| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754:DOTUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 184.23% | -36.25% |
| Max Drawdown | -23.14% | -70.49% |
| Sharpe | 1.89 | -0.04 |
| Sortino | 3.72 | -0.06 |
| Payoff Ratio | 1.44 | 1.21 |
| Profit Factor | 1.56 | 0.99 |
| Common Sense Ratio | 1.89 | 1.14 |
| CPC Index | 1.11 | 0.58 |
| Tail Ratio | 1.21 | 1.15 |
| Outlier Win Ratio | 11.14 | 3.39 |
| Outlier Loss Ratio | 3.83 | 2.8 |
| Volatility (ann.) | 54.37% | 83.5% |
| R^2 | 0.43 | 0.43 |
| Calmar | 6.17 | -0.45 |
| Skew | 3.03 | 0.56 |
| Kurtosis | 24.98 | 4.88 |
| Expected Daily % | 0.24% | -0.1% |
| Expected Monthly % | 7.21% | -2.96% |
| Expected Yearly % | 68.59% | -20.16% |
| Kelly Criterion | 13.98% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.4% | -7.2% |
| Expected Shortfall (cVaR) | -4.4% | -7.2% |
| Year | 6458754:DOTUSD | 6458754:dotusd:triple_gx:lsma80_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 123.94 | -21.52 | + |
| 2025 | -32.36 | 26.92 | -0.83 | + |
| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754:DOTUSD |
|---|---|---|
| MTD | 11.14% | 31.92% |
| 3M | 14.76% | 22.06% |
| 6M | 26.92% | -40.3% |
| YTD | 26.92% | -32.36% |
| 1Y | 215.61% | -29.32% |
| 3Y (ann.) | 142.71% | -31.76% |
| 5Y (ann.) | 142.71% | -31.76% |
| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754:DOTUSD |
|---|---|---|
| Max Drawdown | -23.14% | -70.49% |
| Longest DD Days | 166.0 | 225.0 |
| Avg. Drawdown | -7.59% | -17.95% |
| Avg. Drawdown Days | 21.0 | 52.0 |
| Recovery Factor | 7.96 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-10 | -23.14 | 166 |
| 2025-01-24 | 2025-03-14 | -19.56 | 49 |
| 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 |
| 2024-05-22 | 2024-05-27 | -5.45 | 5 |
| 2025-04-13 | 2025-04-19 | -5.20 | 6 |
| 2025-03-16 | 2025-04-09 | -4.90 | 24 |
| 2025-04-10 | 2025-04-12 | -4.89 | 2 |
| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754: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 | 123.94% | -5.76% |
| Worst Year | 26.92% | -32.36% |
| Avg. Up Day | 3.62% | 3.64% |
| Avg. Down Day | -2.51% | -3.0% |
| Avg. Up Week | 9.91% | 13.39% |
| Avg. Down Week | -6.5% | -9.0% |
| Avg. Up Month | 37.53% | 40.88% |
| Avg. Down Month | -7.47% | -12.58% |
| Win Days % | 49.21% | 47.79% |
| Win Month % | 60.0% | 33.33% |
| Win Week % | 65.85% | 38.1% |
| Win Quarter % | 83.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |