| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 80.2% | -36.25% |
| Max Drawdown | -34.82% | -70.49% |
| Sharpe | 1.12 | -0.04 |
| Sortino | 1.97 | -0.06 |
| Payoff Ratio | 1.35 | 1.24 |
| Profit Factor | 1.28 | 0.99 |
| Common Sense Ratio | 1.48 | 1.14 |
| CPC Index | 0.81 | 0.59 |
| Tail Ratio | 1.16 | 1.15 |
| Outlier Win Ratio | 9.72 | 3.39 |
| Outlier Loss Ratio | 3.49 | 2.89 |
| Volatility (ann.) | 59.7% | 83.5% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.86 | -0.45 |
| Skew | 2.17 | 0.56 |
| Kurtosis | 17.89 | 4.88 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.0% | -2.96% |
| Expected Yearly % | 34.24% | -20.16% |
| Kelly Criterion | 7.55% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.2% |
| Expected Shortfall (cVaR) | -4.96% | -7.2% |
| Year | 6457078:DOTUSD | 6457078:dotusd:triple_gx:lsma85_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 127.85 | -22.19 | + |
| 2025 | -32.36 | -20.91 | 0.65 | + |
| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| MTD | 7.52% | 31.92% |
| 3M | -2.69% | 22.06% |
| 6M | -20.91% | -40.3% |
| YTD | -20.91% | -32.36% |
| 1Y | 75.89% | -29.32% |
| 3Y (ann.) | 64.85% | -31.76% |
| 5Y (ann.) | 64.85% | -31.76% |
| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| Max Drawdown | -34.82% | -70.49% |
| Longest DD Days | 227.0 | 225.0 |
| Avg. Drawdown | -10.95% | -17.95% |
| Avg. Drawdown Days | 36.0 | 52.0 |
| Recovery Factor | 2.3 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-20 | -34.82 | 227 |
| 2024-06-06 | 2024-08-06 | -22.69 | 61 |
| 2024-08-09 | 2024-11-11 | -22.27 | 94 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-06-02 | 2024-06-04 | -0.96 | 2 |
| 2024-11-30 | 2024-12-01 | -0.86 | 1 |
| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -12.74% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.32% | -27.32% |
| Best Month | 106.49% | 126.38% |
| Worst Month | -23.33% | -25.97% |
| Best Year | 127.85% | -5.76% |
| Worst Year | -20.91% | -32.36% |
| Avg. Up Day | 3.66% | 3.67% |
| Avg. Down Day | -2.72% | -2.97% |
| Avg. Up Week | 10.88% | 13.75% |
| Avg. Down Week | -7.35% | -7.35% |
| Avg. Up Month | 45.5% | 53.15% |
| Avg. Down Month | -8.87% | -12.54% |
| Win Days % | 46.95% | 47.79% |
| Win Month % | 53.33% | 33.33% |
| Win Week % | 53.66% | 38.1% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 50.0% | 0.0% |