| Metric | 6457210:dotusd:triple_gx:lsma235_60_30 | 6457210:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 152.02% | -37.77% |
| Max Drawdown | -50.5% | -78.31% |
| Sharpe | 0.86 | 0.18 |
| Sortino | 1.41 | 0.26 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.23 | 1.03 |
| Common Sense Ratio | 1.29 | 1.13 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 1.05 | 1.1 |
| Outlier Win Ratio | 12.46 | 3.4 |
| Outlier Loss Ratio | 3.31 | 3.04 |
| Volatility (ann.) | 52.5% | 78.0% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.74 | -0.19 |
| Skew | 1.43 | 0.4 |
| Kurtosis | 21.78 | 5.25 |
| Expected Daily % | 0.09% | -0.04% |
| Expected Monthly % | 2.6% | -1.31% |
| Expected Yearly % | 26.0% | -11.18% |
| Kelly Criterion | 5.88% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.4% | -6.68% |
| Expected Shortfall (cVaR) | -4.4% | -6.68% |
| Year | 6457210:DOTUSD | 6457210:dotusd:triple_gx:lsma235_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | -3.72 | 1.00 | + |
| 2023 | 90.52 | 121.04 | 1.34 | + |
| 2024 | -19.21 | 126.99 | -6.61 | + |
| 2025 | -58.00 | -47.83 | 0.82 | + |
| Metric | 6457210:dotusd:triple_gx:lsma235_60_30 | 6457210:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -36.34% | -28.65% |
| 6M | -41.24% | -41.5% |
| YTD | -47.83% | -58.0% |
| 1Y | 4.69% | -46.09% |
| 3Y (ann.) | 37.52% | -15.08% |
| 5Y (ann.) | 37.52% | -15.08% |
| Metric | 6457210:dotusd:triple_gx:lsma235_60_30 | 6457210:DOTUSD |
|---|---|---|
| Max Drawdown | -50.5% | -78.31% |
| Longest DD Days | 346.0 | 611.0 |
| Avg. Drawdown | -8.8% | -11.66% |
| Avg. Drawdown Days | 34.0 | 51.0 |
| Recovery Factor | 3.01 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-16 | -50.50 | 346 |
| 2024-03-15 | 2024-08-07 | -24.15 | 145 |
| 2024-08-09 | 2024-11-11 | -23.59 | 94 |
| 2023-12-26 | 2024-03-14 | -19.63 | 79 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2023-03-18 | 2023-06-23 | -13.33 | 97 |
| 2023-08-30 | 2023-10-23 | -12.06 | 54 |
| 2023-12-14 | 2023-12-21 | -11.73 | 7 |
| 2023-11-13 | 2023-12-13 | -8.95 | 30 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| Metric | 6457210:dotusd:triple_gx:lsma235_60_30 | 6457210:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -23.01% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.34% | -27.34% |
| Best Month | 106.49% | 126.38% |
| Worst Month | -24.84% | -33.41% |
| Best Year | 126.99% | 90.52% |
| Worst Year | -47.83% | -58.0% |
| Avg. Up Day | 3.62% | 3.64% |
| Avg. Down Day | -2.83% | -3.12% |
| Avg. Up Week | 8.66% | 10.8% |
| Avg. Down Week | -6.28% | -8.06% |
| Avg. Up Month | 26.52% | 37.55% |
| Avg. Down Month | -4.63% | -15.83% |
| Win Days % | 47.17% | 49.05% |
| Win Month % | 44.83% | 41.67% |
| Win Week % | 52.5% | 44.16% |
| Win Quarter % | 38.46% | 38.46% |
| Win Year % | 50.0% | 25.0% |