| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 412.48% | -59.76% |
| Max Drawdown | -37.93% | -78.31% |
| Sharpe | 1.23 | 0.04 |
| Sortino | 2.12 | 0.06 |
| Payoff Ratio | 1.37 | 1.17 |
| Profit Factor | 1.35 | 1.01 |
| Common Sense Ratio | 1.56 | 1.09 |
| CPC Index | 0.88 | 0.57 |
| Tail Ratio | 1.15 | 1.08 |
| Outlier Win Ratio | 13.07 | 3.46 |
| Outlier Loss Ratio | 3.77 | 3.01 |
| Volatility (ann.) | 49.0% | 77.7% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.65 | -0.3 |
| Skew | 2.07 | 0.35 |
| Kurtosis | 21.06 | 4.84 |
| Expected Daily % | 0.13% | -0.07% |
| Expected Monthly % | 4.07% | -2.2% |
| Expected Yearly % | 50.46% | -20.35% |
| Kelly Criterion | 8.81% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.05% | -6.68% |
| Expected Shortfall (cVaR) | -4.05% | -6.68% |
| Year | 6458738:DOTUSD | 6458738:dotusd:triple_gx:lsma65_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.74 | 16.11 | -0.43 | + |
| 2023 | 90.52 | 108.16 | 1.19 | + |
| 2024 | -19.21 | 156.62 | -8.15 | + |
| 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.) | 58.97% | -22.22% |
| 5Y (ann.) | 62.47% | -23.69% |
| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| Max Drawdown | -37.93% | -78.31% |
| Longest DD Days | 248.0 | 611.0 |
| Avg. Drawdown | -6.74% | -17.79% |
| Avg. Drawdown Days | 26.0 | 110.0 |
| Recovery Factor | 10.88 | -0.76 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-18 | -37.93 | 248 |
| 2025-05-14 | 2025-11-16 | -30.94 | 186 |
| 2022-11-08 | 2023-06-23 | -28.26 | 227 |
| 2025-01-23 | 2025-03-15 | -19.98 | 51 |
| 2023-12-26 | 2024-03-02 | -15.51 | 67 |
| 2023-11-16 | 2023-12-21 | -15.27 | 35 |
| 2023-08-30 | 2023-10-23 | -12.75 | 54 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2025-03-20 | 2025-04-12 | -8.33 | 23 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| Metric | 6458738:dotusd:triple_gx:lsma65_40_35 | 6458738:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -14.35% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -18.75% | -27.34% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -20.79% | -33.41% |
| Best Year | 156.62% | 90.52% |
| Worst Year | -17.37% | -58.0% |
| Avg. Up Day | 3.44% | 3.47% |
| Avg. Down Day | -2.51% | -2.98% |
| Avg. Up Week | 8.34% | 10.22% |
| Avg. Down Week | -4.49% | -7.98% |
| Avg. Up Month | 22.28% | 29.66% |
| Avg. Down Month | -6.17% | -17.49% |
| Win Days % | 47.27% | 48.77% |
| Win Month % | 55.26% | 41.46% |
| Win Week % | 54.29% | 44.13% |
| Win Quarter % | 57.14% | 35.71% |
| Win Year % | 75.0% | 25.0% |