| Metric | 6460672:dotusd:triple_gx:lsma220_100_35 | 6460672:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 298.87% | -17.44% |
| Max Drawdown | -35.59% | -72.71% |
| Sharpe | 1.26 | 0.28 |
| Sortino | 2.14 | 0.42 |
| Payoff Ratio | 1.36 | 1.18 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 1.57 | 1.22 |
| CPC Index | 0.9 | 0.6 |
| Tail Ratio | 1.15 | 1.17 |
| Outlier Win Ratio | 12.19 | 3.53 |
| Outlier Loss Ratio | 3.45 | 3.17 |
| Volatility (ann.) | 52.6% | 75.98% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.96 | -0.1 |
| Skew | 1.81 | 0.52 |
| Kurtosis | 20.63 | 4.67 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.42% | -0.6% |
| Expected Yearly % | 41.32% | -4.68% |
| Kelly Criterion | 10.81% | 5.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.35% | -6.48% |
| Expected Shortfall (cVaR) | -4.35% | -6.48% |
| Year | 6460672:DOTUSD | 6460672:dotusd:triple_gx:lsma220_100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.70 | -4.68 | 0.23 | + |
| 2023 | 90.52 | 88.84 | 0.98 | - |
| 2024 | -19.21 | 116.78 | -6.08 | + |
| 2025 | -32.36 | 2.22 | -0.07 | + |
| Metric | 6460672:dotusd:triple_gx:lsma220_100_35 | 6460672:DOTUSD |
|---|---|---|
| MTD | 26.17% | 31.92% |
| 3M | 2.97% | 22.06% |
| 6M | 2.22% | -40.3% |
| YTD | 2.22% | -32.36% |
| 1Y | 103.17% | -29.32% |
| 3Y (ann.) | 69.68% | -7.06% |
| 5Y (ann.) | 69.68% | -7.06% |
| Metric | 6460672:dotusd:triple_gx:lsma220_100_35 | 6460672:DOTUSD |
|---|---|---|
| Max Drawdown | -35.59% | -72.71% |
| Longest DD Days | 240.0 | 492.0 |
| Avg. Drawdown | -8.1% | -14.2% |
| Avg. Drawdown Days | 32.0 | 55.0 |
| Recovery Factor | 8.4 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -35.59 | 225 |
| 2024-03-15 | 2024-11-10 | -24.15 | 240 |
| 2023-12-26 | 2024-03-11 | -17.57 | 76 |
| 2023-07-03 | 2023-10-23 | -17.01 | 112 |
| 2023-11-13 | 2023-12-21 | -16.87 | 38 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2023-02-04 | 2023-03-17 | -12.31 | 41 |
| 2023-03-18 | 2023-06-23 | -12.14 | 97 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2022-12-18 | 2023-01-20 | -8.37 | 33 |
| Metric | 6460672:dotusd:triple_gx:lsma220_100_35 | 6460672:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -18.52% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -17.31% | -27.32% |
| Best Month | 117.18% | 126.38% |
| Worst Month | -18.29% | -33.41% |
| Best Year | 116.78% | 90.52% |
| Worst Year | -4.68% | -32.36% |
| Avg. Up Day | 3.63% | 3.65% |
| Avg. Down Day | -2.68% | -3.08% |
| Avg. Up Week | 9.39% | 11.15% |
| Avg. Down Week | -5.15% | -7.5% |
| Avg. Up Month | 26.06% | 37.9% |
| Avg. Down Month | -3.25% | -13.73% |
| Win Days % | 48.66% | 48.84% |
| Win Month % | 52.0% | 40.62% |
| Win Week % | 54.17% | 43.57% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 75.0% | 25.0% |