| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086:DOTUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 465.38% | -33.91% |
| Max Drawdown | -45.79% | -72.71% |
| Sharpe | 1.37 | 0.19 |
| Sortino | 2.35 | 0.29 |
| Payoff Ratio | 1.31 | 1.16 |
| Profit Factor | 1.39 | 1.03 |
| Common Sense Ratio | 1.64 | 1.2 |
| CPC Index | 0.91 | 0.58 |
| Tail Ratio | 1.18 | 1.16 |
| Outlier Win Ratio | 12.18 | 3.6 |
| Outlier Loss Ratio | 3.43 | 3.12 |
| Volatility (ann.) | 51.95% | 75.88% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.72 | -0.18 |
| Skew | 1.86 | 0.46 |
| Kurtosis | 18.76 | 4.38 |
| Expected Daily % | 0.16% | -0.04% |
| Expected Monthly % | 4.79% | -1.11% |
| Expected Yearly % | 54.2% | -9.84% |
| Kelly Criterion | 11.82% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -6.49% |
| Expected Shortfall (cVaR) | -4.28% | -6.49% |
| Year | 6459086:DOTUSD | 6459086:dotusd:triple_gx:lsma85_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.52 | 6.08 | -0.17 | + |
| 2023 | 90.52 | 87.91 | 0.97 | - |
| 2024 | -19.21 | 136.17 | -7.09 | + |
| 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.) | 78.62% | -12.95% |
| 5Y (ann.) | 78.62% | -12.95% |
| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086:DOTUSD |
|---|---|---|
| Max Drawdown | -45.79% | -72.71% |
| Longest DD Days | 356.0 | 570.0 |
| Avg. Drawdown | -9.33% | -18.08% |
| Avg. Drawdown Days | 40.0 | 119.0 |
| Recovery Factor | 10.16 | -0.47 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2024-11-22 | -45.79 | 252 |
| 2022-11-08 | 2023-10-30 | -29.80 | 356 |
| 2025-02-01 | 2025-04-19 | -28.92 | 77 |
| 2025-04-25 | 2025-07-20 | -24.52 | 86 |
| 2023-12-26 | 2024-03-02 | -17.86 | 67 |
| 2023-11-13 | 2023-12-21 | -12.56 | 38 |
| 2022-08-11 | 2022-11-04 | -10.50 | 85 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-08-01 | 2022-08-05 | -8.17 | 4 |
| 2023-12-22 | 2023-12-24 | -5.52 | 2 |
| Metric | 6459086:dotusd:triple_gx:lsma85_50_35 | 6459086:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -14.35% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -27.32% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -21.62% | -33.41% |
| Best Year | 136.17% | 90.52% |
| Worst Year | 6.08% | -36.52% |
| Avg. Up Day | 3.46% | 3.47% |
| Avg. Down Day | -2.64% | -2.99% |
| Avg. Up Week | 8.89% | 11.04% |
| Avg. Down Week | -5.15% | -7.37% |
| Avg. Up Month | 23.42% | 29.99% |
| Avg. Down Month | -8.74% | -15.78% |
| Win Days % | 50.0% | 48.48% |
| Win Month % | 61.76% | 40.54% |
| Win Week % | 57.47% | 44.03% |
| Win Quarter % | 69.23% | 38.46% |
| Win Year % | 100.0% | 25.0% |