| Metric | 6457367:dotusd:triple_gx:lsma235_65_30 | 6457367:DOTUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 159.46% | -37.77% |
| Max Drawdown | -50.74% | -78.31% |
| Sharpe | 0.88 | 0.18 |
| Sortino | 1.43 | 0.26 |
| Payoff Ratio | 1.24 | 1.13 |
| Profit Factor | 1.24 | 1.03 |
| Common Sense Ratio | 1.29 | 1.13 |
| CPC Index | 0.74 | 0.57 |
| Tail Ratio | 1.04 | 1.1 |
| Outlier Win Ratio | 12.24 | 3.4 |
| Outlier Loss Ratio | 3.28 | 3.06 |
| Volatility (ann.) | 52.75% | 78.0% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.77 | -0.19 |
| Skew | 1.37 | 0.4 |
| Kurtosis | 21.36 | 5.25 |
| Expected Daily % | 0.09% | -0.04% |
| Expected Monthly % | 2.68% | -1.31% |
| Expected Yearly % | 26.92% | -11.18% |
| Kelly Criterion | 6.28% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.41% | -6.68% |
| Expected Shortfall (cVaR) | -4.41% | -6.68% |
| Year | 6457367:DOTUSD | 6457367:dotusd:triple_gx:lsma235_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | -3.72 | 1.00 | + |
| 2023 | 90.52 | 115.79 | 1.28 | + |
| 2024 | -19.21 | 135.40 | -7.05 | + |
| 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.) | 38.9% | -15.08% |
| 5Y (ann.) | 38.9% | -15.08% |
| Metric | 6457367:dotusd:triple_gx:lsma235_65_30 | 6457367:DOTUSD |
|---|---|---|
| Max Drawdown | -50.74% | -78.31% |
| Longest DD Days | 159.0 | 611.0 |
| Avg. Drawdown | -9.26% | -11.66% |
| Avg. Drawdown Days | 29.0 | 51.0 |
| Recovery Factor | 3.14 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-23 | 2025-11-16 | -50.74 | 116 |
| 2025-02-13 | 2025-07-22 | -27.90 | 159 |
| 2024-03-15 | 2024-08-08 | -24.15 | 146 |
| 2024-08-09 | 2024-11-11 | -22.93 | 94 |
| 2023-12-26 | 2024-03-14 | -19.63 | 79 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2025-02-03 | 2025-02-12 | -13.62 | 9 |
| 2023-03-18 | 2023-06-23 | -13.33 | 97 |
| 2023-08-30 | 2023-10-23 | -12.06 | 54 |
| 2023-12-14 | 2023-12-21 | -11.73 | 7 |
| 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% | -33.41% |
| Best Year | 135.4% | 90.52% |
| Worst Year | -46.95% | -58.0% |
| Avg. Up Day | 3.54% | 3.55% |
| Avg. Down Day | -2.86% | -3.13% |
| Avg. Up Week | 8.8% | 11.05% |
| Avg. Down Week | -6.26% | -8.07% |
| Avg. Up Month | 26.58% | 37.55% |
| Avg. Down Month | -4.24% | -15.83% |
| Win Days % | 48.19% | 49.05% |
| Win Month % | 44.83% | 41.67% |
| Win Week % | 51.9% | 44.16% |
| Win Quarter % | 38.46% | 38.46% |
| Win Year % | 50.0% | 25.0% |