| Metric | 6461690:dotusd:triple_gx:lsma215_60_40 | 6461690:DOTUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 307.52% | -18.45% |
| Max Drawdown | -32.73% | -72.71% |
| Sharpe | 1.28 | 0.27 |
| Sortino | 2.15 | 0.41 |
| Payoff Ratio | 1.3 | 1.16 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.71 | 1.22 |
| CPC Index | 0.9 | 0.59 |
| Tail Ratio | 1.25 | 1.18 |
| Outlier Win Ratio | 12.52 | 3.46 |
| Outlier Loss Ratio | 3.38 | 3.23 |
| Volatility (ann.) | 51.91% | 75.85% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.16 | -0.1 |
| Skew | 1.74 | 0.52 |
| Kurtosis | 21.42 | 4.69 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.49% | -0.64% |
| Expected Yearly % | 42.08% | -4.97% |
| Kelly Criterion | 11.87% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.29% | -6.47% |
| Expected Shortfall (cVaR) | -4.29% | -6.47% |
| Year | 6461690:DOTUSD | 6461690:dotusd:triple_gx:lsma215_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -21.67 | -6.82 | 0.31 | + |
| 2023 | 90.52 | 98.21 | 1.09 | + |
| 2024 | -19.21 | 101.72 | -5.29 | + |
| 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.) | 70.6% | -7.46% |
| 5Y (ann.) | 70.6% | -7.46% |
| Metric | 6461690:dotusd:triple_gx:lsma215_60_40 | 6461690:DOTUSD |
|---|---|---|
| Max Drawdown | -32.73% | -72.71% |
| Longest DD Days | 225.0 | 492.0 |
| Avg. Drawdown | -8.53% | -14.34% |
| Avg. Drawdown Days | 31.0 | 55.0 |
| Recovery Factor | 9.4 | -0.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -32.73 | 225 |
| 2023-12-26 | 2024-03-14 | -24.92 | 79 |
| 2024-03-15 | 2024-08-08 | -24.15 | 146 |
| 2023-11-13 | 2023-12-21 | -17.77 | 38 |
| 2024-09-28 | 2024-11-18 | -17.67 | 51 |
| 2023-03-18 | 2023-06-25 | -15.65 | 99 |
| 2023-02-04 | 2023-03-14 | -12.14 | 38 |
| 2023-07-03 | 2023-10-23 | -11.82 | 112 |
| 2024-08-25 | 2024-09-26 | -9.43 | 32 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 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 | -17.31% | -27.32% |
| Best Month | 70.32% | 126.38% |
| Worst Month | -11.47% | -33.41% |
| Best Year | 101.72% | 90.52% |
| Worst Year | -6.82% | -32.36% |
| Avg. Up Day | 3.6% | 3.61% |
| Avg. Down Day | -2.77% | -3.11% |
| Avg. Up Week | 10.31% | 11.36% |
| Avg. Down Week | -5.65% | -7.66% |
| Avg. Up Month | 22.33% | 43.11% |
| Avg. Down Month | -3.29% | -16.26% |
| Win Days % | 50.14% | 48.9% |
| Win Month % | 58.33% | 40.62% |
| Win Week % | 54.55% | 43.57% |
| Win Quarter % | 58.33% | 41.67% |
| Win Year % | 75.0% | 25.0% |