| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 171.84% | -60.42% |
| Max Drawdown | -29.43% | -76.55% |
| Sharpe | 1.52 | -0.3 |
| Sortino | 2.85 | -0.43 |
| Payoff Ratio | 1.47 | 1.12 |
| Profit Factor | 1.43 | 0.96 |
| Common Sense Ratio | 1.56 | 1.07 |
| CPC Index | 0.99 | 0.52 |
| Tail Ratio | 1.09 | 1.12 |
| Outlier Win Ratio | 11.39 | 3.24 |
| Outlier Loss Ratio | 3.78 | 2.76 |
| Volatility (ann.) | 52.15% | 85.23% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.21 | -0.6 |
| Skew | 2.77 | 0.36 |
| Kurtosis | 23.73 | 5.49 |
| Expected Daily % | 0.18% | -0.17% |
| Expected Monthly % | 5.4% | -4.76% |
| Expected Yearly % | 64.87% | -37.09% |
| Kelly Criterion | 11.06% | 1.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.27% | -7.41% |
| Expected Shortfall (cVaR) | -4.27% | -7.41% |
| Year | 6458749:DOTUSD | 6458749:dotusd:triple_gx:lsma85_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 114.52 | -19.88 | + |
| 2025 | -58.00 | 26.72 | -0.46 | + |
| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -1.93% | -28.65% |
| 6M | -4.67% | -41.5% |
| YTD | 26.72% | -58.0% |
| 1Y | 158.08% | -46.09% |
| 3Y (ann.) | 94.42% | -46.0% |
| 5Y (ann.) | 94.42% | -46.0% |
| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| Max Drawdown | -29.43% | -76.55% |
| Longest DD Days | 166.0 | 344.0 |
| Avg. Drawdown | -7.19% | -18.71% |
| Avg. Drawdown Days | 21.0 | 67.0 |
| Recovery Factor | 5.84 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-10 | -29.43 | 166 |
| 2025-02-01 | 2025-02-27 | -19.42 | 26 |
| 2025-07-28 | 2025-11-16 | -17.57 | 111 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2025-05-14 | 2025-07-19 | -15.97 | 66 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2025-01-27 | 2025-01-30 | -5.28 | 3 |
| 2025-04-13 | 2025-04-19 | -5.20 | 6 |
| 2025-04-10 | 2025-04-12 | -4.89 | 2 |
| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -8.63% | -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 | 114.52% | -5.76% |
| Worst Year | 26.72% | -58.0% |
| Avg. Up Day | 3.73% | 3.75% |
| Avg. Down Day | -2.54% | -3.36% |
| Avg. Up Week | 7.99% | 11.73% |
| Avg. Down Week | -7.65% | -10.11% |
| Avg. Up Month | 46.27% | 45.29% |
| Avg. Down Month | -8.87% | -14.77% |
| Win Days % | 47.14% | 48.18% |
| Win Month % | 58.82% | 36.84% |
| Win Week % | 70.83% | 38.75% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 0.0% |