| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 226.89% | -58.97% |
| Max Drawdown | -51.32% | -78.31% |
| Sharpe | 0.94 | 0.04 |
| Sortino | 1.52 | 0.06 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 1.47 | 1.09 |
| CPC Index | 0.76 | 0.57 |
| Tail Ratio | 1.17 | 1.08 |
| Outlier Win Ratio | 12.76 | 3.5 |
| Outlier Loss Ratio | 3.41 | 3.09 |
| Volatility (ann.) | 52.15% | 77.53% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.84 | -0.3 |
| Skew | 1.21 | 0.35 |
| Kurtosis | 20.97 | 4.96 |
| Expected Daily % | 0.1% | -0.07% |
| Expected Monthly % | 2.93% | -2.15% |
| Expected Yearly % | 34.46% | -19.96% |
| Kelly Criterion | 6.49% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.36% | -6.67% |
| Expected Shortfall (cVaR) | -4.36% | -6.67% |
| Year | 6458929:DOTUSD | 6458929:dotusd:triple_gx:lsma85_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.52 | 14.52 | -0.40 | + |
| 2023 | 90.52 | 89.55 | 0.99 | - |
| 2024 | -19.21 | 93.03 | -4.84 | + |
| 2025 | -58.00 | -21.99 | 0.38 | + |
| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -24.2% | -28.65% |
| 6M | -27.25% | -41.5% |
| YTD | -21.99% | -58.0% |
| 1Y | 56.55% | -46.09% |
| 3Y (ann.) | 39.1% | -22.22% |
| 5Y (ann.) | 42.99% | -23.58% |
| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| Max Drawdown | -51.32% | -78.31% |
| Longest DD Days | 253.0 | 611.0 |
| Avg. Drawdown | -9.62% | -18.7% |
| Avg. Drawdown Days | 42.0 | 133.0 |
| Recovery Factor | 4.42 | -0.75 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-23 | -51.32 | 253 |
| 2025-04-25 | 2025-11-16 | -36.00 | 205 |
| 2025-02-01 | 2025-04-19 | -28.92 | 77 |
| 2022-11-08 | 2023-06-25 | -25.71 | 229 |
| 2023-12-26 | 2024-03-02 | -17.26 | 67 |
| 2023-11-13 | 2023-12-21 | -13.33 | 38 |
| 2023-08-30 | 2023-10-23 | -9.88 | 54 |
| 2022-09-27 | 2022-11-04 | -9.49 | 38 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -23.01% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.34% | -27.34% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -23.29% | -33.41% |
| Best Year | 93.03% | 90.52% |
| Worst Year | -21.99% | -58.0% |
| Avg. Up Day | 3.56% | 3.58% |
| Avg. Down Day | -2.79% | -3.08% |
| Avg. Up Week | 8.64% | 11.16% |
| Avg. Down Week | -6.19% | -7.78% |
| Avg. Up Month | 22.17% | 27.47% |
| Avg. Down Month | -8.59% | -15.91% |
| Win Days % | 47.54% | 48.59% |
| Win Month % | 51.35% | 41.46% |
| Win Week % | 55.21% | 43.75% |
| Win Quarter % | 57.14% | 35.71% |
| Win Year % | 75.0% | 25.0% |