| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -9.17% | -60.42% |
| Max Drawdown | -44.19% | -76.55% |
| Sharpe | 0.13 | -0.3 |
| Sortino | 0.2 | -0.43 |
| Payoff Ratio | 1.18 | 1.0 |
| Profit Factor | 1.03 | 0.96 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.55 | 0.46 |
| Tail Ratio | 0.9 | 1.12 |
| Outlier Win Ratio | 13.81 | 3.11 |
| Outlier Loss Ratio | 3.47 | 2.83 |
| Volatility (ann.) | 51.42% | 85.23% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.14 | -0.6 |
| Skew | 1.86 | 0.36 |
| Kurtosis | 29.1 | 5.49 |
| Expected Daily % | -0.02% | -0.17% |
| Expected Monthly % | -0.5% | -4.76% |
| Expected Yearly % | -4.69% | -37.09% |
| Kelly Criterion | -1.95% | -3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.41% | -7.41% |
| Expected Shortfall (cVaR) | -4.41% | -7.41% |
| Year | 6465836:DOTUSD | 6465836:dotusd:triple_gx:lsma210_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 33.06 | -5.74 | + |
| 2025 | -58.00 | -31.73 | 0.55 | + |
| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -20.21% | -28.65% |
| 6M | -33.74% | -41.5% |
| YTD | -31.73% | -58.0% |
| 1Y | 15.57% | -46.09% |
| 3Y (ann.) | -6.19% | -46.0% |
| 5Y (ann.) | -6.19% | -46.0% |
| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| Max Drawdown | -44.19% | -76.55% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -10.77% | -18.71% |
| Avg. Drawdown Days | 45.0 | 67.0 |
| Recovery Factor | -0.21 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -44.19 | 344 |
| 2024-08-09 | 2024-11-23 | -40.18 | 106 |
| 2024-07-03 | 2024-08-08 | -14.80 | 36 |
| 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 | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836: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 | 54.22% | 126.38% |
| Worst Month | -16.47% | -26.3% |
| Best Year | 33.06% | -5.76% |
| Worst Year | -31.73% | -58.0% |
| Avg. Up Day | 3.3% | 3.32% |
| Avg. Down Day | -2.8% | -3.32% |
| Avg. Up Week | 9.75% | 13.0% |
| Avg. Down Week | -5.97% | -9.31% |
| Avg. Up Month | 54.22% | 126.38% |
| Avg. Down Month | -9.17% | -22.47% |
| Win Days % | 44.86% | 48.18% |
| Win Month % | 35.71% | 36.84% |
| Win Week % | 41.86% | 38.75% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |