| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 344.74% | -35.18% |
| Max Drawdown | -46.85% | -72.71% |
| Sharpe | 1.19 | 0.19 |
| Sortino | 2.01 | 0.28 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.32 | 1.03 |
| Common Sense Ratio | 1.49 | 1.2 |
| CPC Index | 0.82 | 0.59 |
| Tail Ratio | 1.13 | 1.16 |
| Outlier Win Ratio | 11.62 | 3.58 |
| Outlier Loss Ratio | 3.58 | 3.12 |
| Volatility (ann.) | 52.54% | 76.1% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.35 | -0.18 |
| Skew | 1.75 | 0.45 |
| Kurtosis | 17.66 | 4.25 |
| Expected Daily % | 0.13% | -0.04% |
| Expected Monthly % | 4.12% | -1.17% |
| Expected Yearly % | 45.22% | -10.27% |
| Kelly Criterion | 7.99% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.35% | -6.51% |
| Expected Shortfall (cVaR) | -4.35% | -6.51% |
| Year | 6458900:DOTUSD | 6458900:dotusd:triple_gx:lsma65_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -37.74 | 18.04 | -0.48 | + |
| 2023 | 90.52 | 79.00 | 0.87 | - |
| 2024 | -19.21 | 100.04 | -5.21 | + |
| 2025 | -32.36 | 5.23 | -0.16 | + |
| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| MTD | 21.14% | 31.92% |
| 3M | 10.97% | 22.06% |
| 6M | 5.23% | -40.3% |
| YTD | 5.23% | -32.36% |
| 1Y | 151.29% | -29.32% |
| 3Y (ann.) | 64.38% | -16.83% |
| 5Y (ann.) | 63.35% | -13.29% |
| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| Max Drawdown | -46.85% | -72.71% |
| Longest DD Days | 349.0 | 570.0 |
| Avg. Drawdown | -9.0% | -17.28% |
| Avg. Drawdown Days | 37.0 | 99.0 |
| Recovery Factor | 7.36 | -0.48 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-23 | -46.85 | 253 |
| 2025-01-22 | 2025-04-24 | -32.20 | 92 |
| 2022-11-08 | 2023-10-23 | -28.60 | 349 |
| 2025-04-25 | 2025-07-20 | -25.56 | 86 |
| 2023-12-26 | 2024-03-02 | -20.63 | 67 |
| 2023-11-13 | 2023-12-21 | -18.19 | 38 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| 2022-09-27 | 2022-11-04 | -7.57 | 38 |
| 2023-12-22 | 2023-12-24 | -5.52 | 2 |
| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -14.35% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.32% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -23.06% | -33.41% |
| Best Year | 100.04% | 90.52% |
| Worst Year | 5.23% | -37.74% |
| Avg. Up Day | 3.4% | 3.42% |
| Avg. Down Day | -2.66% | -2.92% |
| Avg. Up Week | 9.13% | 10.78% |
| Avg. Down Week | -4.54% | -6.52% |
| Avg. Up Month | 19.52% | 26.5% |
| Avg. Down Month | -7.98% | -15.97% |
| Win Days % | 48.33% | 48.69% |
| Win Month % | 63.89% | 40.54% |
| Win Week % | 50.0% | 44.44% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 100.0% | 25.0% |