| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 83.08% | -36.25% |
| Max Drawdown | -36.26% | -70.49% |
| Sharpe | 1.16 | -0.04 |
| Sortino | 2.01 | -0.06 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.3 | 0.99 |
| Common Sense Ratio | 1.38 | 1.14 |
| CPC Index | 0.78 | 0.55 |
| Tail Ratio | 1.06 | 1.15 |
| Outlier Win Ratio | 10.58 | 3.39 |
| Outlier Loss Ratio | 3.5 | 2.89 |
| Volatility (ann.) | 58.0% | 83.5% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.85 | -0.45 |
| Skew | 2.23 | 0.56 |
| Kurtosis | 20.13 | 4.88 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.11% | -2.96% |
| Expected Yearly % | 35.31% | -20.16% |
| Kelly Criterion | 6.21% | 2.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.81% | -7.2% |
| Expected Shortfall (cVaR) | -4.81% | -7.2% |
| Year | 6458900:DOTUSD | 6458900:dotusd:triple_gx:lsma65_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 73.99 | -12.84 | + |
| 2025 | -32.36 | 5.23 | -0.16 | + |
| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| MTD | 21.14% | 31.92% |
| 3M | 10.97% | 22.06% |
| 6M | 5.23% | -40.3% |
| YTD | 5.23% | -32.36% |
| 1Y | 151.29% | -29.32% |
| 3Y (ann.) | 67.08% | -31.76% |
| 5Y (ann.) | 67.08% | -31.76% |
| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| Max Drawdown | -36.26% | -70.49% |
| Longest DD Days | 165.0 | 225.0 |
| Avg. Drawdown | -14.06% | -17.95% |
| Avg. Drawdown Days | 50.0 | 52.0 |
| Recovery Factor | 2.29 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-18 | -36.26 | 165 |
| 2025-01-22 | 2025-04-24 | -32.20 | 92 |
| 2025-04-25 | 2025-07-20 | -25.56 | 86 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-12-05 | 2025-01-20 | -1.83 | 46 |
| 2024-11-30 | 2024-12-01 | -0.86 | 1 |
| Metric | 6458900:dotusd:triple_gx:lsma65_45_35 | 6458900:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -12.74% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.32% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -23.06% | -25.97% |
| Best Year | 73.99% | -5.76% |
| Worst Year | 5.23% | -32.36% |
| Avg. Up Day | 3.59% | 3.6% |
| Avg. Down Day | -2.85% | -3.11% |
| Avg. Up Week | 11.29% | 13.76% |
| Avg. Down Week | -7.2% | -7.07% |
| Avg. Up Month | 39.75% | 40.88% |
| Avg. Down Month | -14.25% | -17.67% |
| Win Days % | 47.76% | 47.79% |
| Win Month % | 64.29% | 33.33% |
| Win Week % | 56.41% | 38.1% |
| Win Quarter % | 33.33% | 33.33% |
| Win Year % | 100.0% | 0.0% |