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5 star artifacts have higher EXP value but if resin is more valuable to you, consider picking a desired set from an alchemizable artifact set and synthesizeing all your 5* artifacts with bad stats there. This way when grinding domains you can be rolling stats for artifacts of two characters at once- the domain set for one character, and any that don't have the right stats you recycle into rolls for a different set. It is a 3:1 loss but that still saves you resin and domain runs in the long run!

I'd also like to know how much do all substats increase each 4 levels... If I level up instantly from Lv4 to Lv16, i'd like to know which of the substats increased twice and which one increased only once....

I always get 5 star artifact at level 90 domain. He is right

It'll take a long time to get perfect substats dudes. Don't be shy to upgrade a piece to 16 with 2 or 20 with 3 good substats. You will be using it for a while until you find that right final piece.

Even at AR 50 it is NOT guaranteed that you get a 5 star artifact in a sphere. I was trying to get an anemo piece for Xiao and went in on lvl 90. I inly got 4 star crap.

Levelling artifacts Artifacts gain new secondary stats at levels 4,8,12,16 (up to a max of 4) When you find an artifact with a primary stat you like, level it to lvl 4. If you get a second stat you like, take it to 8, and so on. If it's bad, use it to level other artifacts (~70% of value is recycled when levelling other artifacts.) You can build v. strong ones! E.g. an artifact with 4 types of attack/crit will be waaay stronger than an hp/heal/def artifact on yr physical damage dealer