| Metric | 6457367:dotusd:triple_gx:lsma235_65_30 | 6457367:DOTUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 34.14% | -60.42% |
| Max Drawdown | -50.74% | -76.55% |
| Sharpe | 0.62 | -0.3 |
| Sortino | 0.98 | -0.43 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.17 | 0.96 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.66 | 0.5 |
| Tail Ratio | 0.95 | 1.12 |
| Outlier Win Ratio | 12.46 | 3.24 |
| Outlier Loss Ratio | 3.39 | 2.92 |
| Volatility (ann.) | 55.82% | 85.23% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.42 | -0.6 |
| Skew | 1.24 | 0.36 |
| Kurtosis | 25.46 | 5.49 |
| Expected Daily % | 0.05% | -0.17% |
| Expected Monthly % | 1.56% | -4.76% |
| Expected Yearly % | 15.82% | -37.09% |
| Kelly Criterion | 3.13% | 0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.71% | -7.41% |
| Expected Shortfall (cVaR) | -4.71% | -7.41% |
| Year | 6457367:DOTUSD | 6457367:dotusd:triple_gx:lsma235_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 152.83 | -26.53 | + |
| 2025 | -58.00 | -46.95 | 0.81 | + |
| Metric | 6457367:dotusd:triple_gx:lsma235_65_30 | 6457367:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -35.91% | -28.65% |
| 6M | -40.24% | -41.5% |
| YTD | -46.95% | -58.0% |
| 1Y | 9.67% | -46.09% |
| 3Y (ann.) | 21.56% | -46.0% |
| 5Y (ann.) | 21.56% | -46.0% |
| Metric | 6457367:dotusd:triple_gx:lsma235_65_30 | 6457367:DOTUSD |
|---|---|---|
| Max Drawdown | -50.74% | -76.55% |
| Longest DD Days | 159.0 | 344.0 |
| Avg. Drawdown | -10.47% | -18.71% |
| Avg. Drawdown Days | 24.0 | 67.0 |
| Recovery Factor | 0.67 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-23 | 2025-11-16 | -50.74 | 116 |
| 2025-02-13 | 2025-07-22 | -27.90 | 159 |
| 2024-08-09 | 2024-11-11 | -22.93 | 94 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2025-02-03 | 2025-02-12 | -13.62 | 9 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-07-03 | 2024-07-06 | -8.72 | 3 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-07-07 | 2024-07-14 | -5.40 | 7 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| Metric | 6457367:dotusd:triple_gx:lsma235_65_30 | 6457367:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -23.01% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.34% | -27.34% |
| Best Month | 108.4% | 126.38% |
| Worst Month | -24.84% | -26.3% |
| Best Year | 152.83% | -5.76% |
| Worst Year | -46.95% | -58.0% |
| Avg. Up Day | 3.55% | 3.57% |
| Avg. Down Day | -2.99% | -3.28% |
| Avg. Up Week | 10.8% | 13.43% |
| Avg. Down Week | -8.7% | -9.54% |
| Avg. Up Month | 58.6% | 67.36% |
| Avg. Down Month | -6.36% | -17.66% |
| Win Days % | 47.49% | 48.18% |
| Win Month % | 40.0% | 36.84% |
| Win Week % | 50.0% | 38.75% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 0.0% |