| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105:LINKUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 65.07% | -9.99% |
| Max Drawdown | -36.64% | -62.69% |
| Sharpe | 1.05 | 0.37 |
| Sortino | 1.97 | 0.58 |
| Payoff Ratio | 1.8 | 1.47 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.73 | 1.2 |
| CPC Index | 0.99 | 0.75 |
| Tail Ratio | 1.29 | 1.14 |
| Outlier Win Ratio | 14.95 | 3.51 |
| Outlier Loss Ratio | 3.71 | 2.89 |
| Volatility (ann.) | 64.44% | 97.64% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.69 | -0.15 |
| Skew | 3.21 | 0.98 |
| Kurtosis | 30.53 | 5.61 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.93% | -0.81% |
| Expected Yearly % | 28.48% | -5.13% |
| Kelly Criterion | 8.43% | 13.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.31% |
| Expected Shortfall (cVaR) | -5.36% | -8.31% |
| Year | 6783105:LINKUSD | 6783105:linkusd:triple_gx:lsma225_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 88.23 | 3.08 | + |
| 2025 | -30.02 | -12.30 | 0.41 | + |
| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105:LINKUSD |
|---|---|---|
| MTD | 0.37% | -2.24% |
| 3M | 0.37% | -7.39% |
| 6M | 7.64% | -22.1% |
| YTD | -12.3% | -30.02% |
| 1Y | 65.07% | -22.09% |
| 3Y (ann.) | 61.84% | -9.62% |
| 5Y (ann.) | 61.84% | -9.62% |
| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105:LINKUSD |
|---|---|---|
| Max Drawdown | -36.64% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -10.08% | -16.47% |
| Avg. Drawdown Days | 25.0 | 41.0 |
| Recovery Factor | 1.78 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -36.64 | 166 |
| 2024-07-16 | 2024-11-08 | -31.08 | 115 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-06-17 | 2024-07-14 | -7.65 | 27 |
| 2024-11-19 | 2024-11-22 | -6.78 | 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 |
| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105: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 | 81.31% | 66.69% |
| Worst Month | -16.08% | -41.14% |
| Best Year | 88.23% | 28.61% |
| Worst Year | -12.3% | -30.02% |
| Avg. Up Day | 5.23% | 5.25% |
| Avg. Down Day | -2.9% | -3.58% |
| Avg. Up Week | 12.0% | 12.23% |
| Avg. Down Week | -6.06% | -10.91% |
| Avg. Up Month | 48.58% | 35.88% |
| Avg. Down Month | -11.94% | -25.94% |
| Win Days % | 41.09% | 48.68% |
| Win Month % | 62.5% | 46.15% |
| Win Week % | 53.57% | 45.61% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |