| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744:DOTUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 191.01% | -36.25% |
| Max Drawdown | -19.98% | -70.49% |
| Sharpe | 1.95 | -0.04 |
| Sortino | 3.86 | -0.06 |
| Payoff Ratio | 1.42 | 1.21 |
| Profit Factor | 1.63 | 0.99 |
| Common Sense Ratio | 1.78 | 1.14 |
| CPC Index | 1.17 | 0.57 |
| Tail Ratio | 1.09 | 1.15 |
| Outlier Win Ratio | 12.06 | 3.39 |
| Outlier Loss Ratio | 3.87 | 2.8 |
| Volatility (ann.) | 53.25% | 83.5% |
| R^2 | 0.42 | 0.42 |
| Calmar | 7.39 | -0.45 |
| Skew | 3.17 | 0.56 |
| Kurtosis | 27.24 | 4.88 |
| Expected Daily % | 0.25% | -0.1% |
| Expected Monthly % | 7.38% | -2.96% |
| Expected Yearly % | 70.59% | -20.16% |
| Kelly Criterion | 15.36% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -7.2% |
| Expected Shortfall (cVaR) | -4.3% | -7.2% |
| Year | 6458744:DOTUSD | 6458744:dotusd:triple_gx:lsma75_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 155.46 | -26.99 | + |
| 2025 | -32.36 | 13.92 | -0.43 | + |
| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744:DOTUSD |
|---|---|---|
| MTD | 5.38% | 31.92% |
| 3M | 2.42% | 22.06% |
| 6M | 13.92% | -40.3% |
| YTD | 13.92% | -32.36% |
| 1Y | 180.73% | -29.32% |
| 3Y (ann.) | 147.62% | -31.76% |
| 5Y (ann.) | 147.62% | -31.76% |
| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744:DOTUSD |
|---|---|---|
| Max Drawdown | -19.98% | -70.49% |
| Longest DD Days | 165.0 | 225.0 |
| Avg. Drawdown | -6.24% | -17.95% |
| Avg. Drawdown Days | 17.0 | 52.0 |
| Recovery Factor | 9.56 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-03-15 | -19.98 | 51 |
| 2025-05-14 | 2025-07-20 | -19.21 | 67 |
| 2024-05-28 | 2024-11-09 | -19.04 | 165 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2025-04-13 | 2025-04-19 | -5.20 | 6 |
| 2025-04-10 | 2025-04-12 | -4.89 | 2 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2025-04-20 | 2025-04-22 | -2.58 | 2 |
| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -8.63% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -17.6% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -13.74% | -25.97% |
| Best Year | 155.46% | -5.76% |
| Worst Year | 13.92% | -32.36% |
| Avg. Up Day | 3.57% | 3.61% |
| Avg. Down Day | -2.51% | -2.99% |
| Avg. Up Week | 9.39% | 12.35% |
| Avg. Down Week | -6.6% | -8.68% |
| Avg. Up Month | 47.81% | 53.15% |
| Avg. Down Month | -8.81% | -15.54% |
| Win Days % | 50.28% | 47.79% |
| Win Month % | 64.29% | 33.33% |
| Win Week % | 71.05% | 38.1% |
| Win Quarter % | 83.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |