| Metric | 6461707:dotusd:triple_gx:lsma220_60_40 | 6461707:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 295.11% | -17.44% |
| Max Drawdown | -32.73% | -72.71% |
| Sharpe | 1.27 | 0.28 |
| Sortino | 2.12 | 0.42 |
| Payoff Ratio | 1.34 | 1.18 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 1.72 | 1.22 |
| CPC Index | 0.91 | 0.6 |
| Tail Ratio | 1.25 | 1.17 |
| Outlier Win Ratio | 12.5 | 3.45 |
| Outlier Loss Ratio | 3.51 | 3.23 |
| Volatility (ann.) | 51.75% | 75.98% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.11 | -0.1 |
| Skew | 1.74 | 0.52 |
| Kurtosis | 21.77 | 4.67 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.39% | -0.6% |
| Expected Yearly % | 40.99% | -4.68% |
| Kelly Criterion | 11.36% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -6.48% |
| Expected Shortfall (cVaR) | -4.28% | -6.48% |
| Year | 6461707:DOTUSD | 6461707:dotusd:triple_gx:lsma220_60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -20.70 | -6.82 | 0.33 | + |
| 2023 | 90.52 | 96.47 | 1.07 | + |
| 2024 | -19.21 | 97.31 | -5.07 | + |
| 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.) | 69.07% | -7.06% |
| 5Y (ann.) | 69.07% | -7.06% |
| Metric | 6461707:dotusd:triple_gx:lsma220_60_40 | 6461707:DOTUSD |
|---|---|---|
| Max Drawdown | -32.73% | -72.71% |
| Longest DD Days | 225.0 | 492.0 |
| Avg. Drawdown | -8.8% | -14.2% |
| Avg. Drawdown Days | 30.0 | 55.0 |
| Recovery Factor | 9.02 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -32.73 | 225 |
| 2024-03-15 | 2024-08-24 | -29.61 | 162 |
| 2023-12-26 | 2024-03-14 | -24.92 | 79 |
| 2023-11-13 | 2023-12-21 | -17.77 | 38 |
| 2024-09-28 | 2024-11-11 | -17.65 | 44 |
| 2024-11-12 | 2024-11-16 | -16.43 | 4 |
| 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 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 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 | -17.31% | -27.32% |
| Best Month | 70.32% | 126.38% |
| Worst Month | -11.47% | -33.41% |
| Best Year | 97.31% | 90.52% |
| Worst Year | -6.82% | -32.36% |
| Avg. Up Day | 3.6% | 3.62% |
| Avg. Down Day | -2.68% | -3.07% |
| Avg. Up Week | 10.45% | 11.4% |
| Avg. Down Week | -5.38% | -7.37% |
| Avg. Up Month | 19.74% | 38.23% |
| Avg. Down Month | -3.67% | -16.17% |
| Win Days % | 49.16% | 48.84% |
| Win Month % | 62.5% | 40.62% |
| Win Week % | 52.24% | 43.57% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 75.0% | 25.0% |