| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 168.37% | -48.74% |
| Max Drawdown | -37.1% | -78.31% |
| Sharpe | 0.91 | 0.1 |
| Sortino | 1.39 | 0.14 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.25 | 1.01 |
| Common Sense Ratio | 1.3 | 1.1 |
| CPC Index | 0.74 | 0.53 |
| Tail Ratio | 1.04 | 1.08 |
| Outlier Win Ratio | 13.17 | 3.4 |
| Outlier Loss Ratio | 3.36 | 3.15 |
| Volatility (ann.) | 50.77% | 77.83% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.07 | -0.26 |
| Skew | 0.63 | 0.39 |
| Kurtosis | 22.98 | 5.26 |
| Expected Daily % | 0.09% | -0.06% |
| Expected Monthly % | 2.78% | -1.84% |
| Expected Yearly % | 27.99% | -15.39% |
| Kelly Criterion | 7.55% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.24% | -6.68% |
| Expected Shortfall (cVaR) | -4.24% | -6.68% |
| Year | 6461859:DOTUSD | 6461859:dotusd:triple_gx:lsma220_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.70 | -4.16 | 0.20 | + |
| 2023 | 90.52 | 95.28 | 1.05 | + |
| 2024 | -19.21 | 74.98 | -3.90 | + |
| 2025 | -58.00 | -18.05 | 0.31 | + |
| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -24.28% | -28.65% |
| 6M | -17.46% | -41.5% |
| YTD | -18.05% | -58.0% |
| 1Y | 43.63% | -46.09% |
| 3Y (ann.) | 39.86% | -20.32% |
| 5Y (ann.) | 39.86% | -20.32% |
| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| Max Drawdown | -37.1% | -78.31% |
| Longest DD Days | 344.0 | 611.0 |
| Avg. Drawdown | -8.13% | -14.53% |
| Avg. Drawdown Days | 36.0 | 62.0 |
| Recovery Factor | 4.54 | -0.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -37.10 | 344 |
| 2024-03-15 | 2024-09-27 | -26.88 | 196 |
| 2023-12-26 | 2024-03-14 | -24.92 | 79 |
| 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 |
| 2023-01-30 | 2023-02-03 | -6.34 | 4 |
| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -23.01% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.34% | -27.34% |
| Best Month | 70.32% | 126.38% |
| Worst Month | -26.29% | -33.41% |
| Best Year | 95.28% | 90.52% |
| Worst Year | -18.05% | -58.0% |
| Avg. Up Day | 3.36% | 3.37% |
| Avg. Down Day | -2.85% | -3.18% |
| Avg. Up Week | 9.73% | 11.35% |
| Avg. Down Week | -6.0% | -8.15% |
| Avg. Up Month | 17.71% | 31.55% |
| Avg. Down Month | -5.92% | -16.7% |
| Win Days % | 50.0% | 48.92% |
| Win Month % | 59.26% | 41.67% |
| Win Week % | 51.32% | 43.31% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 50.0% | 25.0% |