| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 48.9% | -60.42% |
| Max Drawdown | -37.1% | -76.55% |
| Sharpe | 0.76 | -0.3 |
| Sortino | 1.13 | -0.43 |
| Payoff Ratio | 1.11 | 1.0 |
| Profit Factor | 1.22 | 0.96 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.68 | 0.46 |
| Tail Ratio | 1.03 | 1.12 |
| Outlier Win Ratio | 13.36 | 3.16 |
| Outlier Loss Ratio | 3.31 | 2.92 |
| Volatility (ann.) | 54.68% | 85.23% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.82 | -0.6 |
| Skew | 0.62 | 0.36 |
| Kurtosis | 29.81 | 5.49 |
| Expected Daily % | 0.07% | -0.17% |
| Expected Monthly % | 2.12% | -4.76% |
| Expected Yearly % | 22.03% | -37.09% |
| Kelly Criterion | 5.76% | -3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -7.41% |
| Expected Shortfall (cVaR) | -4.59% | -7.41% |
| Year | 6461859:DOTUSD | 6461859:dotusd:triple_gx:lsma220_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.76 | 81.71 | -14.19 | + |
| 2025 | -58.00 | -18.05 | 0.31 | + |
| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -24.28% | -28.65% |
| 6M | -17.46% | -41.5% |
| YTD | -18.05% | -58.0% |
| 1Y | 43.63% | -46.09% |
| 3Y (ann.) | 30.3% | -46.0% |
| 5Y (ann.) | 30.3% | -46.0% |
| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859:DOTUSD |
|---|---|---|
| Max Drawdown | -37.1% | -76.55% |
| Longest DD Days | 344.0 | 344.0 |
| Avg. Drawdown | -9.11% | -18.71% |
| Avg. Drawdown Days | 41.0 | 67.0 |
| Recovery Factor | 1.32 | -0.79 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -37.10 | 344 |
| 2024-09-28 | 2024-11-18 | -19.90 | 51 |
| 2024-07-03 | 2024-08-08 | -14.80 | 36 |
| 2024-08-09 | 2024-08-23 | -10.50 | 14 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 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 |
| 2024-12-03 | 2024-12-04 | -2.27 | 1 |
| 2024-12-05 | 2024-12-06 | -1.47 | 1 |
| Metric | 6461859:dotusd:triple_gx:lsma220_65_40 | 6461859: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 | 81.71% | -5.76% |
| Worst Year | -18.05% | -58.0% |
| Avg. Up Day | 3.36% | 3.38% |
| Avg. Down Day | -3.03% | -3.37% |
| Avg. Up Week | 12.51% | 12.96% |
| Avg. Down Week | -7.55% | -10.47% |
| Avg. Up Month | 24.16% | 35.12% |
| Avg. Down Month | -8.21% | -18.42% |
| Win Days % | 50.49% | 48.18% |
| Win Month % | 57.14% | 36.84% |
| Win Week % | 47.37% | 38.75% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 0.0% |