| Metric | dot_fwd_ | DOTUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | -14.92% | -52.02% |
| Max Drawdown | -18.42% | -73.0% |
| Sharpe | -0.34 | -0.07 |
| Sortino | -0.48 | -0.1 |
| Payoff Ratio | 1.07 | 1.11 |
| Profit Factor | 0.93 | 0.99 |
| Common Sense Ratio | 0.89 | 0.99 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 0.96 | 1.0 |
| Outlier Win Ratio | 32.25 | 2.62 |
| Outlier Loss Ratio | 12.64 | 2.49 |
| Volatility (ann.) | 7.38% | 43.53% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.57 | -0.54 |
| Skew | 0.45 | -0.32 |
| Kurtosis | 16.25 | 10.42 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -0.89% | -4.0% |
| Expected Yearly % | -7.76% | -30.73% |
| Kelly Criterion | -8.89% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -3.76% |
| Expected Shortfall (cVaR) | -0.64% | -3.76% |
| Year | DOTUSD | dot_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.38 | -0.78 | -0.56 | - |
| 2025 | -52.67 | -14.26 | 0.27 | + |
| Metric | dot_fwd_ | DOTUSD |
|---|---|---|
| MTD | -3.0% | -19.78% |
| 3M | -10.98% | -23.19% |
| 6M | -6.63% | -10.91% |
| YTD | -14.26% | -52.67% |
| 1Y | -7.78% | -28.84% |
| 3Y (ann.) | -10.48% | -39.52% |
| 5Y (ann.) | -10.48% | -39.52% |
| Metric | dot_fwd_ | DOTUSD |
|---|---|---|
| Max Drawdown | -18.42% | -73.0% |
| Longest DD Days | 506.0 | 314.0 |
| Avg. Drawdown | -2.7% | -12.93% |
| Avg. Drawdown Days | 66.0 | 35.0 |
| Recovery Factor | -0.81 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2025-10-16 | -18.42 | 506 |
| 2024-05-03 | 2024-05-17 | -1.58 | 13 |
| 2024-05-03 | 2024-05-03 | -0.59 | 0 |
| 2024-05-17 | 2024-05-20 | -0.48 | 2 |
| 2024-05-21 | 2024-05-21 | -0.23 | 0 |
| 2024-05-27 | 2024-05-27 | -0.20 | 0 |
| 2024-05-21 | 2024-05-26 | -0.12 | 5 |
| 2024-05-01 | 2024-05-01 | -0.02 | 0 |
| Metric | dot_fwd_ | DOTUSD |
|---|---|---|
| Best Day | 3.82% | 17.18% |
| Worst Day | -2.84% | -21.48% |
| Best Week | 7.26% | 35.94% |
| Worst Week | -6.16% | -27.34% |
| Best Month | 14.21% | 126.38% |
| Worst Month | -5.55% | -25.97% |
| Best Year | -0.78% | 1.38% |
| Worst Year | -14.26% | -52.67% |
| Avg. Up Day | 0.36% | 1.55% |
| Avg. Down Day | -0.33% | -1.4% |
| Avg. Up Week | 2.37% | 13.34% |
| Avg. Down Week | -1.54% | -8.47% |
| Avg. Up Month | 7.31% | 44.48% |
| Avg. Down Month | -4.0% | -17.2% |
| Win Days % | 43.61% | 49.65% |
| Win Month % | 27.78% | 44.44% |
| Win Week % | 36.36% | 38.96% |
| Win Quarter % | 14.29% | 28.57% |
| Win Year % | 0.0% | 50.0% |