| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 3.44% | -53.58% |
| Max Drawdown | -38.93% | -74.36% |
| Sharpe | 0.07 | 0.05 |
| Sortino | 0.1 | 0.07 |
| Payoff Ratio | 1.05 | 0.94 |
| Profit Factor | 1.04 | 1.01 |
| Common Sense Ratio | NaN | 1.03 |
| CPC Index | 0.51 | 0.47 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 89.78 | 2.71 |
| Outlier Loss Ratio | 3.25 | 2.54 |
| Volatility (ann.) | 8.69% | 39.51% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.03 | -0.28 |
| Skew | 0.88 | -0.15 |
| Kurtosis | 91.04 | 8.83 |
| Expected Daily % | 0.0% | -0.02% |
| Expected Monthly % | 0.08% | -1.85% |
| Expected Yearly % | 0.85% | -17.46% |
| Kelly Criterion | -4.05% | -3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -3.4% |
| Expected Shortfall (cVaR) | -0.75% | -3.4% |
| Year | 14858584:DOTUSD | 14858584:dotusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.28 | 21.48 | -0.59 | + |
| 2023 | 90.52 | 34.99 | 0.39 | - |
| 2024 | -19.21 | -7.40 | 0.39 | + |
| 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.) | -4.08% | -19.66% |
| 5Y (ann.) | 1.02% | -20.59% |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Max Drawdown | -38.93% | -74.36% |
| Longest DD Days | 624.0 | 580.0 |
| Avg. Drawdown | -4.21% | -13.1% |
| Avg. Drawdown Days | 52.0 | 67.0 |
| Recovery Factor | 0.09 | -0.72 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-30 | 2025-10-16 | -38.93 | 624 |
| 2023-03-14 | 2023-03-17 | -8.90 | 2 |
| 2023-02-03 | 2023-03-14 | -6.76 | 38 |
| 2022-07-05 | 2022-09-23 | -6.19 | 80 |
| 2022-06-19 | 2022-06-20 | -4.77 | 1 |
| 2022-09-24 | 2022-09-26 | -4.27 | 2 |
| 2022-06-20 | 2022-07-04 | -3.68 | 13 |
| 2023-09-08 | 2023-12-07 | -3.23 | 89 |
| 2023-03-29 | 2023-06-21 | -1.76 | 84 |
| 2022-09-27 | 2022-12-02 | -1.46 | 66 |
| Metric | 14858584:dotusd:triple_med_gx:lsma45_15 | 14858584:DOTUSD |
|---|---|---|
| Best Day | 8.24% | 17.18% |
| Worst Day | -6.33% | -21.48% |
| Best Week | 10.98% | 35.94% |
| Worst Week | -16.6% | -27.34% |
| Best Month | 14.78% | 126.38% |
| Worst Month | -18.14% | -33.41% |
| Best Year | 34.99% | 90.52% |
| Worst Year | -31.89% | -52.67% |
| Avg. Up Day | 1.28% | 1.31% |
| Avg. Down Day | -1.22% | -1.4% |
| Avg. Up Week | 4.27% | 11.16% |
| Avg. Down Week | -4.13% | -8.85% |
| Avg. Up Month | 4.64% | 32.83% |
| Avg. Down Month | -6.05% | -15.35% |
| Win Days % | 46.79% | 49.87% |
| Win Month % | 59.38% | 43.9% |
| Win Week % | 51.02% | 44.32% |
| Win Quarter % | 53.33% | 40.0% |
| Win Year % | 50.0% | 25.0% |