| Metric | 6461705:dotusd:triple_gx:lsma235_60_40 | 6461705:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 34.18% | -60.42% |
| Max Drawdown | -44.14% | -76.55% |
| Sharpe | 0.63 | -0.3 |
| Sortino | 0.94 | -0.43 |
| Payoff Ratio | 1.11 | 1.01 |
| Profit Factor | 1.17 | 0.96 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.64 | 0.46 |
| Tail Ratio | 0.97 | 1.12 |
| Outlier Win Ratio | 12.87 | 3.16 |
| Outlier Loss Ratio | 3.3 | 2.92 |
| Volatility (ann.) | 55.66% | 85.23% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.49 | -0.6 |
| Skew | 0.63 | 0.36 |
| Kurtosis | 27.78 | 5.49 |
| Expected Daily % | 0.05% | -0.17% |
| Expected Monthly % | 1.56% | -4.76% |
| Expected Yearly % | 15.84% | -37.09% |
| Kelly Criterion | 3.72% | -3.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.7% | -7.41% |
| Expected Shortfall (cVaR) | -4.7% | -7.41% |
| Year | 6461705:DOTUSD | 6461705:dotusd:triple_gx:lsma235_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 83.10 | -14.43 | + |
| 2025 | -58.00 | -26.72 | 0.46 | + |
| Metric | 6461705:dotusd:triple_gx:lsma235_60_40 | 6461705:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -25.53% | -28.65% |
| 6M | -26.18% | -41.5% |
| YTD | -26.72% | -58.0% |
| 1Y | 27.54% | -46.09% |
| 3Y (ann.) | 21.59% | -46.0% |
| 5Y (ann.) | 21.59% | -46.0% |
| Metric | 6461705:dotusd:triple_gx:lsma235_60_40 | 6461705:DOTUSD |
|---|---|---|
| Max Drawdown | -44.14% | -76.55% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -10.61% | -18.71% |
| Avg. Drawdown Days | 50.0 | 67.0 |
| Recovery Factor | 0.77 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -44.14 | 344 |
| 2024-08-25 | 2024-11-22 | -23.08 | 89 |
| 2024-07-03 | 2024-08-06 | -14.80 | 34 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-08-09 | 2024-08-20 | -5.30 | 11 |
| 2024-06-20 | 2024-07-02 | -5.25 | 12 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-12-05 | 2024-12-06 | -1.47 | 1 |
| 2024-11-30 | 2024-12-01 | -0.86 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 6461705:dotusd:triple_gx:lsma235_60_40 | 6461705: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 | 70.32% | 126.38% |
| Worst Month | -26.29% | -26.3% |
| Best Year | 83.1% | -5.76% |
| Worst Year | -26.72% | -58.0% |
| Avg. Up Day | 3.41% | 3.42% |
| Avg. Down Day | -3.06% | -3.4% |
| Avg. Up Week | 11.08% | 12.57% |
| Avg. Down Week | -8.05% | -9.81% |
| Avg. Up Month | 47.45% | 67.36% |
| Avg. Down Month | -8.9% | -19.9% |
| Win Days % | 49.29% | 48.18% |
| Win Month % | 42.86% | 36.84% |
| Win Week % | 50.0% | 38.75% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |