| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -35.75% | -52.02% |
| Max Drawdown | -37.16% | -71.62% |
| Sharpe | -1.55 | -0.12 |
| Sortino | -1.74 | -0.17 |
| Payoff Ratio | 0.7 | 0.66 |
| Profit Factor | 0.49 | 0.98 |
| Common Sense Ratio | 0.0 | 1.02 |
| CPC Index | 0.13 | 0.31 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 90.42 | 2.22 |
| Outlier Loss Ratio | 3.78 | 2.62 |
| Volatility (ann.) | 18.37% | 88.16% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.7 | -0.55 |
| Skew | -4.71 | -0.38 |
| Kurtosis | 48.26 | 5.17 |
| Expected Daily % | -0.08% | -0.14% |
| Expected Monthly % | -2.43% | -4.0% |
| Expected Yearly % | -19.84% | -30.73% |
| Kelly Criterion | -50.32% | -29.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -7.62% |
| Expected Shortfall (cVaR) | -1.66% | -7.62% |
| Year | 14858584:DOTUSD | 14858584:dotusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -5.67 | -7.57 | - |
| 2025 | -52.38 | -31.89 | 0.61 | + |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| MTD | -3.25% | -20.25% |
| 3M | -9.1% | -19.11% |
| 6M | -16.64% | -14.62% |
| YTD | -31.89% | -52.38% |
| 1Y | -34.94% | -28.43% |
| 3Y (ann.) | -26.14% | -39.52% |
| 5Y (ann.) | -26.14% | -39.52% |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Max Drawdown | -37.16% | -71.62% |
| Longest DD Days | 262.0 | 313.0 |
| Avg. Drawdown | -24.04% | -24.72% |
| Avg. Drawdown Days | 243.0 | 87.0 |
| Recovery Factor | -0.96 | -0.73 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-27 | 2025-10-16 | -37.16 | 262 |
| 2024-06-06 | 2025-01-16 | -10.91 | 224 |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Best Day | 5.89% | 21.39% |
| Worst Day | -9.82% | -24.6% |
| Best Week | 6.43% | 35.64% |
| Worst Week | -13.86% | -24.57% |
| Best Month | 4.02% | 110.58% |
| Worst Month | -15.45% | -25.57% |
| Best Year | -5.67% | 0.75% |
| Worst Year | -31.89% | -52.38% |
| Avg. Up Day | 1.81% | 2.41% |
| Avg. Down Day | -2.6% | -3.66% |
| Avg. Up Week | 3.94% | 10.39% |
| Avg. Down Week | -4.55% | -8.77% |
| Avg. Up Month | 1.01% | 41.89% |
| Avg. Down Month | -5.82% | -11.99% |
| Win Days % | 38.33% | 48.68% |
| Win Month % | 35.71% | 33.33% |
| Win Week % | 32.14% | 46.15% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |