| Metric | 6461690:dotusd:triple_gx:lsma215_60_40 | 6461690:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 139.45% | -36.25% |
| Max Drawdown | -32.73% | -70.49% |
| Sharpe | 1.6 | -0.04 |
| Sortino | 2.76 | -0.06 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.51 | 0.99 |
| Common Sense Ratio | 1.93 | 1.14 |
| CPC Index | 1.05 | 0.57 |
| Tail Ratio | 1.28 | 1.15 |
| Outlier Win Ratio | 12.09 | 3.24 |
| Outlier Loss Ratio | 3.44 | 2.92 |
| Volatility (ann.) | 55.51% | 83.5% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.36 | -0.45 |
| Skew | 2.0 | 0.56 |
| Kurtosis | 26.44 | 4.88 |
| Expected Daily % | 0.2% | -0.1% |
| Expected Monthly % | 5.99% | -2.96% |
| Expected Yearly % | 54.74% | -20.16% |
| Kelly Criterion | 15.83% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.54% | -7.2% |
| Expected Shortfall (cVaR) | -4.54% | -7.2% |
| Year | 6461690:DOTUSD | 6461690:dotusd:triple_gx:lsma215_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 118.91 | -20.64 | + |
| 2025 | -32.36 | 9.39 | -0.29 | + |
| Metric | 6461690:dotusd:triple_gx:lsma215_60_40 | 6461690:DOTUSD |
|---|---|---|
| MTD | 31.92% | 31.92% |
| 3M | 10.18% | 22.06% |
| 6M | 9.39% | -40.3% |
| YTD | 9.39% | -32.36% |
| 1Y | 122.32% | -29.32% |
| 3Y (ann.) | 109.84% | -31.76% |
| 5Y (ann.) | 109.84% | -31.76% |
| Metric | 6461690:dotusd:triple_gx:lsma215_60_40 | 6461690:DOTUSD |
|---|---|---|
| Max Drawdown | -32.73% | -70.49% |
| Longest DD Days | 225.0 | 225.0 |
| Avg. Drawdown | -7.53% | -17.95% |
| Avg. Drawdown Days | 27.0 | 52.0 |
| Recovery Factor | 4.26 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -32.73 | 225 |
| 2024-09-28 | 2024-11-18 | -17.67 | 51 |
| 2024-07-03 | 2024-08-06 | -14.80 | 34 |
| 2024-08-25 | 2024-09-26 | -9.43 | 32 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-08-09 | 2024-08-20 | -5.30 | 11 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-06-20 | 2024-06-25 | -3.25 | 5 |
| 2024-06-28 | 2024-07-01 | -3.25 | 3 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| Metric | 6461690:dotusd:triple_gx:lsma215_60_40 | 6461690:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -18.52% | -18.52% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -15.96% | -27.32% |
| Best Month | 70.32% | 126.38% |
| Worst Month | -11.47% | -25.97% |
| Best Year | 118.91% | -5.76% |
| Worst Year | 9.39% | -32.36% |
| Avg. Up Day | 3.65% | 3.66% |
| Avg. Down Day | -2.73% | -3.07% |
| Avg. Up Week | 13.24% | 13.65% |
| Avg. Down Week | -6.85% | -9.69% |
| Avg. Up Month | 51.12% | 79.15% |
| Avg. Down Month | -2.19% | -17.64% |
| Win Days % | 51.83% | 47.79% |
| Win Month % | 54.55% | 33.33% |
| Win Week % | 55.17% | 38.1% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |