| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 4.56% | -52.02% |
| Max Drawdown | -26.04% | -73.0% |
| Sharpe | 0.12 | -0.07 |
| Sortino | 0.2 | -0.1 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.06 | 0.99 |
| Common Sense Ratio | 0.0 | 0.99 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 57.69 | 2.89 |
| Outlier Loss Ratio | 3.68 | 2.74 |
| Volatility (ann.) | 12.24% | 43.53% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.12 | -0.54 |
| Skew | 2.56 | -0.32 |
| Kurtosis | 54.3 | 10.42 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.25% | -4.0% |
| Expected Yearly % | 2.25% | -30.73% |
| Kelly Criterion | -1.42% | 8.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -3.76% |
| Expected Shortfall (cVaR) | -1.05% | -3.76% |
| Year | 14857786:DOTUSD | 14857786:dotusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | 31.78 | 23.08 | + |
| 2025 | -52.67 | -20.66 | 0.39 | + |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| MTD | -9.26% | -19.78% |
| 3M | -15.97% | -23.19% |
| 6M | -8.55% | -10.91% |
| YTD | -20.66% | -52.67% |
| 1Y | -12.46% | -28.84% |
| 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% | -73.0% |
| Longest DD Days | 158.0 | 314.0 |
| Avg. Drawdown | -6.15% | -12.93% |
| Avg. Drawdown Days | 32.0 | 35.0 |
| Recovery Factor | 0.17 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-10 | 2025-10-16 | -26.04 | 158 |
| 2025-02-01 | 2025-05-10 | -22.79 | 97 |
| 2024-10-15 | 2024-11-09 | -10.16 | 25 |
| 2024-09-10 | 2024-09-12 | -3.92 | 2 |
| 2024-06-25 | 2024-06-27 | -3.28 | 1 |
| 2024-06-27 | 2024-09-09 | -2.50 | 73 |
| 2025-01-02 | 2025-01-03 | -2.03 | 1 |
| 2024-05-21 | 2024-05-21 | -1.03 | 0 |
| 2025-01-31 | 2025-02-01 | -0.78 | 0 |
| 2024-09-13 | 2024-10-15 | -0.67 | 32 |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Best Day | 7.47% | 17.18% |
| Worst Day | -6.33% | -21.48% |
| Best Week | 15.0% | 35.94% |
| Worst Week | -16.6% | -27.34% |
| Best Month | 21.97% | 126.38% |
| Worst Month | -14.73% | -25.97% |
| Best Year | 31.78% | 1.38% |
| Worst Year | -20.66% | -52.67% |
| Avg. Up Day | 1.55% | 1.57% |
| Avg. Down Day | -1.24% | -1.28% |
| Avg. Up Week | 5.91% | 11.98% |
| Avg. Down Week | -5.84% | -8.54% |
| Avg. Up Month | 8.96% | 23.85% |
| Avg. Down Month | -11.03% | -18.18% |
| Win Days % | 43.56% | 49.65% |
| Win Month % | 64.29% | 44.44% |
| Win Week % | 51.85% | 38.96% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 50.0% |