| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -13.34% | -36.25% |
| Max Drawdown | -35.78% | -70.49% |
| Sharpe | 0.01 | -0.04 |
| Sortino | 0.02 | -0.06 |
| Payoff Ratio | 1.23 | 1.01 |
| Profit Factor | 1.0 | 0.99 |
| Common Sense Ratio | 0.91 | 1.14 |
| CPC Index | 0.52 | 0.48 |
| Tail Ratio | 0.91 | 1.15 |
| Outlier Win Ratio | 13.82 | 3.24 |
| Outlier Loss Ratio | 3.29 | 2.92 |
| Volatility (ann.) | 50.72% | 83.5% |
| R^2 | 0.37 | 0.37 |
| Calmar | -0.32 | -0.45 |
| Skew | 0.47 | 0.56 |
| Kurtosis | 7.36 | 4.88 |
| Expected Daily % | -0.03% | -0.1% |
| Expected Monthly % | -0.95% | -2.96% |
| Expected Yearly % | -6.91% | -20.16% |
| Kelly Criterion | -5.01% | -4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.36% | -7.2% |
| Expected Shortfall (cVaR) | -4.36% | -7.2% |
| Year | 6448041:DOTUSD | 6448041:dotusd:triple_gx:lsma195_30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | -3.49 | 0.61 | + |
| 2025 | -32.36 | -10.21 | 0.32 | + |
| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| MTD | 15.02% | 31.92% |
| 3M | 9.06% | 22.06% |
| 6M | -10.21% | -40.3% |
| YTD | -10.21% | -32.36% |
| 1Y | 3.22% | -29.32% |
| 3Y (ann.) | -11.45% | -31.76% |
| 5Y (ann.) | -11.45% | -31.76% |
| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| Max Drawdown | -35.78% | -70.49% |
| Longest DD Days | 402.0 | 225.0 |
| Avg. Drawdown | -20.09% | -17.95% |
| Avg. Drawdown Days | 204.0 | 52.0 |
| Recovery Factor | -0.37 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-13 | 2025-07-20 | -35.78 | 402 |
| 2024-06-07 | 2024-06-12 | -4.41 | 5 |
| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| Best Day | 13.3% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 19.3% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 32.72% | 126.38% |
| Worst Month | -17.91% | -25.97% |
| Best Year | -3.49% | -5.76% |
| Worst Year | -10.21% | -32.36% |
| Avg. Up Day | 3.75% | 3.78% |
| Avg. Down Day | -3.05% | -3.75% |
| Avg. Up Week | 7.03% | 14.63% |
| Avg. Down Week | -5.3% | -9.18% |
| Avg. Up Month | 14.73% | 39.92% |
| Avg. Down Month | -8.03% | -14.68% |
| Win Days % | 42.07% | 47.79% |
| Win Month % | 35.71% | 33.33% |
| Win Week % | 43.59% | 38.1% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 0.0% | 0.0% |