| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -42.22% | -36.25% |
| Max Drawdown | -53.05% | -70.49% |
| Sharpe | -0.72 | -0.04 |
| Sortino | -1.01 | -0.06 |
| Payoff Ratio | 1.29 | 1.0 |
| Profit Factor | 0.84 | 0.99 |
| Common Sense Ratio | 0.7 | 1.14 |
| CPC Index | 0.4 | 0.48 |
| Tail Ratio | 0.83 | 1.15 |
| Outlier Win Ratio | 15.3 | 3.12 |
| Outlier Loss Ratio | 3.76 | 2.97 |
| Volatility (ann.) | 48.2% | 83.5% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.7 | -0.45 |
| Skew | 0.27 | 0.56 |
| Kurtosis | 8.64 | 4.88 |
| Expected Daily % | -0.13% | -0.1% |
| Expected Monthly % | -3.59% | -2.96% |
| Expected Yearly % | -23.99% | -20.16% |
| Kelly Criterion | -12.53% | -4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.25% | -7.2% |
| Expected Shortfall (cVaR) | -4.25% | -7.2% |
| Year | 6448261:DOTUSD | 6448261:dotusd:triple_gx:lsma230_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | -27.54 | 4.78 | - |
| 2025 | -32.36 | -20.27 | 0.63 | + |
| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| MTD | 14.44% | 31.92% |
| 3M | -4.42% | 22.06% |
| 6M | -20.27% | -40.3% |
| YTD | -20.27% | -32.36% |
| 1Y | -34.06% | -29.32% |
| 3Y (ann.) | -37.23% | -31.76% |
| 5Y (ann.) | -37.23% | -31.76% |
| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| Max Drawdown | -53.05% | -70.49% |
| Longest DD Days | 408.0 | 225.0 |
| Avg. Drawdown | -53.05% | -17.95% |
| Avg. Drawdown Days | 408.0 | 52.0 |
| Recovery Factor | -0.8 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-20 | -53.05 | 408 |
| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| Best Day | 13.3% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 19.3% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 35.78% | 126.38% |
| Worst Month | -17.91% | -25.97% |
| Best Year | -20.27% | -5.76% |
| Worst Year | -27.54% | -32.36% |
| Avg. Up Day | 3.52% | 3.54% |
| Avg. Down Day | -2.73% | -3.53% |
| Avg. Up Week | 8.67% | 14.87% |
| Avg. Down Week | -6.25% | -8.12% |
| Avg. Up Month | 19.49% | 53.15% |
| Avg. Down Month | -10.56% | -17.34% |
| Win Days % | 36.69% | 47.79% |
| Win Month % | 28.57% | 33.33% |
| Win Week % | 38.46% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 0.0% | 0.0% |