| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -35.75% | -52.02% |
| Max Drawdown | -38.11% | -73.0% |
| Sharpe | -0.81 | -0.07 |
| Sortino | -0.95 | -0.1 |
| Payoff Ratio | 0.83 | 0.75 |
| Profit Factor | 0.64 | 0.99 |
| Common Sense Ratio | NaN | 0.99 |
| CPC Index | 0.22 | 0.37 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 107.74 | 2.64 |
| Outlier Loss Ratio | 3.41 | 2.66 |
| Volatility (ann.) | 8.89% | 43.53% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.69 | -0.54 |
| Skew | -4.71 | -0.32 |
| Kurtosis | 66.58 | 10.42 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -2.43% | -4.0% |
| Expected Yearly % | -19.84% | -30.73% |
| Kelly Criterion | -30.34% | -17.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.76% |
| Expected Shortfall (cVaR) | -0.79% | -3.76% |
| Year | 14858584:DOTUSD | 14858584:dotusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -5.67 | -4.12 | - |
| 2025 | -52.67 | -31.89 | 0.61 | + |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| MTD | -3.25% | -19.78% |
| 3M | -9.1% | -23.19% |
| 6M | -14.8% | -10.91% |
| YTD | -31.89% | -52.67% |
| 1Y | -35.35% | -28.84% |
| 3Y (ann.) | -26.14% | -39.52% |
| 5Y (ann.) | -26.14% | -39.52% |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Max Drawdown | -38.11% | -73.0% |
| Longest DD Days | 495.0 | 314.0 |
| Avg. Drawdown | -13.15% | -12.93% |
| Avg. Drawdown Days | 165.0 | 35.0 |
| Recovery Factor | -0.94 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-10-16 | -38.11 | 495 |
| 2024-06-06 | 2024-06-07 | -1.18 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Best Day | 4.35% | 17.18% |
| Worst Day | -6.33% | -21.48% |
| Best Week | 6.43% | 35.94% |
| Worst Week | -16.6% | -27.34% |
| Best Month | 5.88% | 126.38% |
| Worst Month | -18.14% | -25.97% |
| Best Year | -5.67% | 1.38% |
| Worst Year | -31.89% | -52.67% |
| Avg. Up Day | 1.09% | 1.12% |
| Avg. Down Day | -1.33% | -1.5% |
| Avg. Up Week | 4.07% | 11.1% |
| Avg. Down Week | -4.23% | -9.38% |
| Avg. Up Month | 2.94% | 46.39% |
| Avg. Down Month | -6.19% | -14.75% |
| Win Days % | 41.07% | 49.65% |
| Win Month % | 35.71% | 44.44% |
| Win Week % | 32.0% | 38.96% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |