| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541:LINKUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 25.6% | -9.99% |
| Max Drawdown | -36.95% | -62.69% |
| Sharpe | 0.64 | 0.37 |
| Sortino | 1.12 | 0.58 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.19 | 1.2 |
| CPC Index | 0.71 | 0.64 |
| Tail Ratio | 1.03 | 1.14 |
| Outlier Win Ratio | 11.74 | 3.51 |
| Outlier Loss Ratio | 3.15 | 2.94 |
| Volatility (ann.) | 70.37% | 97.64% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.66 | -0.15 |
| Skew | 2.45 | 0.98 |
| Kurtosis | 21.37 | 5.61 |
| Expected Daily % | 0.06% | -0.03% |
| Expected Monthly % | 1.77% | -0.81% |
| Expected Yearly % | 12.07% | -5.13% |
| Kelly Criterion | 4.59% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.93% | -8.31% |
| Expected Shortfall (cVaR) | -5.93% | -8.31% |
| Year | 6779541:LINKUSD | 6779541:linkusd:triple_gx:lsma130_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 65.14 | 2.28 | + |
| 2025 | -30.02 | -23.94 | 0.80 | + |
| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -9.46% | -7.39% |
| 6M | 3.35% | -22.1% |
| YTD | -23.94% | -30.02% |
| 1Y | 25.6% | -22.09% |
| 3Y (ann.) | 24.48% | -9.62% |
| 5Y (ann.) | 24.48% | -9.62% |
| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541:LINKUSD |
|---|---|---|
| Max Drawdown | -36.95% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -10.84% | -16.47% |
| Avg. Drawdown Days | 27.0 | 41.0 |
| Recovery Factor | 0.69 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -36.95 | 166 |
| 2024-07-22 | 2024-11-22 | -35.46 | 123 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-07-03 | 2024-07-15 | -14.50 | 12 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 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 |
| 2024-06-28 | 2024-06-30 | -1.86 | 2 |
| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541: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 | 65.14% | 28.61% |
| Worst Year | -23.94% | -30.02% |
| Avg. Up Day | 4.63% | 4.64% |
| Avg. Down Day | -3.41% | -3.76% |
| Avg. Up Week | 10.83% | 12.05% |
| Avg. Down Week | -6.53% | -8.72% |
| Avg. Up Month | 33.57% | 25.88% |
| Avg. Down Month | -12.34% | -14.26% |
| Win Days % | 45.06% | 48.68% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 46.67% | 45.61% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |