| Metric | 6465841:dotusd:triple_gx:lsma215_70_50 | 6465841:DOTUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 182.74% | -18.45% |
| Max Drawdown | -43.25% | -72.71% |
| Sharpe | 1.04 | 0.27 |
| Sortino | 1.69 | 0.41 |
| Payoff Ratio | 1.26 | 1.13 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 1.4 | 1.22 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 1.09 | 1.18 |
| Outlier Win Ratio | 12.79 | 3.43 |
| Outlier Loss Ratio | 3.45 | 3.15 |
| Volatility (ann.) | 49.82% | 75.85% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.12 | -0.1 |
| Skew | 1.57 | 0.52 |
| Kurtosis | 21.67 | 4.69 |
| Expected Daily % | 0.11% | -0.02% |
| Expected Monthly % | 3.3% | -0.64% |
| Expected Yearly % | 29.67% | -4.97% |
| Kelly Criterion | 8.23% | 3.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.15% | -6.47% |
| Expected Shortfall (cVaR) | -4.15% | -6.47% |
| Year | 6465841:DOTUSD | 6465841:dotusd:triple_gx:lsma215_70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -21.67 | -0.18 | 0.01 | + |
| 2023 | 90.52 | 145.06 | 1.60 | + |
| 2024 | -19.21 | 10.41 | -0.54 | + |
| 2025 | -32.36 | 4.68 | -0.14 | + |
| Metric | 6465841:dotusd:triple_gx:lsma215_70_50 | 6465841:DOTUSD |
|---|---|---|
| MTD | 15.28% | 31.92% |
| 3M | -1.43% | 22.06% |
| 6M | 4.68% | -40.3% |
| YTD | 4.68% | -32.36% |
| 1Y | 34.71% | -29.32% |
| 3Y (ann.) | 48.46% | -7.46% |
| 5Y (ann.) | 48.46% | -7.46% |
| Metric | 6465841:dotusd:triple_gx:lsma215_70_50 | 6465841:DOTUSD |
|---|---|---|
| Max Drawdown | -43.25% | -72.71% |
| Longest DD Days | 333.0 | 492.0 |
| Avg. Drawdown | -6.98% | -14.34% |
| Avg. Drawdown Days | 36.0 | 55.0 |
| Recovery Factor | 4.23 | -0.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-26 | 2024-11-23 | -43.25 | 333 |
| 2024-12-07 | 2025-07-20 | -25.89 | 225 |
| 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 |
| 2024-11-25 | 2024-11-29 | -8.73 | 4 |
| 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 |
| Metric | 6465841:dotusd:triple_gx:lsma215_70_50 | 6465841: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 | 54.22% | 126.38% |
| Worst Month | -16.47% | -33.41% |
| Best Year | 145.06% | 90.52% |
| Worst Year | -0.18% | -32.36% |
| Avg. Up Day | 3.37% | 3.38% |
| Avg. Down Day | -2.69% | -2.98% |
| Avg. Up Week | 8.61% | 11.29% |
| Avg. Down Week | -5.34% | -8.26% |
| Avg. Up Month | 22.93% | 40.92% |
| Avg. Down Month | -6.29% | -14.59% |
| Win Days % | 48.92% | 48.9% |
| Win Month % | 54.17% | 40.62% |
| Win Week % | 52.17% | 43.57% |
| Win Quarter % | 58.33% | 41.67% |
| Win Year % | 75.0% | 25.0% |