| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 16.24% | -3.74% |
| Max Drawdown | -60.55% | -72.71% |
| Sharpe | 0.36 | 0.36 |
| Sortino | 0.55 | 0.53 |
| Payoff Ratio | 1.44 | 1.11 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 0.97 | 1.24 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 0.88 | 1.18 |
| Outlier Win Ratio | 14.74 | 3.5 |
| Outlier Loss Ratio | 3.8 | 3.17 |
| Volatility (ann.) | 47.47% | 76.03% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.1 | -0.02 |
| Skew | 0.7 | 0.54 |
| Kurtosis | 9.45 | 4.66 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 0.47% | -0.12% |
| Expected Yearly % | 3.83% | -0.95% |
| Kelly Criterion | -0.03% | 3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.04% | -6.47% |
| Expected Shortfall (cVaR) | -4.04% | -6.47% |
| Year | 6448261:DOTUSD | 6448261:dotusd:triple_gx:lsma230_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.54 | -4.14 | 0.55 | + |
| 2023 | 90.52 | 114.47 | 1.26 | + |
| 2024 | -19.21 | -29.09 | 1.51 | - |
| 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.) | 5.98% | -1.46% |
| 5Y (ann.) | 5.98% | -1.46% |
| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| Max Drawdown | -60.55% | -72.71% |
| Longest DD Days | 492.0 | 492.0 |
| Avg. Drawdown | -10.77% | -12.71% |
| Avg. Drawdown Days | 61.0 | 51.0 |
| Recovery Factor | 0.27 | -0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-20 | -60.55 | 492 |
| 2023-12-14 | 2024-03-11 | -18.40 | 88 |
| 2023-06-07 | 2023-11-01 | -17.79 | 147 |
| 2023-03-18 | 2023-06-06 | -9.61 | 80 |
| 2023-11-13 | 2023-12-08 | -8.95 | 25 |
| 2023-12-11 | 2023-12-13 | -8.82 | 2 |
| 2023-02-21 | 2023-03-12 | -8.59 | 19 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-01-24 | 2023-02-17 | -5.71 | 24 |
| 2023-03-15 | 2023-03-17 | -5.62 | 2 |
| Metric | 6448261:dotusd:triple_gx:lsma230_35_15 | 6448261:DOTUSD |
|---|---|---|
| Best Day | 15.24% | 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% | -33.41% |
| Best Year | 114.47% | 90.52% |
| Worst Year | -29.09% | -32.36% |
| Avg. Up Day | 3.61% | 3.64% |
| Avg. Down Day | -2.51% | -3.26% |
| Avg. Up Week | 7.7% | 12.01% |
| Avg. Down Week | -4.94% | -7.57% |
| Avg. Up Month | 15.04% | 33.82% |
| Avg. Down Month | -8.07% | -15.58% |
| Win Days % | 40.96% | 48.94% |
| Win Month % | 50.0% | 40.62% |
| Win Week % | 46.34% | 44.2% |
| Win Quarter % | 41.67% | 41.67% |
| Win Year % | 25.0% | 25.0% |