| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 93.87% | -45.75% |
| Max Drawdown | -47.02% | -78.31% |
| Sharpe | 0.69 | 0.12 |
| Sortino | 1.09 | 0.18 |
| Payoff Ratio | 1.19 | 1.05 |
| Profit Factor | 1.18 | 1.02 |
| Common Sense Ratio | 1.18 | 1.1 |
| CPC Index | 0.68 | 0.52 |
| Tail Ratio | 1.0 | 1.08 |
| Outlier Win Ratio | 13.0 | 3.38 |
| Outlier Loss Ratio | 3.42 | 3.09 |
| Volatility (ann.) | 49.21% | 77.62% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.53 | -0.24 |
| Skew | 1.37 | 0.39 |
| Kurtosis | 20.63 | 5.28 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 1.81% | -1.64% |
| Expected Yearly % | 18.0% | -14.18% |
| Kelly Criterion | 4.7% | 0.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -6.66% |
| Expected Shortfall (cVaR) | -4.14% | -6.66% |
| Year | 6465836:DOTUSD | 6465836:dotusd:triple_gx:lsma210_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.08 | 5.04 | -0.31 | + |
| 2023 | 90.52 | 162.30 | 1.79 | + |
| 2024 | -19.21 | 3.08 | -0.16 | + |
| 2025 | -58.00 | -31.73 | 0.55 | + |
| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| MTD | 0.0% | -3.41% |
| 3M | -20.21% | -28.65% |
| 6M | -33.74% | -41.5% |
| YTD | -31.73% | -58.0% |
| 1Y | 15.57% | -46.09% |
| 3Y (ann.) | 24.97% | -18.61% |
| 5Y (ann.) | 24.97% | -18.61% |
| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| Max Drawdown | -47.02% | -78.31% |
| Longest DD Days | 344.0 | 611.0 |
| Avg. Drawdown | -8.19% | -13.94% |
| Avg. Drawdown Days | 45.0 | 59.0 |
| Recovery Factor | 2.0 | -0.58 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-11-29 | -47.02 | 339 |
| 2024-12-07 | 2025-11-16 | -44.19 | 344 |
| 2023-11-13 | 2023-12-24 | -14.85 | 41 |
| 2023-07-03 | 2023-11-01 | -13.08 | 121 |
| 2023-02-04 | 2023-02-17 | -12.31 | 13 |
| 2023-03-18 | 2023-06-23 | -12.29 | 97 |
| 2023-01-30 | 2023-02-03 | -6.34 | 4 |
| 2023-01-15 | 2023-01-20 | -6.29 | 5 |
| 2023-06-26 | 2023-07-01 | -6.14 | 5 |
| 2023-01-24 | 2023-01-27 | -5.71 | 3 |
| Metric | 6465836:dotusd:triple_gx:lsma210_70_50 | 6465836:DOTUSD |
|---|---|---|
| Best Day | 28.35% | 28.35% |
| Worst Day | -18.52% | -23.01% |
| Best Week | 35.94% | 35.94% |
| Worst Week | -17.31% | -27.34% |
| Best Month | 54.22% | 126.38% |
| Worst Month | -16.47% | -33.41% |
| Best Year | 162.3% | 90.52% |
| Worst Year | -31.73% | -58.0% |
| Avg. Up Day | 3.27% | 3.28% |
| Avg. Down Day | -2.74% | -3.13% |
| Avg. Up Week | 8.41% | 11.16% |
| Avg. Down Week | -5.37% | -7.96% |
| Avg. Up Month | 23.05% | 37.3% |
| Avg. Down Month | -6.71% | -15.85% |
| Win Days % | 48.12% | 49.03% |
| Win Month % | 46.43% | 43.24% |
| Win Week % | 47.56% | 43.67% |
| Win Quarter % | 53.85% | 38.46% |
| Win Year % | 75.0% | 25.0% |