| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 42.9% | -9.99% |
| Max Drawdown | -35.46% | -62.69% |
| Sharpe | 0.82 | 0.37 |
| Sortino | 1.45 | 0.58 |
| Payoff Ratio | 1.41 | 1.28 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.35 | 1.2 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.11 | 1.14 |
| Outlier Win Ratio | 11.99 | 3.51 |
| Outlier Loss Ratio | 3.18 | 2.91 |
| Volatility (ann.) | 69.48% | 97.64% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.15 | -0.15 |
| Skew | 2.56 | 0.98 |
| Kurtosis | 22.45 | 5.61 |
| Expected Daily % | 0.09% | -0.03% |
| Expected Monthly % | 2.78% | -0.81% |
| Expected Yearly % | 19.54% | -5.13% |
| Kelly Criterion | 6.35% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.83% | -8.31% |
| Expected Shortfall (cVaR) | -5.83% | -8.31% |
| Year | 6779545:LINKUSD | 6779545:linkusd:triple_gx:lsma135_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 67.32 | 2.35 | + |
| 2025 | -30.02 | -14.60 | 0.49 | + |
| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -1.22% | -7.39% |
| 6M | 16.05% | -22.1% |
| YTD | -14.6% | -30.02% |
| 1Y | 42.9% | -22.09% |
| 3Y (ann.) | 40.9% | -9.62% |
| 5Y (ann.) | 40.9% | -9.62% |
| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545:LINKUSD |
|---|---|---|
| Max Drawdown | -35.46% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -10.55% | -16.47% |
| Avg. Drawdown Days | 29.0 | 41.0 |
| Recovery Factor | 1.21 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-22 | -35.46 | 123 |
| 2024-12-16 | 2025-05-31 | -29.85 | 166 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-07-03 | 2024-07-15 | -9.50 | 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 |
| 2024-12-01 | 2024-12-02 | -0.36 | 1 |
| Metric | 6779545:linkusd:triple_gx:lsma135_115_35 | 6779545: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 | 67.32% | 28.61% |
| Worst Year | -14.6% | -30.02% |
| Avg. Up Day | 4.71% | 4.72% |
| Avg. Down Day | -3.34% | -3.7% |
| Avg. Up Week | 10.15% | 11.54% |
| Avg. Down Week | -7.41% | -8.92% |
| Avg. Up Month | 33.57% | 25.88% |
| Avg. Down Month | -10.99% | -14.26% |
| Win Days % | 45.22% | 48.68% |
| Win Month % | 44.44% | 46.15% |
| Win Week % | 55.17% | 45.61% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |