| Metric | 6461707:dotusd:triple_gx:lsma220_60_40 | 6461707:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 134.22% | -36.25% |
| Max Drawdown | -32.73% | -70.49% |
| Sharpe | 1.58 | -0.04 |
| Sortino | 2.71 | -0.06 |
| Payoff Ratio | 1.39 | 1.2 |
| Profit Factor | 1.51 | 0.99 |
| Common Sense Ratio | 1.95 | 1.14 |
| CPC Index | 1.06 | 0.57 |
| Tail Ratio | 1.29 | 1.15 |
| Outlier Win Ratio | 12.29 | 3.24 |
| Outlier Loss Ratio | 3.61 | 2.92 |
| Volatility (ann.) | 54.89% | 83.5% |
| R^2 | 0.44 | 0.44 |
| Calmar | 3.24 | -0.45 |
| Skew | 2.03 | 0.56 |
| Kurtosis | 27.64 | 4.88 |
| Expected Daily % | 0.2% | -0.1% |
| Expected Monthly % | 5.84% | -2.96% |
| Expected Yearly % | 53.04% | -20.16% |
| Kelly Criterion | 15.03% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.49% | -7.2% |
| Expected Shortfall (cVaR) | -4.49% | -7.2% |
| Year | 6461707:DOTUSD | 6461707:dotusd:triple_gx:lsma220_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 114.12 | -19.81 | + |
| 2025 | -32.36 | 9.39 | -0.29 | + |
| Metric | 6461707:dotusd:triple_gx:lsma220_60_40 | 6461707:DOTUSD |
|---|---|---|
| MTD | 31.92% | 31.92% |
| 3M | 10.18% | 22.06% |
| 6M | 9.39% | -40.3% |
| YTD | 9.39% | -32.36% |
| 1Y | 140.44% | -29.32% |
| 3Y (ann.) | 105.94% | -31.76% |
| 5Y (ann.) | 105.94% | -31.76% |
| Metric | 6461707:dotusd:triple_gx:lsma220_60_40 | 6461707:DOTUSD |
|---|---|---|
| Max Drawdown | -32.73% | -70.49% |
| Longest DD Days | 225.0 | 225.0 |
| Avg. Drawdown | -8.58% | -17.95% |
| Avg. Drawdown Days | 26.0 | 52.0 |
| Recovery Factor | 4.1 | -0.51 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -32.73 | 225 |
| 2024-09-28 | 2024-11-11 | -17.65 | 44 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 2024-07-03 | 2024-08-06 | -14.80 | 34 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 2024-11-17 | 2024-11-18 | -6.26 | 1 |
| 2024-08-09 | 2024-08-20 | -5.30 | 11 |
| 2024-06-20 | 2024-07-02 | -5.25 | 12 |
| 2024-11-19 | 2024-11-22 | -4.79 | 3 |
| 2024-08-27 | 2024-09-23 | -3.42 | 27 |
| Metric | 6461707:dotusd:triple_gx:lsma220_60_40 | 6461707: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 | 114.12% | -5.76% |
| Worst Year | 9.39% | -32.36% |
| Avg. Up Day | 3.66% | 3.67% |
| Avg. Down Day | -2.63% | -3.06% |
| Avg. Up Week | 13.82% | 13.94% |
| Avg. Down Week | -6.62% | -9.69% |
| Avg. Up Month | 34.97% | 54.12% |
| Avg. Down Month | -3.1% | -17.76% |
| Win Days % | 50.61% | 47.79% |
| Win Month % | 63.64% | 33.33% |
| Win Week % | 51.72% | 38.1% |
| Win Quarter % | 50.0% | 33.33% |
| Win Year % | 100.0% | 0.0% |