| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -24.4% | -36.25% |
| Max Drawdown | -38.83% | -70.49% |
| Sharpe | -0.26 | -0.04 |
| Sortino | -0.37 | -0.06 |
| Payoff Ratio | 1.25 | 1.04 |
| Profit Factor | 0.94 | 0.99 |
| Common Sense Ratio | 0.83 | 1.14 |
| CPC Index | 0.47 | 0.49 |
| Tail Ratio | 0.88 | 1.15 |
| Outlier Win Ratio | 14.94 | 3.12 |
| Outlier Loss Ratio | 3.69 | 2.92 |
| Volatility (ann.) | 47.73% | 83.5% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.54 | -0.45 |
| Skew | 0.31 | 0.56 |
| Kurtosis | 8.87 | 4.88 |
| Expected Daily % | -0.06% | -0.1% |
| Expected Monthly % | -1.85% | -2.96% |
| Expected Yearly % | -13.05% | -20.16% |
| Kelly Criterion | -8.39% | -2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -7.2% |
| Expected Shortfall (cVaR) | -4.14% | -7.2% |
| Year | 6448445:DOTUSD | 6448445:dotusd:triple_gx:lsma235_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | -5.59 | 0.97 | + |
| 2025 | -32.36 | -19.92 | 0.62 | + |
| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445:DOTUSD |
|---|---|---|
| MTD | 11.79% | 31.92% |
| 3M | -4.01% | 22.06% |
| 6M | -19.92% | -40.3% |
| YTD | -19.92% | -32.36% |
| 1Y | -19.73% | -29.32% |
| 3Y (ann.) | -21.13% | -31.76% |
| 5Y (ann.) | -21.13% | -31.76% |
| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445:DOTUSD |
|---|---|---|
| Max Drawdown | -38.83% | -70.49% |
| Longest DD Days | 212.0 | 225.0 |
| Avg. Drawdown | -36.44% | -17.95% |
| Avg. Drawdown Days | 200.0 | 52.0 |
| Recovery Factor | -0.63 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-07-20 | -38.83 | 212 |
| 2024-06-07 | 2024-12-11 | -34.06 | 187 |
| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445: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 | 42.33% | 126.38% |
| Worst Month | -18.19% | -25.97% |
| Best Year | -5.59% | -5.76% |
| Worst Year | -19.92% | -32.36% |
| Avg. Up Day | 3.45% | 3.49% |
| Avg. Down Day | -2.76% | -3.35% |
| Avg. Up Week | 8.2% | 13.77% |
| Avg. Down Week | -5.65% | -7.94% |
| Avg. Up Month | 20.78% | 53.15% |
| Avg. Down Month | -9.33% | -17.94% |
| Win Days % | 39.76% | 47.79% |
| Win Month % | 35.71% | 33.33% |
| Win Week % | 42.5% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 0.0% | 0.0% |