| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 610.24% | -37.68% |
| Max Drawdown | -36.31% | -72.71% |
| Sharpe | 1.56 | 0.17 |
| Sortino | 2.78 | 0.25 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.49 | 1.03 |
| Common Sense Ratio | 1.98 | 1.18 |
| CPC Index | 1.0 | 0.59 |
| Tail Ratio | 1.33 | 1.15 |
| Outlier Win Ratio | 13.45 | 3.6 |
| Outlier Loss Ratio | 3.81 | 3.07 |
| Volatility (ann.) | 49.31% | 76.05% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.52 | -0.2 |
| Skew | 2.23 | 0.46 |
| Kurtosis | 22.56 | 4.32 |
| Expected Daily % | 0.18% | -0.04% |
| Expected Monthly % | 5.44% | -1.27% |
| Expected Yearly % | 63.25% | -11.15% |
| Kelly Criterion | 12.13% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.03% | -6.51% |
| Expected Shortfall (cVaR) | -4.03% | -6.51% |
| Year | 6458744:DOTUSD | 6458744:dotusd:triple_gx:lsma75_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.14 | 6.43 | -0.16 | + |
| 2023 | 90.52 | 110.72 | 1.22 | + |
| 2024 | -19.21 | 178.01 | -9.27 | + |
| 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.) | 92.11% | -16.83% |
| 5Y (ann.) | 91.65% | -14.52% |
| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744:DOTUSD |
|---|---|---|
| Max Drawdown | -36.31% | -72.71% |
| Longest DD Days | 241.0 | 570.0 |
| Avg. Drawdown | -6.59% | -16.34% |
| Avg. Drawdown Days | 20.0 | 99.0 |
| Recovery Factor | 16.81 | -0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-11 | -36.31 | 241 |
| 2022-11-08 | 2023-06-21 | -26.86 | 225 |
| 2025-01-23 | 2025-03-15 | -19.98 | 51 |
| 2025-05-14 | 2025-07-20 | -19.21 | 67 |
| 2023-11-16 | 2023-12-21 | -17.18 | 35 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2023-12-26 | 2024-03-02 | -14.06 | 67 |
| 2023-08-30 | 2023-10-23 | -12.78 | 54 |
| 2022-07-22 | 2022-07-27 | -10.28 | 5 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| Metric | 6458744:dotusd:triple_gx:lsma75_40_35 | 6458744: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 | -15.7% | -33.41% |
| Best Year | 178.01% | 90.52% |
| Worst Year | 6.43% | -40.14% |
| Avg. Up Day | 3.41% | 3.44% |
| Avg. Down Day | -2.5% | -2.91% |
| Avg. Up Week | 8.2% | 10.5% |
| Avg. Down Week | -4.32% | -7.32% |
| Avg. Up Month | 18.83% | 27.86% |
| Avg. Down Month | -6.59% | -16.69% |
| Win Days % | 49.29% | 48.58% |
| Win Month % | 65.71% | 40.54% |
| Win Week % | 60.22% | 44.38% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 100.0% | 25.0% |