| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 37.42% | -60.42% |
| Max Drawdown | -39.7% | -76.55% |
| Sharpe | 0.65 | -0.3 |
| Sortino | 1.02 | -0.43 |
| Payoff Ratio | 1.27 | 1.12 |
| Profit Factor | 1.16 | 0.96 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.67 | 0.52 |
| Tail Ratio | 1.06 | 1.12 |
| Outlier Win Ratio | 10.71 | 3.24 |
| Outlier Loss Ratio | 3.45 | 2.83 |
| Volatility (ann.) | 58.0% | 85.23% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.59 | -0.6 |
| Skew | 1.08 | 0.36 |
| Kurtosis | 21.85 | 5.49 |
| Expected Daily % | 0.06% | -0.17% |
| Expected Monthly % | 1.69% | -4.76% |
| Expected Yearly % | 17.23% | -37.09% |
| Kelly Criterion | 2.75% | 1.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -7.41% |
| Expected Shortfall (cVaR) | -4.89% | -7.41% |
| Year | 6458929:DOTUSD | 6458929:dotusd:triple_gx:lsma85_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 76.15 | -13.22 | + |
| 2025 | -58.00 | -21.99 | 0.38 | + |
| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -24.2% | -28.65% |
| 6M | -27.25% | -41.5% |
| YTD | -21.99% | -58.0% |
| 1Y | 56.55% | -46.09% |
| 3Y (ann.) | 23.53% | -46.0% |
| 5Y (ann.) | 23.53% | -46.0% |
| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929:DOTUSD |
|---|---|---|
| Max Drawdown | -39.7% | -76.55% |
| Longest DD Days | 205.0 | 344.0 |
| Avg. Drawdown | -14.01% | -18.71% |
| Avg. Drawdown Days | 58.0 | 67.0 |
| Recovery Factor | 0.94 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-22 | -39.70 | 178 |
| 2025-04-25 | 2025-11-16 | -36.00 | 205 |
| 2025-02-01 | 2025-04-19 | -28.92 | 77 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-12-05 | 2025-01-30 | -6.84 | 56 |
| 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 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 6458929:dotusd:triple_gx:lsma85_45_35 | 6458929: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 | 117.18% | 126.38% |
| Worst Month | -23.29% | -26.3% |
| Best Year | 76.15% | -5.76% |
| Worst Year | -21.99% | -58.0% |
| Avg. Up Day | 3.62% | 3.64% |
| Avg. Down Day | -2.85% | -3.24% |
| Avg. Up Week | 8.72% | 11.84% |
| Avg. Down Week | -8.91% | -8.98% |
| Avg. Up Month | 38.32% | 33.32% |
| Avg. Down Month | -13.38% | -16.28% |
| Win Days % | 45.56% | 48.18% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 62.0% | 38.75% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |