| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 173.09% | -36.25% |
| Max Drawdown | -30.7% | -70.49% |
| Sharpe | 1.86 | -0.04 |
| Sortino | 3.65 | -0.06 |
| Payoff Ratio | 1.41 | 1.24 |
| Profit Factor | 1.64 | 0.99 |
| Common Sense Ratio | 2.13 | 1.14 |
| CPC Index | 1.18 | 0.59 |
| Tail Ratio | 1.3 | 1.15 |
| Outlier Win Ratio | 13.37 | 3.39 |
| Outlier Loss Ratio | 3.69 | 2.87 |
| Volatility (ann.) | 52.9% | 83.5% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.38 | -0.45 |
| Skew | 3.2 | 0.56 |
| Kurtosis | 28.49 | 4.88 |
| Expected Daily % | 0.23% | -0.1% |
| Expected Monthly % | 6.93% | -2.96% |
| Expected Yearly % | 65.25% | -20.16% |
| Kelly Criterion | 16.1% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -7.2% |
| Expected Shortfall (cVaR) | -4.28% | -7.2% |
| Year | 6459551:DOTUSD | 6459551:dotusd:triple_gx:lsma235_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 185.47 | -32.20 | + |
| 2025 | -32.36 | -4.34 | 0.13 | + |
| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| MTD | 31.92% | 31.92% |
| 3M | -0.78% | 22.06% |
| 6M | -4.34% | -40.3% |
| YTD | -4.34% | -32.36% |
| 1Y | 171.13% | -29.32% |
| 3Y (ann.) | 134.61% | -31.76% |
| 5Y (ann.) | 134.61% | -31.76% |
| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| Max Drawdown | -30.7% | -70.49% |
| Longest DD Days | 225.0 | 225.0 |
| Avg. Drawdown | -7.68% | -17.95% |
| Avg. Drawdown Days | 23.0 | 52.0 |
| Recovery Factor | 5.64 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -30.70 | 225 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-07-03 | 2024-08-06 | -14.80 | 34 |
| 2024-08-09 | 2024-08-23 | -12.35 | 14 |
| 2024-09-30 | 2024-11-09 | -9.44 | 40 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-06-27 | 2024-07-01 | -3.42 | 4 |
| 2024-06-20 | 2024-06-25 | -3.25 | 5 |
| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -8.63% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -11.68% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -18.3% | -25.97% |
| Best Year | 185.47% | -5.76% |
| Worst Year | -4.34% | -32.36% |
| Avg. Up Day | 3.76% | 3.77% |
| Avg. Down Day | -2.67% | -3.05% |
| Avg. Up Week | 11.86% | 13.83% |
| Avg. Down Week | -5.11% | -7.79% |
| Avg. Up Month | 49.98% | 54.12% |
| Avg. Down Month | -4.39% | -16.02% |
| Win Days % | 50.97% | 47.79% |
| Win Month % | 54.55% | 33.33% |
| Win Week % | 53.33% | 38.1% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 50.0% | 0.0% |