| Metric | 6465844:dotusd:triple_gx:lsma220_70_50 | 6465844:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 126.06% | -17.44% |
| Max Drawdown | -52.05% | -72.71% |
| Sharpe | 0.87 | 0.28 |
| Sortino | 1.4 | 0.42 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.32 | 1.22 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.06 | 1.17 |
| Outlier Win Ratio | 13.1 | 3.42 |
| Outlier Loss Ratio | 3.4 | 3.17 |
| Volatility (ann.) | 49.92% | 75.98% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.7 | -0.1 |
| Skew | 1.52 | 0.52 |
| Kurtosis | 21.68 | 4.67 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.58% | -0.6% |
| Expected Yearly % | 22.62% | -4.68% |
| Kelly Criterion | 5.79% | 3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.18% | -6.48% |
| Expected Shortfall (cVaR) | -4.18% | -6.48% |
| Year | 6465844:DOTUSD | 6465844:dotusd:triple_gx:lsma220_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.70 | -0.18 | 0.01 | + |
| 2023 | 90.52 | 145.64 | 1.61 | + |
| 2024 | -19.21 | -6.72 | 0.35 | + |
| 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.) | 36.58% | -7.06% |
| 5Y (ann.) | 36.58% | -7.06% |
| Metric | 6465844:dotusd:triple_gx:lsma220_70_50 | 6465844:DOTUSD |
|---|---|---|
| Max Drawdown | -52.05% | -72.71% |
| Longest DD Days | 342.0 | 492.0 |
| Avg. Drawdown | -7.48% | -14.2% |
| Avg. Drawdown Days | 37.0 | 55.0 |
| Recovery Factor | 2.42 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-12-02 | -52.05 | 342 |
| 2024-12-07 | 2025-07-20 | -30.04 | 225 |
| 2023-11-13 | 2023-12-24 | -14.85 | 41 |
| 2023-07-03 | 2023-10-30 | -13.08 | 119 |
| 2023-02-04 | 2023-02-17 | -12.31 | 13 |
| 2023-03-18 | 2023-06-23 | -12.29 | 97 |
| 2023-01-30 | 2023-02-03 | -6.34 | 4 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-06-26 | 2023-07-01 | -6.14 | 5 |
| 2023-01-24 | 2023-01-27 | -5.71 | 3 |
| 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 | -17.31% | -27.32% |
| Best Month | 56.31% | 126.38% |
| Worst Month | -16.47% | -33.41% |
| Best Year | 145.64% | 90.52% |
| Worst Year | -6.72% | -32.36% |
| Avg. Up Day | 3.41% | 3.42% |
| Avg. Down Day | -2.79% | -3.02% |
| Avg. Up Week | 8.87% | 11.31% |
| Avg. Down Week | -5.84% | -8.23% |
| Avg. Up Month | 23.22% | 40.92% |
| Avg. Down Month | -5.97% | -14.1% |
| Win Days % | 48.21% | 48.84% |
| Win Month % | 50.0% | 40.62% |
| Win Week % | 50.75% | 43.57% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 25.0% | 25.0% |