| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412:DOTUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 308.3% | -58.97% |
| Max Drawdown | -41.96% | -78.31% |
| Sharpe | 1.05 | 0.04 |
| Sortino | 1.7 | 0.06 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.42 | 1.09 |
| CPC Index | 0.77 | 0.54 |
| Tail Ratio | 1.11 | 1.08 |
| Outlier Win Ratio | 11.52 | 3.56 |
| Outlier Loss Ratio | 3.39 | 3.11 |
| Volatility (ann.) | 53.83% | 77.53% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.26 | -0.3 |
| Skew | 1.13 | 0.35 |
| Kurtosis | 18.51 | 4.96 |
| Expected Daily % | 0.12% | -0.07% |
| Expected Monthly % | 3.49% | -2.15% |
| Expected Yearly % | 42.15% | -19.96% |
| Kelly Criterion | 8.13% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.48% | -6.67% |
| Expected Shortfall (cVaR) | -4.48% | -6.67% |
| Year | 6459412:DOTUSD | 6459412:dotusd:triple_gx:lsma85_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.52 | 2.90 | -0.08 | + |
| 2023 | 90.52 | 90.76 | 1.00 | + |
| 2024 | -19.21 | 216.71 | -11.28 | + |
| 2025 | -58.00 | -34.32 | 0.59 | + |
| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -23.39% | -28.65% |
| 6M | -31.72% | -41.5% |
| YTD | -34.32% | -58.0% |
| 1Y | 34.64% | -46.09% |
| 3Y (ann.) | 53.69% | -22.22% |
| 5Y (ann.) | 52.92% | -23.58% |
| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412:DOTUSD |
|---|---|---|
| Max Drawdown | -41.96% | -78.31% |
| Longest DD Days | 445.0 | 611.0 |
| Avg. Drawdown | -9.93% | -18.7% |
| Avg. Drawdown Days | 45.0 | 133.0 |
| Recovery Factor | 7.35 | -0.75 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-25 | 2025-11-16 | -41.96 | 205 |
| 2024-03-15 | 2024-11-11 | -41.63 | 241 |
| 2022-08-11 | 2023-10-30 | -30.66 | 445 |
| 2025-02-01 | 2025-04-24 | -28.92 | 82 |
| 2023-12-26 | 2024-02-24 | -17.57 | 60 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2023-11-13 | 2023-12-21 | -10.18 | 38 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412: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 | -22.76% | -33.41% |
| Best Year | 216.71% | 90.52% |
| Worst Year | -34.32% | -58.0% |
| Avg. Up Day | 3.4% | 3.41% |
| Avg. Down Day | -2.76% | -3.06% |
| Avg. Up Week | 8.86% | 11.01% |
| Avg. Down Week | -6.04% | -8.27% |
| Avg. Up Month | 21.74% | 28.03% |
| Avg. Down Month | -8.07% | -15.95% |
| Win Days % | 49.33% | 48.59% |
| Win Month % | 55.26% | 41.46% |
| Win Week % | 55.88% | 43.75% |
| Win Quarter % | 57.14% | 35.71% |
| Win Year % | 75.0% | 25.0% |