| Metric | 6779421:linkusd:triple_gx:lsma125_110_35 | 6779421:LINKUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 109.23% | -13.08% |
| Max Drawdown | -56.9% | -72.82% |
| Sharpe | 0.62 | 0.41 |
| Sortino | 0.95 | 0.6 |
| Payoff Ratio | 1.13 | 0.99 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.31 | 1.17 |
| CPC Index | 0.64 | 0.53 |
| Tail Ratio | 1.14 | 1.1 |
| Outlier Win Ratio | 10.55 | 3.47 |
| Outlier Loss Ratio | 3.37 | 3.21 |
| Volatility (ann.) | 65.66% | 90.07% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.38 | -0.05 |
| Skew | 0.72 | 0.28 |
| Kurtosis | 13.98 | 3.65 |
| Expected Daily % | 0.05% | -0.01% |
| Expected Monthly % | 1.62% | -0.3% |
| Expected Yearly % | 20.27% | -3.44% |
| Kelly Criterion | 4.16% | 1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.54% | -7.65% |
| Expected Shortfall (cVaR) | -5.54% | -7.65% |
| Year | 6779421:LINKUSD | 6779421:linkusd:triple_gx:lsma125_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.73 | -37.19 | 0.57 | + |
| 2023 | 168.21 | 120.95 | 0.72 | - |
| 2024 | 33.72 | 76.76 | 2.28 | + |
| 2025 | -31.28 | -14.71 | 0.47 | + |
| Metric | 6779421:linkusd:triple_gx:lsma125_110_35 | 6779421:LINKUSD |
|---|---|---|
| MTD | 0.0% | -20.36% |
| 3M | -7.72% | -36.95% |
| 6M | 0.19% | -12.94% |
| YTD | -14.71% | -31.28% |
| 1Y | 50.35% | -0.77% |
| 3Y (ann.) | 55.03% | 28.84% |
| 5Y (ann.) | 21.51% | -3.63% |
| Metric | 6779421:linkusd:triple_gx:lsma125_110_35 | 6779421:LINKUSD |
|---|---|---|
| Max Drawdown | -56.9% | -72.82% |
| Longest DD Days | 498.0 | 727.0 |
| Avg. Drawdown | -13.25% | -24.84% |
| Avg. Drawdown Days | 70.0 | 137.0 |
| Recovery Factor | 1.92 | -0.18 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-07-20 | -56.90 | 498 |
| 2024-12-16 | 2025-11-16 | -44.72 | 335 |
| 2024-04-23 | 2024-11-24 | -41.81 | 215 |
| 2024-03-11 | 2024-04-22 | -22.56 | 42 |
| 2023-11-12 | 2024-03-06 | -18.74 | 115 |
| 2023-07-21 | 2023-10-23 | -16.40 | 94 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2023-11-02 | 2023-11-05 | -5.44 | 3 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| Metric | 6779421:linkusd:triple_gx:lsma125_110_35 | 6779421:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -21.06% | -21.06% |
| 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 | 120.95% | 168.21% |
| Worst Year | -37.19% | -64.73% |
| Avg. Up Day | 3.88% | 3.89% |
| Avg. Down Day | -3.43% | -3.93% |
| Avg. Up Week | 9.58% | 11.42% |
| Avg. Down Week | -6.83% | -8.59% |
| Avg. Up Month | 14.76% | 22.46% |
| Avg. Down Month | -10.59% | -18.28% |
| Win Days % | 49.13% | 51.02% |
| Win Month % | 57.89% | 47.83% |
| Win Week % | 52.14% | 46.04% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 50.0% | 50.0% |