| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 174.13% | -10.41% |
| Max Drawdown | -52.68% | -71.61% |
| Sharpe | 0.81 | 0.41 |
| Sortino | 1.27 | 0.61 |
| Payoff Ratio | 1.21 | 1.04 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.58 | 1.14 |
| CPC Index | 0.72 | 0.56 |
| Tail Ratio | 1.3 | 1.07 |
| Outlier Win Ratio | 12.8 | 3.48 |
| Outlier Loss Ratio | 3.3 | 3.05 |
| Volatility (ann.) | 60.97% | 89.92% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.68 | -0.05 |
| Skew | 1.12 | 0.36 |
| Kurtosis | 19.49 | 3.95 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.55% | -0.27% |
| Expected Yearly % | 28.67% | -2.71% |
| Kelly Criterion | 6.87% | 3.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.11% | -7.64% |
| Expected Shortfall (cVaR) | -5.11% | -7.64% |
| Year | 6778903:LINKUSD | 6778903:linkusd:triple_gx:lsma140_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.31 | -31.79 | 0.49 | + |
| 2023 | 168.21 | 121.06 | 0.72 | - |
| 2024 | 33.72 | 110.31 | 3.27 | + |
| 2025 | -30.02 | -13.55 | 0.45 | + |
| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -0.01% | -7.39% |
| 6M | 6.11% | -22.1% |
| YTD | -13.55% | -30.02% |
| 1Y | 73.53% | -22.09% |
| 3Y (ann.) | 67.74% | 23.31% |
| 5Y (ann.) | 35.93% | -3.29% |
| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| Max Drawdown | -52.68% | -71.61% |
| Longest DD Days | 456.0 | 671.0 |
| Avg. Drawdown | -10.57% | -19.51% |
| Avg. Drawdown Days | 51.0 | 84.0 |
| Recovery Factor | 3.31 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-07-20 | -52.68 | 456 |
| 2024-12-16 | 2025-05-31 | -36.64 | 166 |
| 2023-11-12 | 2024-07-15 | -25.10 | 246 |
| 2024-08-09 | 2024-11-08 | -23.38 | 91 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-21 | 2023-10-23 | -13.61 | 94 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-07-16 | 2024-08-08 | -8.46 | 23 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -31.03% | -41.14% |
| Best Year | 121.06% | 168.21% |
| Worst Year | -31.79% | -64.31% |
| Avg. Up Day | 3.97% | 3.99% |
| Avg. Down Day | -3.29% | -3.85% |
| Avg. Up Week | 9.83% | 12.02% |
| Avg. Down Week | -5.49% | -7.32% |
| Avg. Up Month | 15.34% | 24.21% |
| Avg. Down Month | -10.27% | -17.72% |
| Win Days % | 49.03% | 50.92% |
| Win Month % | 56.67% | 50.0% |
| Win Week % | 51.09% | 46.59% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |