| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 510.5% | 93.57% |
| Max Drawdown | -35.64% | -62.69% |
| Sharpe | 1.36 | 0.68 |
| Sortino | 2.38 | 1.04 |
| Payoff Ratio | 1.44 | 1.22 |
| Profit Factor | 1.45 | 1.1 |
| Common Sense Ratio | 1.98 | 1.22 |
| CPC Index | 1.03 | 0.68 |
| Tail Ratio | 1.36 | 1.11 |
| Outlier Win Ratio | 15.38 | 3.48 |
| Outlier Loss Ratio | 3.6 | 3.03 |
| Volatility (ann.) | 54.91% | 88.42% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.3 | 0.39 |
| Skew | 2.18 | 0.55 |
| Kurtosis | 26.46 | 4.09 |
| Expected Daily % | 0.16% | 0.06% |
| Expected Monthly % | 5.01% | 1.8% |
| Expected Yearly % | 57.19% | 17.95% |
| Kelly Criterion | 14.04% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.52% | -7.45% |
| Expected Shortfall (cVaR) | -4.52% | -7.45% |
| Year | 6782792:LINKUSD | 6782792:linkusd:triple_gx:lsma230_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.88 | -8.09 | 0.35 | + |
| 2023 | 168.21 | 181.76 | 1.08 | + |
| 2024 | 33.72 | 169.79 | 5.04 | + |
| 2025 | -30.02 | -12.62 | 0.42 | + |
| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 34.73% | -22.1% |
| YTD | -12.62% | -30.02% |
| 1Y | 107.35% | -22.09% |
| 3Y (ann.) | 80.77% | 23.31% |
| 5Y (ann.) | 81.97% | 24.43% |
| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| Max Drawdown | -35.64% | -62.69% |
| Longest DD Days | 177.0 | 435.0 |
| Avg. Drawdown | -8.73% | -15.21% |
| Avg. Drawdown Days | 30.0 | 48.0 |
| Recovery Factor | 14.32 | 1.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-08 | 2023-02-18 | -35.64 | 102 |
| 2024-07-16 | 2024-11-08 | -28.88 | 115 |
| 2024-12-16 | 2025-05-31 | -20.40 | 166 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2024-01-20 | 2024-07-15 | -18.54 | 177 |
| 2023-07-04 | 2023-10-21 | -15.46 | 109 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2022-05-25 | 2022-05-30 | -13.02 | 5 |
| 2023-03-24 | 2023-04-07 | -9.80 | 14 |
| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -19.47% | -19.47% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -19.45% | -26.88% |
| Best Month | 81.31% | 66.69% |
| Worst Month | -12.62% | -41.14% |
| Best Year | 181.76% | 168.21% |
| Worst Year | -12.62% | -30.02% |
| Avg. Up Day | 4.12% | 4.13% |
| Avg. Down Day | -2.86% | -3.39% |
| Avg. Up Week | 11.5% | 11.42% |
| Avg. Down Week | -4.75% | -8.28% |
| Avg. Up Month | 23.16% | 23.53% |
| Avg. Down Month | -7.49% | -19.2% |
| Win Days % | 49.3% | 50.91% |
| Win Month % | 65.22% | 54.05% |
| Win Week % | 51.43% | 48.77% |
| Win Quarter % | 54.55% | 53.85% |
| Win Year % | 50.0% | 50.0% |