| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 27.7% | -3.74% |
| Max Drawdown | -52.84% | -72.71% |
| Sharpe | 0.43 | 0.36 |
| Sortino | 0.66 | 0.53 |
| Payoff Ratio | 1.45 | 1.09 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | 1.04 | 1.24 |
| CPC Index | 0.66 | 0.56 |
| Tail Ratio | 0.94 | 1.18 |
| Outlier Win Ratio | 14.83 | 3.43 |
| Outlier Loss Ratio | 4.02 | 3.2 |
| Volatility (ann.) | 46.14% | 76.03% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.19 | -0.02 |
| Skew | 0.67 | 0.54 |
| Kurtosis | 10.06 | 4.66 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 0.77% | -0.12% |
| Expected Yearly % | 6.3% | -0.95% |
| Kelly Criterion | 0.58% | 2.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.92% | -6.47% |
| Expected Shortfall (cVaR) | -3.92% | -6.47% |
| Year | 6447893:DOTUSD | 6447893:dotusd:triple_gx:lsma230_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.54 | -3.87 | 0.51 | + |
| 2023 | 90.52 | 89.93 | 0.99 | - |
| 2024 | -19.21 | -17.70 | 0.92 | + |
| 2025 | -32.36 | -15.00 | 0.46 | + |
| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| MTD | 15.28% | 31.92% |
| 3M | 1.88% | 22.06% |
| 6M | -15.0% | -40.3% |
| YTD | -15.0% | -32.36% |
| 1Y | -24.38% | -29.32% |
| 3Y (ann.) | 9.91% | -1.46% |
| 5Y (ann.) | 9.91% | -1.46% |
| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| Max Drawdown | -52.84% | -72.71% |
| Longest DD Days | 492.0 | 492.0 |
| Avg. Drawdown | -9.66% | -12.71% |
| Avg. Drawdown Days | 55.0 | 51.0 |
| Recovery Factor | 0.52 | -0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-20 | -52.84 | 492 |
| 2023-12-14 | 2024-03-14 | -20.12 | 91 |
| 2023-06-07 | 2023-11-11 | -18.98 | 157 |
| 2023-02-08 | 2023-02-17 | -11.22 | 9 |
| 2023-11-13 | 2023-12-08 | -8.95 | 25 |
| 2023-12-11 | 2023-12-13 | -8.82 | 2 |
| 2023-03-18 | 2023-04-13 | -7.85 | 26 |
| 2023-02-21 | 2023-03-12 | -6.61 | 19 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-03-15 | 2023-03-17 | -5.62 | 2 |
| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| Best Day | 15.24% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 19.12% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 26.58% | 126.38% |
| Worst Month | -17.91% | -33.41% |
| Best Year | 89.93% | 90.52% |
| Worst Year | -17.7% | -32.36% |
| Avg. Up Day | 3.49% | 3.52% |
| Avg. Down Day | -2.4% | -3.22% |
| Avg. Up Week | 7.6% | 11.02% |
| Avg. Down Week | -4.28% | -7.61% |
| Avg. Up Month | 10.92% | 30.84% |
| Avg. Down Month | -7.37% | -16.77% |
| Win Days % | 41.13% | 48.94% |
| Win Month % | 56.67% | 40.62% |
| Win Week % | 45.45% | 44.2% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 25.0% | 25.0% |