotusd:triple_med_gx:lsma20_15 | 14857690:DOTUSD |
|---|---|---|
| Best Day | 8.2% | 18.19% |
| 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% | -33.41% |
| Best Year | 13.87% | 90.52% |
| Worst Year | -8.36% | -52.67% |
| Avg. Up Day | 1.46% | 1.57% |
| Avg. Down Day | -0.87% | -1.05% |
| Avg. Up Week | 2.72% | 11.16% |
| Avg. Down Week | -2.05% | -6.08% |
| Avg. Up Month | 2.71% | 13.47% |
| Avg. Down Month | -2.3% | -17.47% |
| Win Days % | 36.57% | 49.77% |
| Win Month % | 60.0% | 41.46% |
| Win Week % | 54.0% | 43.82% |
| Win Quarter % | 71.43% | 33.33% |
| Win Year % | 75.0% | 25.0% |