| Metric | 6448761:dotusd:triple_gx:lsma235_50_15 | 6448761:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 3.13% | -36.25% |
| Max Drawdown | -37.14% | -70.49% |
| Sharpe | 0.29 | -0.04 |
| Sortino | 0.44 | -0.06 |
| Payoff Ratio | 1.36 | 1.09 |
| Profit Factor | 1.08 | 0.99 |
| Common Sense Ratio | 1.01 | 1.14 |
| CPC Index | 0.6 | 0.52 |
| Tail Ratio | 0.94 | 1.15 |
| Outlier Win Ratio | 15.3 | 3.24 |
| Outlier Loss Ratio | 3.75 | 2.92 |
| Volatility (ann.) | 47.92% | 83.5% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.07 | -0.45 |
| Skew | 0.53 | 0.56 |
| Kurtosis | 9.57 | 4.88 |
| Expected Daily % | 0.01% | -0.1% |
| Expected Monthly % | 0.21% | -2.96% |
| Expected Yearly % | 1.55% | -20.16% |
| Kelly Criterion | -2.42% | 0.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -7.2% |
| Expected Shortfall (cVaR) | -4.09% | -7.2% |
| Year | 6448761:DOTUSD | 6448761:dotusd:triple_gx:lsma235_50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 29.41 | -5.11 | + |
| 2025 | -32.36 | -20.31 | 0.63 | + |
| Metric | 6448761:dotusd:triple_gx:lsma235_50_15 | 6448761:DOTUSD |
|---|---|---|
| MTD | 11.05% | 31.92% |
| 3M | -4.47% | 22.06% |
| 6M | -20.31% | -40.3% |
| YTD | -20.31% | -32.36% |
| 1Y | 11.82% | -29.32% |
| 3Y (ann.) | 2.65% | -31.76% |
| 5Y (ann.) | 2.65% | -31.76% |
| Metric | 6448761:dotusd:triple_gx:lsma235_50_15 | 6448761:DOTUSD |
|---|---|---|
| Max Drawdown | -37.14% | -70.49% |
| Longest DD Days | 179.0 | 225.0 |
| Avg. Drawdown | -11.27% | -17.95% |
| Avg. Drawdown Days | 50.0 | 52.0 |
| Recovery Factor | 0.08 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -37.14 | 179 |
| 2024-06-07 | 2024-11-18 | -27.70 | 164 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-12-10 | 2024-12-11 | -0.18 | 1 |
| 2024-11-23 | 2024-11-24 | -0.18 | 1 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 6448761:dotusd:triple_gx:lsma235_50_15 | 6448761:DOTUSD |
|---|---|---|
| Best Day | 13.3% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 28.44% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 59.2% | 126.38% |
| Worst Month | -17.91% | -25.97% |
| Best Year | 29.41% | -5.76% |
| Worst Year | -20.31% | -32.36% |
| Avg. Up Day | 3.69% | 3.72% |
| Avg. Down Day | -2.72% | -3.41% |
| Avg. Up Week | 9.7% | 15.03% |
| Avg. Down Week | -5.33% | -7.36% |
| Avg. Up Month | 19.64% | 40.88% |
| Avg. Down Month | -7.59% | -16.11% |
| Win Days % | 41.03% | 47.79% |
| Win Month % | 42.86% | 33.33% |
| Win Week % | 45.95% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 50.0% | 0.0% |