| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 38.12% | -65.5% |
| Max Drawdown | -26.04% | -74.36% |
| Sharpe | 0.28 | 0.0 |
| Sortino | 0.45 | 0.0 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.15 | 1.0 |
| Common Sense Ratio | NaN | 1.0 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 65.3 | 2.95 |
| Outlier Loss Ratio | 3.62 | 2.7 |
| Volatility (ann.) | 10.32% | 40.09% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.39 | -0.37 |
| Skew | 2.56 | -0.03 |
| Kurtosis | 61.59 | 9.4 |
| Expected Daily % | 0.01% | -0.02% |
| Expected Monthly % | 0.79% | -2.56% |
| Expected Yearly % | 8.41% | -23.36% |
| Kelly Criterion | 2.06% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -3.45% |
| Expected Shortfall (cVaR) | -0.88% | -3.45% |
| Year | 14857786:DOTUSD | 14857786:dotusd:triple_med_gx:lsma65_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.64 | 6.75 | -0.13 | + |
| 2023 | 90.52 | 25.75 | 0.28 | - |
| 2024 | -19.21 | 29.69 | -1.55 | + |
| 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.) | 8.76% | -19.66% |
| 5Y (ann.) | 10.1% | -27.17% |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Max Drawdown | -26.04% | -74.36% |
| Longest DD Days | 158.0 | 580.0 |
| Avg. Drawdown | -4.49% | -17.93% |
| Avg. Drawdown Days | 34.0 | 111.0 |
| Recovery Factor | 1.46 | -0.88 |
| 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 |
| 2024-02-29 | 2024-06-27 | -13.62 | 119 |
| 2024-10-15 | 2024-11-09 | -10.16 | 25 |
| 2022-06-21 | 2022-09-04 | -9.64 | 74 |
| 2023-03-14 | 2023-03-17 | -8.90 | 2 |
| 2023-07-14 | 2023-12-06 | -7.64 | 145 |
| 2024-09-10 | 2024-09-12 | -3.92 | 2 |
| 2023-02-04 | 2023-02-19 | -3.83 | 14 |
| 2023-05-15 | 2023-06-22 | -3.46 | 37 |
| Metric | 14857786:dotusd:triple_med_gx:lsma65_15 | 14857786:DOTUSD |
|---|---|---|
| Best Day | 7.47% | 18.19% |
| 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% | -33.41% |
| Best Year | 29.69% | 90.52% |
| Worst Year | -20.66% | -52.67% |
| Avg. Up Day | 1.42% | 1.44% |
| Avg. Down Day | -1.15% | -1.2% |
| Avg. Up Week | 5.28% | 12.25% |
| Avg. Down Week | -5.56% | -9.23% |
| Avg. Up Month | 5.82% | 24.26% |
| Avg. Down Month | -7.8% | -17.27% |
| Win Days % | 45.8% | 49.78% |
| Win Month % | 70.59% | 41.46% |
| Win Week % | 54.9% | 43.82% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 75.0% | 25.0% |