| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 412.06% | 0.23% |
| Max Drawdown | -30.7% | -72.71% |
| Sharpe | 1.48 | 0.38 |
| Sortino | 2.65 | 0.57 |
| Payoff Ratio | 1.32 | 1.21 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | 1.64 | 1.25 |
| CPC Index | 0.96 | 0.63 |
| Tail Ratio | 1.14 | 1.18 |
| Outlier Win Ratio | 12.71 | 3.52 |
| Outlier Loss Ratio | 3.28 | 3.08 |
| Volatility (ann.) | 51.39% | 76.14% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.88 | 0.0 |
| Skew | 2.31 | 0.54 |
| Kurtosis | 20.8 | 4.65 |
| Expected Daily % | 0.17% | 0.0% |
| Expected Monthly % | 5.24% | 0.01% |
| Expected Yearly % | 50.43% | 0.06% |
| Kelly Criterion | 12.55% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.22% | -6.48% |
| Expected Shortfall (cVaR) | -4.22% | -6.48% |
| Year | 6459551:DOTUSD | 6459551:dotusd:triple_gx:lsma235_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | -3.72 | 1.00 | + |
| 2023 | 90.52 | 105.65 | 1.17 | + |
| 2024 | -19.21 | 170.35 | -8.87 | + |
| 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.) | 88.55% | 0.09% |
| 5Y (ann.) | 88.55% | 0.09% |
| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| Max Drawdown | -30.7% | -72.71% |
| Longest DD Days | 239.0 | 492.0 |
| Avg. Drawdown | -8.13% | -11.38% |
| Avg. Drawdown Days | 30.0 | 45.0 |
| Recovery Factor | 13.42 | 0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -30.70 | 225 |
| 2024-03-15 | 2024-11-09 | -27.23 | 239 |
| 2023-12-26 | 2024-03-14 | -24.92 | 79 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2023-11-13 | 2023-12-21 | -15.22 | 38 |
| 2023-08-30 | 2023-10-23 | -13.88 | 54 |
| 2023-02-04 | 2023-03-14 | -11.79 | 38 |
| 2023-03-18 | 2023-06-23 | -11.51 | 97 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-12-27 | 2023-01-20 | -6.45 | 24 |
| Metric | 6459551:dotusd:triple_gx:lsma235_60_35 | 6459551:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -11.46% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -17.31% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -18.3% | -33.41% |
| Best Year | 170.35% | 90.52% |
| Worst Year | -4.34% | -32.36% |
| Avg. Up Day | 3.69% | 3.71% |
| Avg. Down Day | -2.8% | -3.05% |
| Avg. Up Week | 9.15% | 11.28% |
| Avg. Down Week | -5.04% | -7.06% |
| Avg. Up Month | 26.1% | 36.31% |
| Avg. Down Month | -3.71% | -12.95% |
| Win Days % | 50.29% | 48.98% |
| Win Month % | 57.69% | 40.62% |
| Win Week % | 55.88% | 44.53% |
| Win Quarter % | 58.33% | 41.67% |
| Win Year % | 50.0% | 25.0% |