| Metric | 6460683:dotusd:triple_gx:lsma225_100_35 | 6460683:DOTUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 101.64% | -36.25% |
| Max Drawdown | -35.59% | -70.49% |
| Sharpe | 1.33 | -0.04 |
| Sortino | 2.29 | -0.06 |
| Payoff Ratio | 1.35 | 1.21 |
| Profit Factor | 1.4 | 0.99 |
| Common Sense Ratio | 1.71 | 1.14 |
| CPC Index | 0.92 | 0.57 |
| Tail Ratio | 1.22 | 1.15 |
| Outlier Win Ratio | 12.49 | 3.39 |
| Outlier Loss Ratio | 3.56 | 2.89 |
| Volatility (ann.) | 56.29% | 83.5% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.29 | -0.45 |
| Skew | 2.09 | 0.56 |
| Kurtosis | 25.63 | 4.88 |
| Expected Daily % | 0.16% | -0.1% |
| Expected Monthly % | 4.79% | -2.96% |
| Expected Yearly % | 42.0% | -20.16% |
| Kelly Criterion | 10.29% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.64% | -7.2% |
| Expected Shortfall (cVaR) | -4.64% | -7.2% |
| Year | 6460683:DOTUSD | 6460683:dotusd:triple_gx:lsma225_100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 97.25 | -16.88 | + |
| 2025 | -32.36 | 2.22 | -0.07 | + |
| Metric | 6460683:dotusd:triple_gx:lsma225_100_35 | 6460683:DOTUSD |
|---|---|---|
| MTD | 26.17% | 31.92% |
| 3M | 2.97% | 22.06% |
| 6M | 2.22% | -40.3% |
| YTD | 2.22% | -32.36% |
| 1Y | 103.17% | -29.32% |
| 3Y (ann.) | 81.36% | -31.76% |
| 5Y (ann.) | 81.36% | -31.76% |
| Metric | 6460683:dotusd:triple_gx:lsma225_100_35 | 6460683:DOTUSD |
|---|---|---|
| Max Drawdown | -35.59% | -70.49% |
| Longest DD Days | 225.0 | 225.0 |
| Avg. Drawdown | -9.49% | -17.95% |
| Avg. Drawdown Days | 32.0 | 52.0 |
| Recovery Factor | 2.86 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -35.59 | 225 |
| 2024-08-09 | 2024-11-10 | -17.23 | 93 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-07-03 | 2024-08-08 | -14.80 | 36 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-06-20 | 2024-07-02 | -5.25 | 12 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-12-05 | 2024-12-06 | -1.47 | 1 |
| Metric | 6460683:dotusd:triple_gx:lsma225_100_35 | 6460683:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -18.52% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -15.14% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -18.29% | -25.97% |
| Best Year | 97.25% | -5.76% |
| Worst Year | 2.22% | -32.36% |
| Avg. Up Day | 3.7% | 3.71% |
| Avg. Down Day | -2.75% | -3.07% |
| Avg. Up Week | 12.77% | 14.22% |
| Avg. Down Week | -7.07% | -8.62% |
| Avg. Up Month | 71.68% | 79.15% |
| Avg. Down Month | -3.37% | -15.45% |
| Win Days % | 48.54% | 47.79% |
| Win Month % | 36.36% | 33.33% |
| Win Week % | 51.61% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |