| Metric | 6461705:dotusd:triple_gx:lsma235_60_40 | 6461705:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 134.77% | -37.77% |
| Max Drawdown | -44.14% | -78.31% |
| Sharpe | 0.82 | 0.18 |
| Sortino | 1.27 | 0.26 |
| Payoff Ratio | 1.19 | 1.07 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 1.27 | 1.13 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | 1.04 | 1.1 |
| Outlier Win Ratio | 12.75 | 3.38 |
| Outlier Loss Ratio | 3.28 | 3.16 |
| Volatility (ann.) | 52.85% | 78.0% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.77 | -0.19 |
| Skew | 0.92 | 0.4 |
| Kurtosis | 22.65 | 5.25 |
| Expected Daily % | 0.08% | -0.04% |
| Expected Monthly % | 2.4% | -1.31% |
| Expected Yearly % | 23.78% | -11.18% |
| Kelly Criterion | 6.45% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.43% | -6.68% |
| Expected Shortfall (cVaR) | -4.43% | -6.68% |
| Year | 6461705:DOTUSD | 6461705:dotusd:triple_gx:lsma235_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.72 | -3.72 | 1.00 | + |
| 2023 | 90.52 | 97.22 | 1.07 | + |
| 2024 | -19.21 | 68.72 | -3.58 | + |
| 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.) | 34.2% | -15.08% |
| 5Y (ann.) | 34.2% | -15.08% |
| Metric | 6461705:dotusd:triple_gx:lsma235_60_40 | 6461705:DOTUSD |
|---|---|---|
| Max Drawdown | -44.14% | -78.31% |
| Longest DD Days | 344.0 | 611.0 |
| Avg. Drawdown | -9.23% | -11.66% |
| Avg. Drawdown Days | 37.0 | 51.0 |
| Recovery Factor | 3.05 | -0.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -44.14 | 344 |
| 2024-03-15 | 2024-08-24 | -29.61 | 162 |
| 2023-12-26 | 2024-03-14 | -24.92 | 79 |
| 2024-08-25 | 2024-11-22 | -23.08 | 89 |
| 2023-11-13 | 2023-12-21 | -17.77 | 38 |
| 2023-03-18 | 2023-06-25 | -15.33 | 99 |
| 2023-02-04 | 2023-03-14 | -12.14 | 38 |
| 2023-07-03 | 2023-10-23 | -11.82 | 112 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2023-01-30 | 2023-02-03 | -6.34 | 4 |
| 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% | -33.41% |
| Best Year | 97.22% | 90.52% |
| Worst Year | -26.72% | -58.0% |
| Avg. Up Day | 3.49% | 3.5% |
| Avg. Down Day | -2.93% | -3.27% |
| Avg. Up Week | 9.49% | 10.99% |
| Avg. Down Week | -6.63% | -8.0% |
| Avg. Up Month | 21.14% | 39.75% |
| Avg. Down Month | -6.11% | -15.32% |
| Win Days % | 49.12% | 49.05% |
| Win Month % | 51.85% | 41.67% |
| Win Week % | 52.63% | 44.16% |
| Win Quarter % | 46.15% | 38.46% |
| Win Year % | 50.0% | 25.0% |