| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 643.67% | -40.49% |
| Max Drawdown | -40.71% | -72.71% |
| Sharpe | 1.59 | 0.15 |
| Sortino | 2.86 | 0.22 |
| Payoff Ratio | 1.39 | 1.2 |
| Profit Factor | 1.5 | 1.02 |
| Common Sense Ratio | 1.92 | 1.17 |
| CPC Index | 1.02 | 0.59 |
| Tail Ratio | 1.28 | 1.15 |
| Outlier Win Ratio | 13.37 | 3.61 |
| Outlier Loss Ratio | 3.73 | 3.06 |
| Volatility (ann.) | 49.48% | 75.9% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.34 | -0.22 |
| Skew | 2.26 | 0.45 |
| Kurtosis | 22.3 | 4.36 |
| Expected Daily % | 0.18% | -0.05% |
| Expected Monthly % | 5.57% | -1.39% |
| Expected Yearly % | 65.14% | -12.17% |
| Kelly Criterion | 12.45% | 5.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.04% | -6.5% |
| Expected Shortfall (cVaR) | -4.04% | -6.5% |
| Year | 6458754:DOTUSD | 6458754:dotusd:triple_gx:lsma80_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -42.84 | 7.40 | -0.17 | + |
| 2023 | 90.52 | 127.16 | 1.40 | + |
| 2024 | -19.21 | 140.16 | -7.30 | + |
| 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.) | 95.19% | -15.89% |
| 5Y (ann.) | 95.19% | -15.89% |
| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754:DOTUSD |
|---|---|---|
| Max Drawdown | -40.71% | -72.71% |
| Longest DD Days | 252.0 | 570.0 |
| Avg. Drawdown | -6.85% | -17.3% |
| Avg. Drawdown Days | 24.0 | 108.0 |
| Recovery Factor | 15.81 | -0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-22 | -40.71 | 252 |
| 2022-11-08 | 2023-06-20 | -25.71 | 224 |
| 2025-01-24 | 2025-03-14 | -19.56 | 49 |
| 2023-12-26 | 2024-03-02 | -18.05 | 67 |
| 2025-05-14 | 2025-07-19 | -15.97 | 66 |
| 2023-08-30 | 2023-10-23 | -10.59 | 54 |
| 2022-07-22 | 2022-07-27 | -10.28 | 5 |
| 2023-11-16 | 2023-12-21 | -10.23 | 35 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| Metric | 6458754:dotusd:triple_gx:lsma80_40_35 | 6458754: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 | 140.16% | 90.52% |
| Worst Year | 7.4% | -42.84% |
| Avg. Up Day | 3.51% | 3.54% |
| Avg. Down Day | -2.53% | -2.95% |
| Avg. Up Week | 8.16% | 10.73% |
| Avg. Down Week | -4.63% | -7.55% |
| Avg. Up Month | 19.5% | 27.08% |
| Avg. Down Month | -6.2% | -16.24% |
| Win Days % | 49.15% | 48.53% |
| Win Month % | 64.71% | 40.54% |
| Win Week % | 62.22% | 43.75% |
| Win Quarter % | 76.92% | 38.46% |
| Win Year % | 100.0% | 25.0% |