| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 35.65% | -9.99% |
| Max Drawdown | -40.56% | -62.69% |
| Sharpe | 0.75 | 0.37 |
| Sortino | 1.34 | 0.58 |
| Payoff Ratio | 1.48 | 1.31 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.38 | 1.2 |
| CPC Index | 0.78 | 0.68 |
| Tail Ratio | 1.14 | 1.14 |
| Outlier Win Ratio | 12.74 | 3.51 |
| Outlier Loss Ratio | 3.25 | 2.91 |
| Volatility (ann.) | 68.51% | 97.64% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.84 | -0.15 |
| Skew | 2.69 | 0.98 |
| Kurtosis | 23.9 | 5.61 |
| Expected Daily % | 0.08% | -0.03% |
| Expected Monthly % | 2.37% | -0.81% |
| Expected Yearly % | 16.47% | -5.13% |
| Kelly Criterion | 6.17% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.76% | -8.31% |
| Expected Shortfall (cVaR) | -5.76% | -8.31% |
| Year | 6779425:LINKUSD | 6779425:linkusd:triple_gx:lsma140_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 66.88 | 2.34 | + |
| 2025 | -30.02 | -18.71 | 0.62 | + |
| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -5.98% | -7.39% |
| 6M | 10.46% | -22.1% |
| YTD | -18.71% | -30.02% |
| 1Y | 35.65% | -22.09% |
| 3Y (ann.) | 34.03% | -9.62% |
| 5Y (ann.) | 34.03% | -9.62% |
| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| Max Drawdown | -40.56% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -10.23% | -16.47% |
| Avg. Drawdown Days | 26.0 | 41.0 |
| Recovery Factor | 0.88 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-23 | -40.56 | 124 |
| 2024-12-16 | 2025-05-31 | -32.61 | 166 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-07-07 | 2024-07-14 | -6.36 | 7 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| 2024-07-04 | 2024-07-06 | -1.99 | 2 |
| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -14.78% | -17.08% |
| Best Week | 41.97% | 41.97% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -18.04% | -41.14% |
| Best Year | 66.88% | 28.61% |
| Worst Year | -18.71% | -30.02% |
| Avg. Up Day | 4.8% | 4.81% |
| Avg. Down Day | -3.24% | -3.66% |
| Avg. Up Week | 9.95% | 11.54% |
| Avg. Down Week | -6.82% | -9.78% |
| Avg. Up Month | 31.87% | 25.88% |
| Avg. Down Month | -14.16% | -15.32% |
| Win Days % | 44.0% | 48.68% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 55.17% | 45.61% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |