| Metric | 6465679:dotusd:triple_gx:lsma210_65_50 | 6465679:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 178.2% | -45.75% |
| Max Drawdown | -38.55% | -78.31% |
| Sharpe | 0.93 | 0.12 |
| Sortino | 1.49 | 0.18 |
| Payoff Ratio | 1.2 | 1.06 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 1.27 | 1.1 |
| CPC Index | 0.74 | 0.53 |
| Tail Ratio | 1.02 | 1.08 |
| Outlier Win Ratio | 12.78 | 3.4 |
| Outlier Loss Ratio | 3.3 | 3.09 |
| Volatility (ann.) | 49.97% | 77.62% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.07 | -0.24 |
| Skew | 1.35 | 0.39 |
| Kurtosis | 19.52 | 5.28 |
| Expected Daily % | 0.09% | -0.06% |
| Expected Monthly % | 2.8% | -1.64% |
| Expected Yearly % | 29.15% | -14.18% |
| Kelly Criterion | 7.85% | 1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -6.66% |
| Expected Shortfall (cVaR) | -4.17% | -6.66% |
| Year | 6465679:DOTUSD | 6465679:dotusd:triple_gx:lsma210_65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.08 | 3.06 | -0.19 | + |
| 2023 | 90.52 | 148.92 | 1.65 | + |
| 2024 | -19.21 | 24.52 | -1.28 | + |
| 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.) | 41.13% | -18.61% |
| 5Y (ann.) | 41.13% | -18.61% |
| Metric | 6465679:dotusd:triple_gx:lsma210_65_50 | 6465679:DOTUSD |
|---|---|---|
| Max Drawdown | -38.55% | -78.31% |
| Longest DD Days | 344.0 | 611.0 |
| Avg. Drawdown | -7.68% | -13.94% |
| Avg. Drawdown Days | 37.0 | 59.0 |
| Recovery Factor | 4.62 | -0.58 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2024-11-23 | -38.55 | 106 |
| 2024-12-07 | 2025-11-16 | -30.93 | 344 |
| 2023-12-26 | 2024-08-08 | -29.87 | 226 |
| 2023-11-13 | 2023-12-25 | -14.85 | 42 |
| 2023-03-18 | 2023-06-23 | -13.95 | 97 |
| 2023-02-04 | 2023-02-17 | -12.31 | 13 |
| 2023-07-03 | 2023-10-30 | -11.59 | 119 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2023-01-30 | 2023-02-03 | -6.34 | 4 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 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 | -17.31% | -27.34% |
| Best Month | 56.31% | 126.38% |
| Worst Month | -15.22% | -33.41% |
| Best Year | 148.92% | 90.52% |
| Worst Year | -12.91% | -58.0% |
| Avg. Up Day | 3.36% | 3.38% |
| Avg. Down Day | -2.81% | -3.18% |
| Avg. Up Week | 8.92% | 11.0% |
| Avg. Down Week | -5.4% | -7.99% |
| Avg. Up Month | 18.74% | 30.13% |
| Avg. Down Month | -4.89% | -14.85% |
| Win Days % | 49.76% | 49.03% |
| Win Month % | 57.14% | 43.24% |
| Win Week % | 50.0% | 43.67% |
| Win Quarter % | 61.54% | 38.46% |
| Win Year % | 75.0% | 25.0% |