| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541:LINKUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 133.43% | -25.97% |
| Max Drawdown | -52.68% | -72.82% |
| Sharpe | 0.72 | 0.35 |
| Sortino | 1.11 | 0.51 |
| Payoff Ratio | 1.13 | 0.98 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.42 | 1.11 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.21 | 1.06 |
| Outlier Win Ratio | 11.37 | 3.5 |
| Outlier Loss Ratio | 3.41 | 3.23 |
| Volatility (ann.) | 63.64% | 90.03% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.55 | -0.12 |
| Skew | 0.94 | 0.36 |
| Kurtosis | 16.36 | 3.89 |
| Expected Daily % | 0.07% | -0.02% |
| Expected Monthly % | 2.14% | -0.75% |
| Expected Yearly % | 23.61% | -7.24% |
| Kelly Criterion | 5.4% | 0.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -7.67% |
| Expected Shortfall (cVaR) | -5.35% | -7.67% |
| Year | 6779541:LINKUSD | 6779541:linkusd:triple_gx:lsma130_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.51 | -23.18 | 0.33 | + |
| 2023 | 168.21 | 127.84 | 0.76 | - |
| 2024 | 33.72 | 75.34 | 2.23 | + |
| 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.) | 57.3% | 23.31% |
| 5Y (ann.) | 29.17% | -8.68% |
| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541:LINKUSD |
|---|---|---|
| Max Drawdown | -52.68% | -72.82% |
| Longest DD Days | 433.0 | 727.0 |
| Avg. Drawdown | -10.12% | -24.84% |
| Avg. Drawdown Days | 48.0 | 120.0 |
| Recovery Factor | 2.53 | -0.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-06-27 | -52.68 | 433 |
| 2024-12-16 | 2025-05-31 | -36.95 | 166 |
| 2024-04-23 | 2024-11-22 | -35.83 | 213 |
| 2023-11-12 | 2024-04-22 | -23.13 | 162 |
| 2023-07-21 | 2023-10-23 | -16.40 | 94 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-04 | 2023-07-20 | -8.21 | 16 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2023-06-28 | 2023-06-30 | -6.21 | 2 |
| 2023-11-02 | 2023-11-05 | -5.44 | 3 |
| Metric | 6779541:linkusd:triple_gx:lsma130_115_35 | 6779541: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 | 127.84% | 168.21% |
| Worst Year | -23.94% | -70.51% |
| Avg. Up Day | 3.84% | 3.85% |
| Avg. Down Day | -3.39% | -3.91% |
| Avg. Up Week | 9.66% | 11.43% |
| Avg. Down Week | -5.92% | -8.18% |
| Avg. Up Month | 15.43% | 22.62% |
| Avg. Down Month | -9.72% | -17.85% |
| Win Days % | 49.71% | 50.75% |
| Win Month % | 56.25% | 50.0% |
| Win Week % | 48.96% | 46.33% |
| Win Quarter % | 53.85% | 50.0% |
| Win Year % | 50.0% | 50.0% |