| Metric | dot_fwd_daily_ | DOTUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | -14.04% | -50.14% |
| Max Drawdown | -17.59% | -71.62% |
| Sharpe | -0.6 | -0.09 |
| Sortino | -0.83 | -0.13 |
| Payoff Ratio | 1.04 | 1.18 |
| Profit Factor | 0.89 | 0.99 |
| Common Sense Ratio | 0.94 | 1.03 |
| CPC Index | 0.4 | 0.57 |
| Tail Ratio | 1.06 | 1.04 |
| Outlier Win Ratio | 24.65 | 2.32 |
| Outlier Loss Ratio | 12.43 | 2.32 |
| Volatility (ann.) | 15.3% | 88.19% |
| R^2 | 0.37 | 0.37 |
| Calmar | -0.56 | -0.53 |
| Skew | -0.05 | -0.38 |
| Kurtosis | 6.96 | 5.17 |
| Expected Daily % | -0.03% | -0.13% |
| Expected Monthly % | -0.84% | -3.79% |
| Expected Yearly % | -7.29% | -29.39% |
| Kelly Criterion | -11.55% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -7.61% |
| Expected Shortfall (cVaR) | -1.34% | -7.61% |
| Year | DOTUSD | dot_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 0.75 | -0.78 | -1.04 | - |
| 2025 | -50.51 | -13.37 | 0.26 | + |
| Metric | dot_fwd_daily_ | DOTUSD |
|---|---|---|
| MTD | -2.1% | -17.12% |
| 3M | -10.06% | -20.84% |
| 6M | -7.15% | -11.97% |
| YTD | -13.37% | -50.51% |
| 1Y | -6.45% | -23.01% |
| 3Y (ann.) | -9.86% | -37.96% |
| 5Y (ann.) | -9.86% | -37.96% |
| Metric | dot_fwd_daily_ | DOTUSD |
|---|---|---|
| Max Drawdown | -17.59% | -71.62% |
| Longest DD Days | 496.0 | 312.0 |
| Avg. Drawdown | -4.0% | -24.72% |
| Avg. Drawdown Days | 104.0 | 87.0 |
| Recovery Factor | -0.8 | -0.7 |
| Ulcer Index | 1.06 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-10-15 | -17.59 | 496 |
| 2024-05-04 | 2024-05-17 | -1.41 | 13 |
| 2024-05-27 | 2024-06-05 | -0.88 | 9 |
| 2024-05-19 | 2024-05-21 | -0.09 | 2 |
| 2024-05-23 | 2024-05-24 | -0.01 | 1 |
| Metric | dot_fwd_daily_ | DOTUSD |
|---|---|---|
| Best Day | 3.71% | 21.39% |
| Worst Day | -3.77% | -24.6% |
| Best Week | 5.46% | 35.64% |
| Worst Week | -5.72% | -24.57% |
| Best Month | 11.8% | 110.58% |
| Worst Month | -5.55% | -25.57% |
| Best Year | -0.78% | 0.75% |
| Worst Year | -13.37% | -50.51% |
| Avg. Up Day | 0.76% | 3.66% |
| Avg. Down Day | -0.73% | -3.1% |
| Avg. Up Week | 1.95% | 10.08% |
| Avg. Down Week | -1.86% | -9.29% |
| Avg. Up Month | 7.33% | 58.75% |
| Avg. Down Month | -3.28% | -14.1% |
| Win Days % | 43.06% | 48.78% |
| Win Month % | 27.78% | 33.33% |
| Win Week % | 42.67% | 46.15% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |