| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 45.92% | 0.23% |
| Max Drawdown | -44.73% | -72.71% |
| Sharpe | 0.55 | 0.38 |
| Sortino | 0.83 | 0.57 |
| Payoff Ratio | 1.4 | 1.13 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.07 | 1.25 |
| CPC Index | 0.68 | 0.59 |
| Tail Ratio | 0.93 | 1.18 |
| Outlier Win Ratio | 14.63 | 3.43 |
| Outlier Loss Ratio | 3.86 | 3.16 |
| Volatility (ann.) | 46.31% | 76.14% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.35 | 0.0 |
| Skew | 0.54 | 0.54 |
| Kurtosis | 9.02 | 4.65 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 1.19% | 0.01% |
| Expected Yearly % | 9.91% | 0.06% |
| Kelly Criterion | 0.92% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.92% | -6.48% |
| Expected Shortfall (cVaR) | -3.92% | -6.48% |
| Year | 6448445:DOTUSD | 6448445:dotusd:triple_gx:lsma235_40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | -0.59 | 0.16 | + |
| 2023 | 90.52 | 89.73 | 0.99 | - |
| 2024 | -19.21 | -3.39 | 0.18 | + |
| 2025 | -32.36 | -19.92 | 0.62 | + |
| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445:DOTUSD |
|---|---|---|
| MTD | 11.79% | 31.92% |
| 3M | -4.01% | 22.06% |
| 6M | -19.92% | -40.3% |
| YTD | -19.92% | -32.36% |
| 1Y | -19.73% | -29.32% |
| 3Y (ann.) | 15.8% | 0.09% |
| 5Y (ann.) | 15.8% | 0.09% |
| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445:DOTUSD |
|---|---|---|
| Max Drawdown | -44.73% | -72.71% |
| Longest DD Days | 492.0 | 492.0 |
| Avg. Drawdown | -10.04% | -11.38% |
| Avg. Drawdown Days | 66.0 | 45.0 |
| Recovery Factor | 1.03 | 0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-20 | -44.73 | 492 |
| 2023-12-14 | 2024-03-14 | -20.48 | 91 |
| 2023-06-07 | 2023-10-30 | -18.48 | 145 |
| 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 | -7.43 | 19 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-01-24 | 2023-02-20 | -5.71 | 27 |
| 2023-03-15 | 2023-03-17 | -5.62 | 2 |
| Metric | 6448445:dotusd:triple_gx:lsma235_40_15 | 6448445: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 | 42.33% | 126.38% |
| Worst Month | -18.19% | -33.41% |
| Best Year | 89.73% | 90.52% |
| Worst Year | -19.92% | -32.36% |
| Avg. Up Day | 3.53% | 3.56% |
| Avg. Down Day | -2.53% | -3.15% |
| Avg. Up Week | 7.78% | 11.9% |
| Avg. Down Week | -4.58% | -7.44% |
| Avg. Up Month | 15.93% | 37.87% |
| Avg. Down Month | -7.37% | -13.83% |
| Win Days % | 42.24% | 48.98% |
| Win Month % | 53.33% | 40.62% |
| Win Week % | 46.99% | 44.53% |
| Win Quarter % | 33.33% | 41.67% |
| Win Year % | 25.0% | 25.0% |