| Metric | 6448266:dotusd:triple_gx:lsma235_35_15 | 6448266:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -8.45% | -37.77% |
| Max Drawdown | -62.07% | -78.31% |
| Sharpe | 0.17 | 0.18 |
| Sortino | 0.26 | 0.26 |
| Payoff Ratio | 1.35 | 1.04 |
| Profit Factor | 1.04 | 1.03 |
| Common Sense Ratio | 0.88 | 1.13 |
| CPC Index | 0.58 | 0.52 |
| Tail Ratio | 0.85 | 1.1 |
| Outlier Win Ratio | 15.0 | 3.46 |
| Outlier Loss Ratio | 3.74 | 3.13 |
| Volatility (ann.) | 47.37% | 78.0% |
| R^2 | 0.37 | 0.37 |
| Calmar | -0.05 | -0.19 |
| Skew | 0.6 | 0.4 |
| Kurtosis | 9.15 | 5.25 |
| Expected Daily % | -0.01% | -0.04% |
| Expected Monthly % | -0.24% | -1.31% |
| Expected Yearly % | -2.18% | -11.18% |
| Kelly Criterion | -2.19% | 0.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -6.68% |
| Expected Shortfall (cVaR) | -4.06% | -6.68% |
| Year | 6448266:DOTUSD | 6448266:dotusd:triple_gx:lsma235_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | 0.00 | -0.00 | + |
| 2023 | 90.52 | 107.27 | 1.19 | + |
| 2024 | -19.21 | -27.10 | 1.41 | - |
| 2025 | -58.00 | -39.41 | 0.68 | + |
| Metric | 6448266:dotusd:triple_gx:lsma235_35_15 | 6448266:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -16.57% | -28.65% |
| 6M | -18.79% | -41.5% |
| YTD | -39.41% | -58.0% |
| 1Y | -40.07% | -46.09% |
| 3Y (ann.) | -3.0% | -15.08% |
| 5Y (ann.) | -3.0% | -15.08% |
| Metric | 6448266:dotusd:triple_gx:lsma235_35_15 | 6448266:DOTUSD |
|---|---|---|
| Max Drawdown | -62.07% | -78.31% |
| Longest DD Days | 611.0 | 611.0 |
| Avg. Drawdown | -9.89% | -11.66% |
| Avg. Drawdown Days | 64.0 | 51.0 |
| Recovery Factor | -0.14 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-11-16 | -62.07 | 611 |
| 2023-12-14 | 2024-03-11 | -18.40 | 88 |
| 2023-06-07 | 2023-11-01 | -16.86 | 147 |
| 2023-03-18 | 2023-06-06 | -9.61 | 80 |
| 2023-11-13 | 2023-12-08 | -8.95 | 25 |
| 2023-12-11 | 2023-12-13 | -8.82 | 2 |
| 2023-02-21 | 2023-03-12 | -8.59 | 19 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-01-24 | 2023-02-17 | -5.71 | 24 |
| 2023-03-15 | 2023-03-17 | -5.62 | 2 |
| Metric | 6448266:dotusd:triple_gx:lsma235_35_15 | 6448266:DOTUSD |
|---|---|---|
| Best Day | 15.24% | 28.35% |
| Worst Day | -14.09% | -23.01% |
| Best Week | 19.3% | 35.94% |
| Worst Week | -15.36% | -27.34% |
| Best Month | 35.75% | 126.38% |
| Worst Month | -17.91% | -33.41% |
| Best Year | 107.27% | 90.52% |
| Worst Year | -39.41% | -58.0% |
| Avg. Up Day | 3.54% | 3.56% |
| Avg. Down Day | -2.63% | -3.42% |
| Avg. Up Week | 7.15% | 11.3% |
| Avg. Down Week | -5.07% | -7.37% |
| Avg. Up Month | 13.83% | 31.2% |
| Avg. Down Month | -8.12% | -17.03% |
| Win Days % | 41.37% | 49.05% |
| Win Month % | 46.88% | 41.67% |
| Win Week % | 46.15% | 44.16% |
| Win Quarter % | 33.33% | 38.46% |
| Win Year % | 33.33% | 25.0% |