| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 241.24% | -33.91% |
| Max Drawdown | -34.82% | -72.71% |
| Sharpe | 1.01 | 0.19 |
| Sortino | 1.71 | 0.29 |
| Payoff Ratio | 1.33 | 1.21 |
| Profit Factor | 1.25 | 1.03 |
| Common Sense Ratio | 1.48 | 1.2 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.18 | 1.16 |
| Outlier Win Ratio | 10.85 | 3.61 |
| Outlier Loss Ratio | 3.44 | 3.2 |
| Volatility (ann.) | 55.1% | 75.88% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.46 | -0.18 |
| Skew | 1.66 | 0.46 |
| Kurtosis | 15.11 | 4.38 |
| Expected Daily % | 0.11% | -0.04% |
| Expected Monthly % | 3.37% | -1.11% |
| Expected Yearly % | 35.91% | -9.84% |
| Kelly Criterion | 7.87% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -6.49% |
| Expected Shortfall (cVaR) | -4.59% | -6.49% |
| Year | 6457078:DOTUSD | 6457078:dotusd:triple_gx:lsma85_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.52 | 13.07 | -0.36 | + |
| 2023 | 90.52 | 43.33 | 0.48 | - |
| 2024 | -19.21 | 166.24 | -8.65 | + |
| 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.) | 50.83% | -12.95% |
| 5Y (ann.) | 50.83% | -12.95% |
| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| Max Drawdown | -34.82% | -72.71% |
| Longest DD Days | 368.0 | 570.0 |
| Avg. Drawdown | -10.65% | -18.08% |
| Avg. Drawdown Days | 48.0 | 119.0 |
| Recovery Factor | 6.93 | -0.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-20 | -34.82 | 227 |
| 2024-03-15 | 2024-11-11 | -33.96 | 241 |
| 2022-11-08 | 2023-11-11 | -33.58 | 368 |
| 2023-12-26 | 2024-03-02 | -19.63 | 67 |
| 2023-11-13 | 2023-12-21 | -18.48 | 38 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2022-08-11 | 2022-10-29 | -11.16 | 79 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| Metric | 6457078:dotusd:triple_gx:lsma85_60_30 | 6457078:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -14.35% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.32% | -27.32% |
| Best Month | 106.49% | 126.38% |
| Worst Month | -23.33% | -33.41% |
| Best Year | 166.24% | 90.52% |
| Worst Year | -20.91% | -36.52% |
| Avg. Up Day | 3.57% | 3.58% |
| Avg. Down Day | -2.67% | -2.96% |
| Avg. Up Week | 9.35% | 11.15% |
| Avg. Down Week | -5.54% | -7.23% |
| Avg. Up Month | 20.6% | 30.05% |
| Avg. Down Month | -7.3% | -13.31% |
| Win Days % | 47.34% | 48.48% |
| Win Month % | 57.14% | 40.54% |
| Win Week % | 50.53% | 44.03% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 75.0% | 25.0% |