| Metric | 6447896:dotusd:triple_gx:lsma235_25_15 | 6447896:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 21.86% | 0.23% |
| Max Drawdown | -55.24% | -72.71% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.6 | 0.57 |
| Payoff Ratio | 1.44 | 1.1 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.0 | 1.25 |
| CPC Index | 0.65 | 0.57 |
| Tail Ratio | 0.9 | 1.18 |
| Outlier Win Ratio | 15.14 | 3.43 |
| Outlier Loss Ratio | 4.01 | 3.21 |
| Volatility (ann.) | 46.11% | 76.14% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.14 | 0.0 |
| Skew | 0.67 | 0.54 |
| Kurtosis | 10.18 | 4.65 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 0.62% | 0.01% |
| Expected Yearly % | 5.07% | 0.06% |
| Kelly Criterion | -0.05% | 2.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.92% | -6.48% |
| Expected Shortfall (cVaR) | -3.92% | -6.48% |
| Year | 6447896:DOTUSD | 6447896:dotusd:triple_gx:lsma235_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | 0.00 | -0.00 | + |
| 2023 | 90.52 | 83.55 | 0.92 | - |
| 2024 | -19.21 | -21.79 | 1.13 | - |
| 2025 | -32.36 | -15.11 | 0.47 | + |
| Metric | 6447896:dotusd:triple_gx:lsma235_25_15 | 6447896:DOTUSD |
|---|---|---|
| MTD | 15.28% | 31.92% |
| 3M | 1.76% | 22.06% |
| 6M | -15.11% | -40.3% |
| YTD | -15.11% | -32.36% |
| 1Y | -28.22% | -29.32% |
| 3Y (ann.) | 7.98% | 0.09% |
| 5Y (ann.) | 7.98% | 0.09% |
| Metric | 6447896:dotusd:triple_gx:lsma235_25_15 | 6447896:DOTUSD |
|---|---|---|
| Max Drawdown | -55.24% | -72.71% |
| Longest DD Days | 492.0 | 492.0 |
| Avg. Drawdown | -8.89% | -11.38% |
| Avg. Drawdown Days | 47.0 | 45.0 |
| Recovery Factor | 0.4 | 0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-20 | -55.24 | 492 |
| 2023-12-14 | 2024-03-14 | -20.12 | 91 |
| 2023-06-07 | 2023-10-23 | -18.98 | 138 |
| 2023-02-08 | 2023-02-17 | -11.22 | 9 |
| 2023-11-13 | 2023-12-08 | -8.95 | 25 |
| 2023-12-11 | 2023-12-13 | -8.82 | 2 |
| 2023-03-18 | 2023-04-13 | -7.85 | 26 |
| 2023-10-24 | 2023-11-11 | -6.80 | 18 |
| 2023-02-21 | 2023-03-12 | -6.61 | 19 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| Metric | 6447896:dotusd:triple_gx:lsma235_25_15 | 6447896:DOTUSD |
|---|---|---|
| Best Day | 15.24% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 19.12% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 20.96% | 126.38% |
| Worst Month | -17.91% | -33.41% |
| Best Year | 83.55% | 90.52% |
| Worst Year | -21.79% | -32.36% |
| Avg. Up Day | 3.51% | 3.54% |
| Avg. Down Day | -2.44% | -3.21% |
| Avg. Up Week | 7.4% | 11.02% |
| Avg. Down Week | -4.16% | -7.56% |
| Avg. Up Month | 10.8% | 30.84% |
| Avg. Down Month | -8.39% | -17.61% |
| Win Days % | 40.92% | 48.98% |
| Win Month % | 58.62% | 40.62% |
| Win Week % | 44.32% | 44.53% |
| Win Quarter % | 54.55% | 41.67% |
| Win Year % | 33.33% | 25.0% |