| Metric | 6465679:dotusd:triple_gx:lsma210_65_50 | 6465679:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 34.91% | -60.42% |
| Max Drawdown | -38.55% | -76.55% |
| Sharpe | 0.63 | -0.3 |
| Sortino | 1.01 | -0.43 |
| Payoff Ratio | 1.25 | 1.04 |
| Profit Factor | 1.17 | 0.96 |
| Common Sense Ratio | 1.11 | 1.07 |
| CPC Index | 0.69 | 0.48 |
| Tail Ratio | 0.95 | 1.12 |
| Outlier Win Ratio | 13.3 | 3.22 |
| Outlier Loss Ratio | 3.38 | 2.83 |
| Volatility (ann.) | 52.78% | 85.23% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.57 | -0.6 |
| Skew | 1.79 | 0.36 |
| Kurtosis | 26.24 | 5.49 |
| Expected Daily % | 0.05% | -0.17% |
| Expected Monthly % | 1.59% | -4.76% |
| Expected Yearly % | 16.15% | -37.09% |
| Kelly Criterion | 4.71% | -1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.45% | -7.41% |
| Expected Shortfall (cVaR) | -4.45% | -7.41% |
| Year | 6465679:DOTUSD | 6465679:dotusd:triple_gx:lsma210_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 54.91 | -9.53 | + |
| 2025 | -58.00 | -12.91 | 0.22 | + |
| Metric | 6465679:dotusd:triple_gx:lsma210_65_50 | 6465679:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | 2.7% | -28.65% |
| 6M | -15.47% | -41.5% |
| YTD | -12.91% | -58.0% |
| 1Y | 52.02% | -46.09% |
| 3Y (ann.) | 22.03% | -46.0% |
| 5Y (ann.) | 22.03% | -46.0% |
| Metric | 6465679:dotusd:triple_gx:lsma210_65_50 | 6465679:DOTUSD |
|---|---|---|
| Max Drawdown | -38.55% | -76.55% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -9.42% | -18.71% |
| Avg. Drawdown Days | 45.0 | 67.0 |
| Recovery Factor | 0.91 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2024-11-23 | -38.55 | 106 |
| 2024-12-07 | 2025-11-16 | -30.93 | 344 |
| 2024-07-03 | 2024-08-06 | -14.80 | 34 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-06-28 | 2024-07-01 | -3.25 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-06-23 | 2024-06-25 | -1.82 | 2 |
| 2024-12-05 | 2024-12-06 | -1.47 | 1 |
| 2024-11-30 | 2024-12-01 | -0.86 | 1 |
| 2024-06-26 | 2024-06-27 | -0.72 | 1 |
| Metric | 6465679:dotusd:triple_gx:lsma210_65_50 | 6465679:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -18.52% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -14.99% | -27.34% |
| Best Month | 56.31% | 126.38% |
| Worst Month | -15.22% | -26.3% |
| Best Year | 54.91% | -5.76% |
| Worst Year | -12.91% | -58.0% |
| Avg. Up Day | 3.5% | 3.52% |
| Avg. Down Day | -2.81% | -3.39% |
| Avg. Up Week | 11.89% | 13.0% |
| Avg. Down Week | -5.57% | -8.84% |
| Avg. Up Month | 22.23% | 45.47% |
| Avg. Down Month | -4.55% | -18.67% |
| Win Days % | 47.14% | 48.18% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 39.53% | 38.75% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 0.0% |