| Metric | 6461853:dotusd:triple_gx:lsma215_65_40 | 6461853:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 201.08% | -49.37% |
| Max Drawdown | -34.71% | -78.31% |
| Sharpe | 0.99 | 0.09 |
| Sortino | 1.51 | 0.13 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 1.28 | 1.01 |
| Common Sense Ratio | 1.35 | 1.1 |
| CPC Index | 0.76 | 0.52 |
| Tail Ratio | 1.05 | 1.08 |
| Outlier Win Ratio | 13.09 | 3.41 |
| Outlier Loss Ratio | 3.29 | 3.14 |
| Volatility (ann.) | 50.89% | 77.71% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.3 | -0.26 |
| Skew | 0.63 | 0.39 |
| Kurtosis | 22.7 | 5.28 |
| Expected Daily % | 0.1% | -0.06% |
| Expected Monthly % | 3.11% | -1.87% |
| Expected Yearly % | 31.73% | -15.65% |
| Kelly Criterion | 8.83% | 0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.24% | -6.67% |
| Expected Shortfall (cVaR) | -4.24% | -6.67% |
| Year | 6461853:DOTUSD | 6461853:dotusd:triple_gx:lsma215_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -21.67 | -4.16 | 0.19 | + |
| 2023 | 90.52 | 97.68 | 1.08 | + |
| 2024 | -19.21 | 86.84 | -4.52 | + |
| 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.) | 45.19% | -20.56% |
| 5Y (ann.) | 45.19% | -20.56% |
| Metric | 6461853:dotusd:triple_gx:lsma215_65_40 | 6461853:DOTUSD |
|---|---|---|
| Max Drawdown | -34.71% | -78.31% |
| Longest DD Days | 344.0 | 611.0 |
| Avg. Drawdown | -7.65% | -14.67% |
| Avg. Drawdown Days | 34.0 | 62.0 |
| Recovery Factor | 5.79 | -0.63 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -34.71 | 344 |
| 2023-12-26 | 2024-03-14 | -24.92 | 79 |
| 2024-03-15 | 2024-08-23 | -24.15 | 161 |
| 2024-09-28 | 2024-11-18 | -19.90 | 51 |
| 2023-11-13 | 2023-12-25 | -14.85 | 42 |
| 2023-03-18 | 2023-06-23 | -13.68 | 97 |
| 2023-02-04 | 2023-03-17 | -12.31 | 41 |
| 2023-07-03 | 2023-10-23 | -11.82 | 112 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-08-27 | 2024-09-24 | -6.73 | 28 |
| 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% | -33.41% |
| Best Year | 97.68% | 90.52% |
| Worst Year | -14.94% | -58.0% |
| Avg. Up Day | 3.34% | 3.36% |
| Avg. Down Day | -2.88% | -3.21% |
| Avg. Up Week | 9.64% | 11.32% |
| Avg. Down Week | -6.07% | -8.41% |
| Avg. Up Month | 19.77% | 34.99% |
| Avg. Down Month | -6.02% | -17.63% |
| Win Days % | 51.0% | 48.98% |
| Win Month % | 59.26% | 41.67% |
| Win Week % | 54.05% | 43.31% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 50.0% | 25.0% |