| Metric | 6448082:dotusd:triple_gx:lsma230_30_15 | 6448082:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -7.46% | -40.23% |
| Max Drawdown | -65.38% | -78.31% |
| Sharpe | 0.19 | 0.16 |
| Sortino | 0.28 | 0.24 |
| Payoff Ratio | 1.34 | 1.04 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 0.97 | 1.13 |
| CPC Index | 0.59 | 0.52 |
| Tail Ratio | 0.93 | 1.1 |
| Outlier Win Ratio | 14.44 | 3.46 |
| Outlier Loss Ratio | 3.82 | 3.23 |
| Volatility (ann.) | 49.23% | 77.89% |
| R^2 | 0.4 | 0.4 |
| Calmar | -0.04 | -0.21 |
| Skew | -0.07 | 0.4 |
| Kurtosis | 13.39 | 5.26 |
| Expected Daily % | -0.01% | -0.05% |
| Expected Monthly % | -0.22% | -1.42% |
| Expected Yearly % | -1.92% | -12.07% |
| Kelly Criterion | -1.85% | 0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.21% | -6.67% |
| Expected Shortfall (cVaR) | -4.21% | -6.67% |
| Year | 6448082:DOTUSD | 6448082:dotusd:triple_gx:lsma230_30_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.54 | -2.92 | 0.39 | + |
| 2023 | 90.52 | 109.51 | 1.21 | + |
| 2024 | -19.21 | -0.39 | 0.02 | + |
| 2025 | -58.00 | -54.32 | 0.94 | + |
| Metric | 6448082:dotusd:triple_gx:lsma230_30_15 | 6448082:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -35.2% | -28.65% |
| 6M | -38.78% | -41.5% |
| YTD | -54.32% | -58.0% |
| 1Y | -45.76% | -46.09% |
| 3Y (ann.) | -2.62% | -16.19% |
| 5Y (ann.) | -2.62% | -16.19% |
| Metric | 6448082:dotusd:triple_gx:lsma230_30_15 | 6448082:DOTUSD |
|---|---|---|
| Max Drawdown | -65.38% | -78.31% |
| Longest DD Days | 611.0 | 611.0 |
| Avg. Drawdown | -9.05% | -13.02% |
| Avg. Drawdown Days | 50.0 | 58.0 |
| Recovery Factor | -0.11 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-11-16 | -65.38 | 611 |
| 2023-12-14 | 2024-03-06 | -18.40 | 83 |
| 2023-06-07 | 2023-10-23 | -15.99 | 138 |
| 2023-02-21 | 2023-03-14 | -12.41 | 21 |
| 2023-01-21 | 2023-02-17 | -10.31 | 27 |
| 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 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-03-15 | 2023-03-17 | -5.62 | 2 |
| Metric | 6448082:dotusd:triple_gx:lsma230_30_15 | 6448082:DOTUSD |
|---|---|---|
| Best Day | 15.24% | 28.35% |
| Worst Day | -23.01% | -23.01% |
| Best Week | 20.78% | 35.94% |
| Worst Week | -24.34% | -27.34% |
| Best Month | 30.94% | 126.38% |
| Worst Month | -30.39% | -33.41% |
| Best Year | 109.51% | 90.52% |
| Worst Year | -54.32% | -58.0% |
| Avg. Up Day | 3.54% | 3.57% |
| Avg. Down Day | -2.64% | -3.42% |
| Avg. Up Week | 7.99% | 11.61% |
| Avg. Down Week | -5.38% | -8.13% |
| Avg. Up Month | 13.67% | 31.2% |
| Avg. Down Month | -10.28% | -16.61% |
| Win Days % | 41.73% | 49.01% |
| Win Month % | 54.55% | 41.67% |
| Win Week % | 45.26% | 43.87% |
| Win Quarter % | 38.46% | 38.46% |
| Win Year % | 25.0% | 25.0% |