| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -32.62% | -36.25% |
| Max Drawdown | -45.64% | -70.49% |
| Sharpe | -0.47 | -0.04 |
| Sortino | -0.67 | -0.06 |
| Payoff Ratio | 1.32 | 0.98 |
| Profit Factor | 0.89 | 0.99 |
| Common Sense Ratio | 0.74 | 1.14 |
| CPC Index | 0.44 | 0.46 |
| Tail Ratio | 0.83 | 1.15 |
| Outlier Win Ratio | 15.4 | 3.12 |
| Outlier Loss Ratio | 3.94 | 2.96 |
| Volatility (ann.) | 47.1% | 83.5% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.62 | -0.45 |
| Skew | 0.3 | 0.56 |
| Kurtosis | 9.4 | 4.88 |
| Expected Daily % | -0.09% | -0.1% |
| Expected Monthly % | -2.6% | -2.96% |
| Expected Yearly % | -17.91% | -20.16% |
| Kelly Criterion | -9.57% | -5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.12% | -7.2% |
| Expected Shortfall (cVaR) | -4.12% | -7.2% |
| Year | 6447893:DOTUSD | 6447893:dotusd:triple_gx:lsma230_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | -20.72 | 3.60 | - |
| 2025 | -32.36 | -15.00 | 0.46 | + |
| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| MTD | 15.28% | 31.92% |
| 3M | 1.88% | 22.06% |
| 6M | -15.0% | -40.3% |
| YTD | -15.0% | -32.36% |
| 1Y | -24.38% | -29.32% |
| 3Y (ann.) | -28.47% | -31.76% |
| 5Y (ann.) | -28.47% | -31.76% |
| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| Max Drawdown | -45.64% | -70.49% |
| Longest DD Days | 408.0 | 225.0 |
| Avg. Drawdown | -45.64% | -17.95% |
| Avg. Drawdown Days | 408.0 | 52.0 |
| Recovery Factor | -0.71 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-20 | -45.64 | 408 |
| Metric | 6447893:dotusd:triple_gx:lsma230_25_15 | 6447893:DOTUSD |
|---|---|---|
| Best Day | 13.3% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 13.12% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 19.93% | 126.38% |
| Worst Month | -17.91% | -25.97% |
| Best Year | -15.0% | -5.76% |
| Worst Year | -20.72% | -32.36% |
| Avg. Up Day | 3.39% | 3.42% |
| Avg. Down Day | -2.57% | -3.49% |
| Avg. Up Week | 6.62% | 11.77% |
| Avg. Down Week | -5.85% | -8.81% |
| Avg. Up Month | 11.57% | 40.88% |
| Avg. Down Month | -8.63% | -17.34% |
| Win Days % | 37.65% | 47.79% |
| Win Month % | 35.71% | 33.33% |
| Win Week % | 46.34% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 0.0% | 0.0% |