| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 71.49% | -21.93% |
| Max Drawdown | -44.57% | -72.71% |
| Sharpe | 0.66 | 0.25 |
| Sortino | 1.02 | 0.37 |
| Payoff Ratio | 1.35 | 1.08 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.17 | 1.19 |
| CPC Index | 0.7 | 0.55 |
| Tail Ratio | 0.99 | 1.14 |
| Outlier Win Ratio | 14.75 | 3.61 |
| Outlier Loss Ratio | 3.71 | 3.26 |
| Volatility (ann.) | 47.88% | 75.38% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.5 | -0.12 |
| Skew | 0.71 | 0.52 |
| Kurtosis | 9.36 | 4.73 |
| Expected Daily % | 0.06% | -0.03% |
| Expected Monthly % | 1.65% | -0.75% |
| Expected Yearly % | 14.44% | -6.0% |
| Kelly Criterion | 2.29% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.04% | -6.44% |
| Expected Shortfall (cVaR) | -4.04% | -6.44% |
| Year | 6448041:DOTUSD | 6448041:dotusd:triple_gx:lsma195_30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -25.01 | -11.92 | 0.48 | + |
| 2023 | 90.52 | 99.92 | 1.10 | + |
| 2024 | -19.21 | 8.46 | -0.44 | + |
| 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.) | 22.25% | -8.81% |
| 5Y (ann.) | 22.25% | -8.81% |
| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| Max Drawdown | -44.57% | -72.71% |
| Longest DD Days | 492.0 | 492.0 |
| Avg. Drawdown | -8.62% | -14.59% |
| Avg. Drawdown Days | 46.0 | 56.0 |
| Recovery Factor | 1.6 | -0.3 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-20 | -44.57 | 492 |
| 2023-12-14 | 2024-03-06 | -18.40 | 83 |
| 2023-06-07 | 2023-11-01 | -16.79 | 147 |
| 2022-12-13 | 2023-01-14 | -15.14 | 32 |
| 2023-01-21 | 2023-02-17 | -10.31 | 27 |
| 2023-02-21 | 2023-03-12 | -8.99 | 19 |
| 2023-11-13 | 2023-12-08 | -8.95 | 25 |
| 2023-12-11 | 2023-12-13 | -8.82 | 2 |
| 2023-03-18 | 2023-04-11 | -7.85 | 24 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| Metric | 6448041:dotusd:triple_gx:lsma195_30_15 | 6448041:DOTUSD |
|---|---|---|
| Best Day | 15.24% | 28.35% |
| Worst Day | -14.09% | -18.52% |
| Best Week | 20.78% | 35.94% |
| Worst Week | -15.36% | -27.32% |
| Best Month | 32.72% | 126.38% |
| Worst Month | -17.91% | -33.41% |
| Best Year | 99.92% | 90.52% |
| Worst Year | -11.92% | -32.36% |
| Avg. Up Day | 3.61% | 3.65% |
| Avg. Down Day | -2.68% | -3.37% |
| Avg. Up Week | 7.99% | 12.78% |
| Avg. Down Week | -4.66% | -8.5% |
| Avg. Up Month | 13.46% | 30.46% |
| Avg. Down Month | -7.8% | -14.67% |
| Win Days % | 43.94% | 48.82% |
| Win Month % | 58.06% | 39.39% |
| Win Week % | 47.06% | 43.36% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 50.0% | 25.0% |