| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.56% | -52.02% |
| Max Drawdown | -26.04% | -71.62% |
| Sharpe | 0.25 | -0.12 |
| Sortino | 0.39 | -0.17 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.11 | 0.98 |
| Common Sense Ratio | 0.78 | 1.02 |
| CPC Index | 0.55 | 0.49 |
| Tail Ratio | 0.7 | 1.04 |
| Outlier Win Ratio | 42.12 | 2.81 |
| Outlier Loss Ratio | 3.58 | 2.73 |
| Volatility (ann.) | 29.46% | 88.16% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.12 | -0.55 |
| Skew | 2.12 | -0.38 |
| Kurtosis | 38.18 | 5.17 |
| Expected Daily % | 0.01% | -0.14% |
| Expected Monthly % | 0.25% | -4.0% |
| Expected Yearly % | 2.25% | -30.73% |
| Kelly Criterion | -5.0% | -1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -7.62% |
| Expected Shortfall (cVaR) | -2.52% | -7.62% |
| Year | 14857786:DOTUSD | 14857786:dotusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | 31.78 | 42.39 | + |
| 2025 | -52.38 | -20.66 | 0.39 | + |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| MTD | -9.26% | -20.25% |
| 3M | -15.97% | -19.11% |
| 6M | -9.04% | -14.62% |
| YTD | -20.66% | -52.38% |
| 1Y | -11.96% | -28.43% |
| 3Y (ann.) | 3.1% | -39.52% |
| 5Y (ann.) | 3.1% | -39.52% |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Max Drawdown | -26.04% | -71.62% |
| Longest DD Days | 158.0 | 313.0 |
| Avg. Drawdown | -9.4% | -24.72% |
| Avg. Drawdown Days | 45.0 | 87.0 |
| Recovery Factor | 0.17 | -0.73 |
| Ulcer Index | 0.99 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-10-16 | -26.04 | 158 |
| 2025-02-02 | 2025-05-10 | -21.24 | 97 |
| 2024-09-14 | 2024-11-10 | -9.83 | 57 |
| 2024-09-11 | 2024-09-13 | -3.42 | 2 |
| 2024-06-26 | 2024-06-28 | -3.28 | 2 |
| 2024-09-09 | 2024-09-10 | -1.01 | 1 |
| 2025-01-03 | 2025-01-04 | -0.96 | 1 |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Best Day | 14.66% | 21.39% |
| Worst Day | -9.82% | -24.6% |
| Best Week | 18.34% | 35.64% |
| Worst Week | -17.25% | -24.57% |
| Best Month | 17.21% | 110.58% |
| Worst Month | -15.39% | -25.57% |
| Best Year | 31.78% | 0.75% |
| Worst Year | -20.66% | -52.38% |
| Avg. Up Day | 3.52% | 3.93% |
| Avg. Down Day | -3.22% | -3.83% |
| Avg. Up Week | 6.23% | 9.42% |
| Avg. Down Week | -6.84% | -6.8% |
| Avg. Up Month | 6.1% | 26.44% |
| Avg. Down Month | -9.64% | -14.29% |
| Win Days % | 45.21% | 48.68% |
| Win Month % | 64.29% | 33.33% |
| Win Week % | 46.43% | 46.15% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 50.0% |