| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 134.03% | -36.25% |
| Max Drawdown | -27.0% | -70.49% |
| Sharpe | 1.58 | -0.04 |
| Sortino | 2.99 | -0.06 |
| Payoff Ratio | 1.42 | 1.27 |
| Profit Factor | 1.46 | 0.99 |
| Common Sense Ratio | 1.71 | 1.14 |
| CPC Index | 0.98 | 0.6 |
| Tail Ratio | 1.17 | 1.15 |
| Outlier Win Ratio | 11.48 | 3.39 |
| Outlier Loss Ratio | 3.77 | 2.83 |
| Volatility (ann.) | 54.69% | 83.5% |
| R^2 | 0.43 | 0.43 |
| Calmar | 3.92 | -0.45 |
| Skew | 2.92 | 0.56 |
| Kurtosis | 24.57 | 4.88 |
| Expected Daily % | 0.2% | -0.1% |
| Expected Monthly % | 5.83% | -2.96% |
| Expected Yearly % | 52.98% | -20.16% |
| Kelly Criterion | 10.18% | 6.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.47% | -7.2% |
| Expected Shortfall (cVaR) | -4.47% | -7.2% |
| Year | 6458727:DOTUSD | 6458727:dotusd:triple_gx:lsma60_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 113.52 | -19.71 | + |
| 2025 | -32.36 | 9.60 | -0.30 | + |
| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| MTD | 15.3% | 31.92% |
| 3M | 8.78% | 22.06% |
| 6M | 4.76% | -40.3% |
| YTD | 9.6% | -32.36% |
| 1Y | 172.54% | -29.32% |
| 3Y (ann.) | 105.8% | -31.76% |
| 5Y (ann.) | 105.8% | -31.76% |
| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| Max Drawdown | -27.0% | -70.49% |
| Longest DD Days | 166.0 | 225.0 |
| Avg. Drawdown | -10.23% | -17.95% |
| Avg. Drawdown Days | 31.0 | 52.0 |
| Recovery Factor | 4.96 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-10 | -27.00 | 166 |
| 2025-01-18 | 2025-04-19 | -25.17 | 91 |
| 2025-05-14 | 2025-07-20 | -18.14 | 67 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2025-04-20 | 2025-04-22 | -2.58 | 2 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-11-30 | 2024-12-01 | -0.86 | 1 |
| Metric | 6458727:dotusd:triple_gx:lsma60_40_35 | 6458727:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -8.63% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -17.6% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -20.79% | -25.97% |
| Best Year | 113.52% | -5.76% |
| Worst Year | 9.6% | -32.36% |
| Avg. Up Day | 3.74% | 3.77% |
| Avg. Down Day | -2.63% | -2.96% |
| Avg. Up Week | 9.82% | 12.95% |
| Avg. Down Week | -6.35% | -7.87% |
| Avg. Up Month | 36.35% | 40.88% |
| Avg. Down Month | -8.93% | -13.26% |
| Win Days % | 47.28% | 47.79% |
| Win Month % | 53.33% | 33.33% |
| Win Week % | 60.98% | 38.1% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |