| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412:DOTUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 54.77% | -60.42% |
| Max Drawdown | -41.96% | -76.55% |
| Sharpe | 0.79 | -0.3 |
| Sortino | 1.23 | -0.43 |
| Payoff Ratio | 1.16 | 1.06 |
| Profit Factor | 1.19 | 0.96 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.68 | 0.49 |
| Tail Ratio | 1.05 | 1.12 |
| Outlier Win Ratio | 10.3 | 3.24 |
| Outlier Loss Ratio | 3.38 | 2.83 |
| Volatility (ann.) | 58.02% | 85.23% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.8 | -0.6 |
| Skew | 1.04 | 0.36 |
| Kurtosis | 21.72 | 5.49 |
| Expected Daily % | 0.08% | -0.17% |
| Expected Monthly % | 2.33% | -4.76% |
| Expected Yearly % | 24.41% | -37.09% |
| Kelly Criterion | 4.79% | -0.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.41% |
| Expected Shortfall (cVaR) | -4.87% | -7.41% |
| Year | 6459412:DOTUSD | 6459412:dotusd:triple_gx:lsma85_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 135.65 | -23.55 | + |
| 2025 | -58.00 | -34.32 | 0.59 | + |
| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -23.39% | -28.65% |
| 6M | -31.72% | -41.5% |
| YTD | -34.32% | -58.0% |
| 1Y | 34.64% | -46.09% |
| 3Y (ann.) | 33.69% | -46.0% |
| 5Y (ann.) | 33.69% | -46.0% |
| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412:DOTUSD |
|---|---|---|
| Max Drawdown | -41.96% | -76.55% |
| Longest DD Days | 205.0 | 344.0 |
| Avg. Drawdown | -13.17% | -18.71% |
| Avg. Drawdown Days | 47.0 | 67.0 |
| Recovery Factor | 1.31 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-25 | 2025-11-16 | -41.96 | 205 |
| 2025-02-01 | 2025-04-24 | -28.92 | 82 |
| 2024-05-28 | 2024-11-09 | -26.98 | 165 |
| 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 |
| 2024-12-07 | 2025-01-30 | -6.24 | 54 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-12-05 | 2024-12-06 | -1.47 | 1 |
| Metric | 6459412:dotusd:triple_gx:lsma85_60_35 | 6459412: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 | -22.76% | -26.3% |
| Best Year | 135.65% | -5.76% |
| Worst Year | -34.32% | -58.0% |
| Avg. Up Day | 3.33% | 3.34% |
| Avg. Down Day | -2.87% | -3.16% |
| Avg. Up Week | 10.07% | 12.3% |
| Avg. Down Week | -7.11% | -8.98% |
| Avg. Up Month | 37.0% | 34.98% |
| Avg. Down Month | -11.4% | -16.87% |
| Win Days % | 48.85% | 48.18% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 54.0% | 38.75% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |