| Metric | 6460683:dotusd:triple_gx:lsma225_100_35 | 6460683:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 292.15% | -14.95% |
| Max Drawdown | -35.59% | -72.71% |
| Sharpe | 1.25 | 0.3 |
| Sortino | 2.13 | 0.44 |
| Payoff Ratio | 1.36 | 1.19 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.56 | 1.22 |
| CPC Index | 0.89 | 0.61 |
| Tail Ratio | 1.15 | 1.16 |
| Outlier Win Ratio | 12.18 | 3.52 |
| Outlier Loss Ratio | 3.44 | 3.16 |
| Volatility (ann.) | 52.73% | 76.15% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.94 | -0.08 |
| Skew | 1.81 | 0.52 |
| Kurtosis | 20.52 | 4.64 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.36% | -0.5% |
| Expected Yearly % | 40.72% | -3.97% |
| Kelly Criterion | 10.67% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.36% | -6.49% |
| Expected Shortfall (cVaR) | -4.36% | -6.49% |
| Year | 6460683:DOTUSD | 6460683:dotusd:triple_gx:lsma225_100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -18.31 | -4.68 | 0.26 | + |
| 2023 | 90.52 | 86.67 | 0.96 | - |
| 2024 | -19.21 | 115.60 | -6.02 | + |
| 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.) | 69.05% | -6.03% |
| 5Y (ann.) | 69.05% | -6.03% |
| Metric | 6460683:dotusd:triple_gx:lsma225_100_35 | 6460683:DOTUSD |
|---|---|---|
| Max Drawdown | -35.59% | -72.71% |
| Longest DD Days | 240.0 | 492.0 |
| Avg. Drawdown | -8.21% | -14.06% |
| Avg. Drawdown Days | 34.0 | 55.0 |
| Recovery Factor | 8.21 | -0.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -35.59 | 225 |
| 2024-03-15 | 2024-11-10 | -24.15 | 240 |
| 2023-12-26 | 2024-03-11 | -17.57 | 76 |
| 2023-07-03 | 2023-10-30 | -17.01 | 119 |
| 2023-11-13 | 2023-12-21 | -16.87 | 38 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2023-02-04 | 2023-03-17 | -12.31 | 41 |
| 2023-03-18 | 2023-06-23 | -12.14 | 97 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-12-18 | 2023-01-20 | -8.37 | 33 |
| 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 | -17.31% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -18.29% | -33.41% |
| Best Year | 115.6% | 90.52% |
| Worst Year | -4.68% | -32.36% |
| Avg. Up Day | 3.66% | 3.67% |
| Avg. Down Day | -2.69% | -3.08% |
| Avg. Up Week | 9.39% | 11.15% |
| Avg. Down Week | -5.35% | -7.49% |
| Avg. Up Month | 26.06% | 37.9% |
| Avg. Down Month | -3.41% | -13.49% |
| Win Days % | 48.51% | 48.89% |
| Win Month % | 52.0% | 40.62% |
| Win Week % | 54.29% | 43.88% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 75.0% | 25.0% |