| Metric | 6448761:dotusd:triple_gx:lsma235_50_15 | 6448761:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 117.23% | 0.23% |
| Max Drawdown | -37.14% | -72.71% |
| Sharpe | 0.88 | 0.38 |
| Sortino | 1.38 | 0.57 |
| Payoff Ratio | 1.46 | 1.15 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.33 | 1.25 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.07 | 1.18 |
| Outlier Win Ratio | 14.73 | 3.5 |
| Outlier Loss Ratio | 3.88 | 3.14 |
| Volatility (ann.) | 46.3% | 76.14% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.95 | 0.0 |
| Skew | 0.68 | 0.54 |
| Kurtosis | 9.38 | 4.65 |
| Expected Daily % | 0.08% | 0.0% |
| Expected Monthly % | 2.45% | 0.01% |
| Expected Yearly % | 21.4% | 0.06% |
| Kelly Criterion | 5.05% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -6.48% |
| Expected Shortfall (cVaR) | -3.87% | -6.48% |
| Year | 6448761:DOTUSD | 6448761:dotusd:triple_gx:lsma235_50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | 0.26 | -0.07 | + |
| 2023 | 90.52 | 90.71 | 1.00 | + |
| 2024 | -19.21 | 42.57 | -2.22 | + |
| 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.) | 35.15% | 0.09% |
| 5Y (ann.) | 35.15% | 0.09% |
| Metric | 6448761:dotusd:triple_gx:lsma235_50_15 | 6448761:DOTUSD |
|---|---|---|
| Max Drawdown | -37.14% | -72.71% |
| Longest DD Days | 252.0 | 492.0 |
| Avg. Drawdown | -7.18% | -11.38% |
| Avg. Drawdown Days | 30.0 | 45.0 |
| Recovery Factor | 3.16 | 0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-07-20 | -37.14 | 179 |
| 2024-03-15 | 2024-11-22 | -36.47 | 252 |
| 2023-12-14 | 2024-03-14 | -24.99 | 91 |
| 2023-06-07 | 2023-10-30 | -18.84 | 145 |
| 2023-11-13 | 2023-12-08 | -8.95 | 25 |
| 2023-12-11 | 2023-12-13 | -8.82 | 2 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2023-03-18 | 2023-04-13 | -8.56 | 26 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-01-24 | 2023-01-27 | -5.71 | 3 |
| 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% | -33.41% |
| Best Year | 90.71% | 90.52% |
| Worst Year | -20.31% | -32.36% |
| Avg. Up Day | 3.58% | 3.61% |
| Avg. Down Day | -2.46% | -3.13% |
| Avg. Up Week | 8.37% | 11.95% |
| Avg. Down Week | -4.17% | -7.07% |
| Avg. Up Month | 15.32% | 34.11% |
| Avg. Down Month | -7.46% | -12.97% |
| Win Days % | 43.7% | 48.98% |
| Win Month % | 63.33% | 40.62% |
| Win Week % | 50.0% | 44.53% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 75.0% | 25.0% |