| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086:DOTUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 161.2% | -36.25% |
| Max Drawdown | -32.85% | -70.49% |
| Sharpe | 1.68 | -0.04 |
| Sortino | 3.01 | -0.06 |
| Payoff Ratio | 1.33 | 1.15 |
| Profit Factor | 1.45 | 0.99 |
| Common Sense Ratio | 1.71 | 1.14 |
| CPC Index | 0.99 | 0.55 |
| Tail Ratio | 1.18 | 1.15 |
| Outlier Win Ratio | 9.95 | 3.39 |
| Outlier Loss Ratio | 3.54 | 2.89 |
| Volatility (ann.) | 58.12% | 83.5% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.83 | -0.45 |
| Skew | 2.25 | 0.56 |
| Kurtosis | 19.74 | 4.88 |
| Expected Daily % | 0.22% | -0.1% |
| Expected Monthly % | 6.61% | -2.96% |
| Expected Yearly % | 61.62% | -20.16% |
| Kelly Criterion | 14.21% | 2.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -7.2% |
| Expected Shortfall (cVaR) | -4.74% | -7.2% |
| Year | 6459086:DOTUSD | 6459086:dotusd:triple_gx:lsma85_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 117.50 | -20.40 | + |
| 2025 | -32.36 | 20.09 | -0.62 | + |
| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086:DOTUSD |
|---|---|---|
| MTD | 19.73% | 31.92% |
| 3M | 15.3% | 22.06% |
| 6M | 20.09% | -40.3% |
| YTD | 20.09% | -32.36% |
| 1Y | 221.41% | -29.32% |
| 3Y (ann.) | 125.91% | -31.76% |
| 5Y (ann.) | 125.91% | -31.76% |
| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086:DOTUSD |
|---|---|---|
| Max Drawdown | -32.85% | -70.49% |
| Longest DD Days | 166.0 | 225.0 |
| Avg. Drawdown | -10.39% | -17.95% |
| Avg. Drawdown Days | 27.0 | 52.0 |
| Recovery Factor | 4.91 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-28 | 2024-11-10 | -32.85 | 166 |
| 2025-02-01 | 2025-04-19 | -28.92 | 77 |
| 2025-04-25 | 2025-07-20 | -24.52 | 86 |
| 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 |
| 2025-01-27 | 2025-01-30 | -5.28 | 3 |
| 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 |
| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086: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 | -21.62% | -25.97% |
| Best Year | 117.5% | -5.76% |
| Worst Year | 20.09% | -32.36% |
| Avg. Up Day | 3.49% | 3.5% |
| Avg. Down Day | -2.61% | -3.05% |
| Avg. Up Week | 10.11% | 12.83% |
| Avg. Down Week | -7.35% | -7.37% |
| Avg. Up Month | 42.69% | 40.88% |
| Avg. Down Month | -12.36% | -14.56% |
| Win Days % | 50.96% | 47.79% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 65.79% | 38.1% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |