| Metric | 6465844:dotusd:triple_gx:lsma220_70_50 | 6465844:DOTUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 19.01% | -36.25% |
| Max Drawdown | -38.07% | -70.49% |
| Sharpe | 0.53 | -0.04 |
| Sortino | 0.87 | -0.06 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.15 | 0.99 |
| Common Sense Ratio | 1.14 | 1.14 |
| CPC Index | 0.65 | 0.56 |
| Tail Ratio | 0.99 | 1.15 |
| Outlier Win Ratio | 14.45 | 3.22 |
| Outlier Loss Ratio | 3.36 | 2.89 |
| Volatility (ann.) | 53.31% | 83.5% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.42 | -0.45 |
| Skew | 2.16 | 0.56 |
| Kurtosis | 31.36 | 4.88 |
| Expected Daily % | 0.04% | -0.1% |
| Expected Monthly % | 1.17% | -2.96% |
| Expected Yearly % | 9.09% | -20.16% |
| Kelly Criterion | 1.59% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.51% | -7.2% |
| Expected Shortfall (cVaR) | -4.51% | -7.2% |
| Year | 6465844:DOTUSD | 6465844:dotusd:triple_gx:lsma220_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 20.42 | -3.54 | + |
| 2025 | -32.36 | -1.16 | 0.04 | + |
| Metric | 6465844:dotusd:triple_gx:lsma220_70_50 | 6465844:DOTUSD |
|---|---|---|
| MTD | 15.28% | 31.92% |
| 3M | -1.43% | 22.06% |
| 6M | -1.16% | -40.3% |
| YTD | -1.16% | -32.36% |
| 1Y | 20.85% | -29.32% |
| 3Y (ann.) | 15.92% | -31.76% |
| 5Y (ann.) | 15.92% | -31.76% |
| Metric | 6465844:dotusd:triple_gx:lsma220_70_50 | 6465844:DOTUSD |
|---|---|---|
| Max Drawdown | -38.07% | -70.49% |
| Longest DD Days | 225.0 | 225.0 |
| Avg. Drawdown | -12.72% | -17.95% |
| Avg. Drawdown Days | 48.0 | 52.0 |
| Recovery Factor | 0.5 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2024-11-23 | -38.07 | 106 |
| 2024-12-07 | 2025-07-20 | -30.04 | 225 |
| 2024-07-03 | 2024-08-08 | -14.80 | 36 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-06-22 | 2024-07-02 | -5.52 | 10 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-12-05 | 2024-12-06 | -1.47 | 1 |
| 2024-11-30 | 2024-12-01 | -0.86 | 1 |
| Metric | 6465844:dotusd:triple_gx:lsma220_70_50 | 6465844:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -18.52% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -14.99% | -27.32% |
| Best Month | 56.31% | 126.38% |
| Worst Month | -16.47% | -25.97% |
| Best Year | 20.42% | -5.76% |
| Worst Year | -1.16% | -32.36% |
| Avg. Up Day | 3.64% | 3.65% |
| Avg. Down Day | -2.93% | -3.12% |
| Avg. Up Week | 11.89% | 13.94% |
| Avg. Down Week | -7.41% | -10.92% |
| Avg. Up Month | 35.8% | 79.15% |
| Avg. Down Month | -7.82% | -18.68% |
| Win Days % | 45.45% | 47.79% |
| Win Month % | 45.45% | 33.33% |
| Win Week % | 48.28% | 38.1% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 50.0% | 0.0% |