| Metric | 6461853:dotusd:triple_gx:lsma215_65_40 | 6461853:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 65.03% | -60.42% |
| Max Drawdown | -34.71% | -76.55% |
| Sharpe | 0.88 | -0.3 |
| Sortino | 1.32 | -0.43 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 1.26 | 0.96 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.73 | 0.46 |
| Tail Ratio | 1.05 | 1.12 |
| Outlier Win Ratio | 13.03 | 3.16 |
| Outlier Loss Ratio | 3.25 | 2.92 |
| Volatility (ann.) | 55.1% | 85.23% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.14 | -0.6 |
| Skew | 0.63 | 0.36 |
| Kurtosis | 28.91 | 5.49 |
| Expected Daily % | 0.09% | -0.17% |
| Expected Monthly % | 2.67% | -4.76% |
| Expected Yearly % | 28.46% | -37.09% |
| Kelly Criterion | 8.53% | -3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.61% | -7.41% |
| Expected Shortfall (cVaR) | -4.61% | -7.41% |
| Year | 6461853:DOTUSD | 6461853:dotusd:triple_gx:lsma215_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 94.02 | -16.32 | + |
| 2025 | -58.00 | -14.94 | 0.26 | + |
| Metric | 6461853:dotusd:triple_gx:lsma215_65_40 | 6461853:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -21.41% | -28.65% |
| 6M | -14.32% | -41.5% |
| YTD | -14.94% | -58.0% |
| 1Y | 49.08% | -46.09% |
| 3Y (ann.) | 39.52% | -46.0% |
| 5Y (ann.) | 39.52% | -46.0% |
| Metric | 6461853:dotusd:triple_gx:lsma215_65_40 | 6461853:DOTUSD |
|---|---|---|
| Max Drawdown | -34.71% | -76.55% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -8.01% | -18.71% |
| Avg. Drawdown Days | 35.0 | 67.0 |
| Recovery Factor | 1.87 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -34.71 | 344 |
| 2024-09-28 | 2024-11-18 | -19.90 | 51 |
| 2024-07-03 | 2024-08-08 | -14.80 | 36 |
| 2024-08-09 | 2024-08-23 | -10.50 | 14 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-08-27 | 2024-09-24 | -6.73 | 28 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-06-20 | 2024-06-25 | -3.25 | 5 |
| 2024-06-28 | 2024-07-01 | -3.25 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| Metric | 6461853:dotusd:triple_gx:lsma215_65_40 | 6461853:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -23.01% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -25.25% | -27.34% |
| Best Month | 70.32% | 126.38% |
| Worst Month | -24.04% | -26.3% |
| Best Year | 94.02% | -5.76% |
| Worst Year | -14.94% | -58.0% |
| Avg. Up Day | 3.36% | 3.38% |
| Avg. Down Day | -3.01% | -3.35% |
| Avg. Up Week | 12.1% | 12.77% |
| Avg. Down Week | -7.38% | -10.47% |
| Avg. Up Month | 31.33% | 45.47% |
| Avg. Down Month | -9.22% | -20.85% |
| Win Days % | 51.71% | 48.18% |
| Win Month % | 57.14% | 36.84% |
| Win Week % | 51.35% | 38.75% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 0.0% |