| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 429.7% | -33.53% |
| Max Drawdown | -42.15% | -72.71% |
| Sharpe | 1.33 | 0.2 |
| Sortino | 2.32 | 0.3 |
| Payoff Ratio | 1.35 | 1.19 |
| Profit Factor | 1.38 | 1.03 |
| Common Sense Ratio | 1.69 | 1.2 |
| CPC Index | 0.89 | 0.6 |
| Tail Ratio | 1.23 | 1.17 |
| Outlier Win Ratio | 12.57 | 3.58 |
| Outlier Loss Ratio | 3.8 | 3.07 |
| Volatility (ann.) | 50.29% | 76.02% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.72 | -0.17 |
| Skew | 2.09 | 0.45 |
| Kurtosis | 20.62 | 4.24 |
| Expected Daily % | 0.15% | -0.04% |
| Expected Monthly % | 4.61% | -1.1% |
| Expected Yearly % | 51.71% | -9.71% |
| Kelly Criterion | 8.95% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.15% | -6.5% |
| Expected Shortfall (cVaR) | -4.15% | -6.5% |
| Year | 6458727:DOTUSD | 6458727:dotusd:triple_gx:lsma60_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.16 | 2.34 | -0.06 | + |
| 2023 | 90.52 | 90.34 | 1.00 | - |
| 2024 | -19.21 | 148.11 | -7.71 | + |
| 2025 | -32.36 | 9.60 | -0.30 | + |
| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| MTD | 15.3% | 31.92% |
| 3M | 8.78% | 22.06% |
| 6M | 4.76% | -40.3% |
| YTD | 9.6% | -32.36% |
| 1Y | 172.54% | -29.32% |
| 3Y (ann.) | 73.47% | -16.83% |
| 5Y (ann.) | 72.59% | -12.52% |
| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| Max Drawdown | -42.15% | -72.71% |
| Longest DD Days | 356.0 | 570.0 |
| Avg. Drawdown | -8.36% | -16.2% |
| Avg. Drawdown Days | 36.0 | 91.0 |
| Recovery Factor | 10.2 | -0.46 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-22 | -42.15 | 252 |
| 2022-11-08 | 2023-10-30 | -30.96 | 356 |
| 2025-01-18 | 2025-04-19 | -25.17 | 91 |
| 2025-05-14 | 2025-07-20 | -18.14 | 67 |
| 2023-11-16 | 2023-12-21 | -15.27 | 35 |
| 2023-12-26 | 2024-03-02 | -14.07 | 67 |
| 2022-07-05 | 2022-07-27 | -12.08 | 22 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| 2022-09-15 | 2022-11-04 | -7.74 | 50 |
| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -14.35% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -18.75% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -20.79% | -33.41% |
| Best Year | 148.11% | 90.52% |
| Worst Year | 2.34% | -36.16% |
| Avg. Up Day | 3.39% | 3.42% |
| Avg. Down Day | -2.51% | -2.87% |
| Avg. Up Week | 8.02% | 10.31% |
| Avg. Down Week | -4.37% | -7.26% |
| Avg. Up Month | 19.04% | 28.11% |
| Avg. Down Month | -7.36% | -16.69% |
| Win Days % | 47.7% | 48.83% |
| Win Month % | 61.11% | 40.54% |
| Win Week % | 56.0% | 44.44% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 100.0% | 25.0% |