| Metric | 6779542:linkusd:triple_gx:lsma125_115_35 | 6779542:LINKUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 29.72% | -11.62% |
| Max Drawdown | -41.51% | -62.69% |
| Sharpe | 0.59 | 0.38 |
| Sortino | 0.96 | 0.59 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.18 | 1.21 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.04 | 1.14 |
| Outlier Win Ratio | 9.37 | 3.37 |
| Outlier Loss Ratio | 3.13 | 2.98 |
| Volatility (ann.) | 72.68% | 95.55% |
| R^2 | 0.58 | 0.58 |
| Calmar | 0.45 | -0.13 |
| Skew | 1.48 | 0.67 |
| Kurtosis | 15.05 | 4.74 |
| Expected Daily % | 0.05% | -0.02% |
| Expected Monthly % | 1.38% | -0.65% |
| Expected Yearly % | 13.89% | -5.99% |
| Kelly Criterion | 2.61% | 4.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.14% | -8.13% |
| Expected Shortfall (cVaR) | -6.14% | -8.13% |
| Year | 6779542:LINKUSD | 6779542:linkusd:triple_gx:lsma125_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 43.73 | 1.53 | + |
| 2025 | -31.28 | -9.75 | 0.31 | + |
| Metric | 6779542:linkusd:triple_gx:lsma125_115_35 | 6779542:LINKUSD |
|---|---|---|
| MTD | 0.0% | -20.36% |
| 3M | -7.72% | -36.95% |
| 6M | 0.9% | -12.94% |
| YTD | -9.75% | -31.28% |
| 1Y | 59.09% | -0.77% |
| 3Y (ann.) | 18.89% | -7.88% |
| 5Y (ann.) | 18.89% | -7.88% |
| Metric | 6779542:linkusd:triple_gx:lsma125_115_35 | 6779542:LINKUSD |
|---|---|---|
| Max Drawdown | -41.51% | -62.69% |
| Longest DD Days | 249.0 | 335.0 |
| Avg. Drawdown | -14.05% | -16.47% |
| Avg. Drawdown Days | 42.0 | 59.0 |
| Recovery Factor | 0.72 | -0.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-08-22 | -41.51 | 249 |
| 2024-07-22 | 2024-11-23 | -40.42 | 124 |
| 2025-08-23 | 2025-11-16 | -31.17 | 85 |
| 2024-06-26 | 2024-07-21 | -16.62 | 25 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 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 |
| 2024-06-21 | 2024-06-25 | -3.18 | 4 |
| Metric | 6779542:linkusd:triple_gx:lsma125_115_35 | 6779542:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -21.06% | -21.06% |
| Best Week | 41.97% | 41.97% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -19.79% | -41.14% |
| Best Year | 43.73% | 28.61% |
| Worst Year | -9.75% | -31.28% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.59% | -3.82% |
| Avg. Up Week | 9.95% | 11.66% |
| Avg. Down Week | -7.62% | -9.02% |
| Avg. Up Month | 34.43% | 28.66% |
| Avg. Down Month | -12.19% | -16.14% |
| Win Days % | 46.89% | 49.54% |
| Win Month % | 46.67% | 42.11% |
| Win Week % | 53.06% | 44.44% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |