| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 802.12% | -58.97% |
| Max Drawdown | -39.56% | -78.31% |
| Sharpe | 1.6 | 0.04 |
| Sortino | 2.89 | 0.06 |
| Payoff Ratio | 1.43 | 1.16 |
| Profit Factor | 1.5 | 1.01 |
| Common Sense Ratio | 1.91 | 1.09 |
| CPC Index | 1.05 | 0.57 |
| Tail Ratio | 1.27 | 1.08 |
| Outlier Win Ratio | 13.43 | 3.5 |
| Outlier Loss Ratio | 3.74 | 3.03 |
| Volatility (ann.) | 48.54% | 77.53% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.38 | -0.3 |
| Skew | 2.23 | 0.35 |
| Kurtosis | 21.99 | 4.96 |
| Expected Daily % | 0.18% | -0.07% |
| Expected Monthly % | 5.51% | -2.15% |
| Expected Yearly % | 73.31% | -19.96% |
| Kelly Criterion | 13.11% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.97% | -6.67% |
| Expected Shortfall (cVaR) | -3.97% | -6.67% |
| Year | 6458749:DOTUSD | 6458749:dotusd:triple_gx:lsma85_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.52 | 18.05 | -0.49 | + |
| 2023 | 90.52 | 126.91 | 1.40 | + |
| 2024 | -19.21 | 165.77 | -8.63 | + |
| 2025 | -58.00 | 26.72 | -0.46 | + |
| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -1.93% | -28.65% |
| 6M | -4.67% | -41.5% |
| YTD | 26.72% | -58.0% |
| 1Y | 158.08% | -46.09% |
| 3Y (ann.) | 93.09% | -22.22% |
| 5Y (ann.) | 94.27% | -23.58% |
| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| Max Drawdown | -39.56% | -78.31% |
| Longest DD Days | 252.0 | 611.0 |
| Avg. Drawdown | -6.27% | -18.7% |
| Avg. Drawdown Days | 24.0 | 133.0 |
| Recovery Factor | 20.28 | -0.75 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-22 | -39.56 | 252 |
| 2022-11-08 | 2023-06-21 | -25.71 | 225 |
| 2025-02-01 | 2025-02-27 | -19.42 | 26 |
| 2025-07-28 | 2025-11-16 | -17.57 | 111 |
| 2025-05-14 | 2025-07-19 | -15.97 | 66 |
| 2023-12-26 | 2024-02-27 | -11.92 | 63 |
| 2023-11-16 | 2023-12-21 | -10.23 | 35 |
| 2023-08-30 | 2023-10-23 | -9.88 | 54 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| Metric | 6458749:dotusd:triple_gx:lsma85_40_35 | 6458749:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -14.35% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -18.75% | -27.34% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -20.79% | -33.41% |
| Best Year | 165.77% | 90.52% |
| Worst Year | 18.05% | -58.0% |
| Avg. Up Day | 3.61% | 3.63% |
| Avg. Down Day | -2.52% | -3.14% |
| Avg. Up Week | 7.76% | 10.43% |
| Avg. Down Week | -5.31% | -8.49% |
| Avg. Up Month | 21.97% | 28.09% |
| Avg. Down Month | -6.43% | -17.62% |
| Win Days % | 48.85% | 48.59% |
| Win Month % | 63.89% | 41.46% |
| Win Week % | 66.67% | 43.75% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 100.0% | 25.0% |