| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 82.87% | -60.42% |
| Max Drawdown | -30.94% | -76.55% |
| Sharpe | 1.02 | -0.3 |
| Sortino | 1.81 | -0.43 |
| Payoff Ratio | 1.37 | 1.16 |
| Profit Factor | 1.27 | 0.96 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.8 | 0.53 |
| Tail Ratio | 1.04 | 1.12 |
| Outlier Win Ratio | 12.16 | 3.24 |
| Outlier Loss Ratio | 3.7 | 2.78 |
| Volatility (ann.) | 51.95% | 85.23% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.6 | -0.6 |
| Skew | 2.68 | 0.36 |
| Kurtosis | 24.48 | 5.49 |
| Expected Daily % | 0.11% | -0.17% |
| Expected Monthly % | 3.23% | -4.76% |
| Expected Yearly % | 35.23% | -37.09% |
| Kelly Criterion | 5.84% | 3.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.33% | -7.41% |
| Expected Shortfall (cVaR) | -4.33% | -7.41% |
| Year | 6458738:DOTUSD | 6458738:dotusd:triple_gx:lsma65_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 121.32 | -21.06 | + |
| 2025 | -58.00 | -17.37 | 0.30 | + |
| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -13.14% | -28.65% |
| 6M | -24.07% | -41.5% |
| YTD | -17.37% | -58.0% |
| 1Y | 68.28% | -46.09% |
| 3Y (ann.) | 49.38% | -46.0% |
| 5Y (ann.) | 49.38% | -46.0% |
| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| Max Drawdown | -30.94% | -76.55% |
| Longest DD Days | 186.0 | 344.0 |
| Avg. Drawdown | -9.32% | -18.71% |
| Avg. Drawdown Days | 32.0 | 67.0 |
| Recovery Factor | 2.68 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-14 | 2025-11-16 | -30.94 | 186 |
| 2024-06-05 | 2024-11-10 | -22.83 | 158 |
| 2025-01-23 | 2025-03-15 | -19.98 | 51 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2025-03-20 | 2025-04-12 | -8.33 | 23 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2025-04-13 | 2025-04-19 | -5.20 | 6 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2025-04-20 | 2025-04-22 | -2.58 | 2 |
| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -9.11% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -17.6% | -27.34% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -20.79% | -26.3% |
| Best Year | 121.32% | -5.76% |
| Worst Year | -17.37% | -58.0% |
| Avg. Up Day | 3.64% | 3.67% |
| Avg. Down Day | -2.66% | -3.18% |
| Avg. Up Week | 9.45% | 12.29% |
| Avg. Down Week | -6.41% | -9.58% |
| Avg. Up Month | 65.36% | 63.76% |
| Avg. Down Month | -8.61% | -17.7% |
| Win Days % | 45.54% | 48.18% |
| Win Month % | 41.18% | 36.84% |
| Win Week % | 55.1% | 38.75% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |