| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105:LINKUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 348.85% | 93.84% |
| Max Drawdown | -37.52% | -62.69% |
| Sharpe | 1.15 | 0.68 |
| Sortino | 1.95 | 1.04 |
| Payoff Ratio | 1.35 | 1.16 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.73 | 1.23 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 1.28 | 1.11 |
| Outlier Win Ratio | 14.54 | 3.48 |
| Outlier Loss Ratio | 3.51 | 3.05 |
| Volatility (ann.) | 56.26% | 88.36% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.71 | 0.39 |
| Skew | 1.94 | 0.55 |
| Kurtosis | 24.02 | 4.08 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.14% | 1.8% |
| Expected Yearly % | 45.55% | 17.99% |
| Kelly Criterion | 11.12% | 8.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.67% | -7.44% |
| Expected Shortfall (cVaR) | -4.67% | -7.44% |
| Year | 6783105:LINKUSD | 6783105:linkusd:triple_gx:lsma225_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.77 | -13.40 | 0.59 | + |
| 2023 | 168.21 | 166.90 | 0.99 | - |
| 2024 | 33.72 | 121.44 | 3.60 | + |
| 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.) | 63.09% | 23.31% |
| 5Y (ann.) | 63.99% | 24.36% |
| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105:LINKUSD |
|---|---|---|
| Max Drawdown | -37.52% | -62.69% |
| Longest DD Days | 295.0 | 435.0 |
| Avg. Drawdown | -9.48% | -14.81% |
| Avg. Drawdown Days | 33.0 | 47.0 |
| Recovery Factor | 9.3 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-03-23 | -37.52 | 295 |
| 2024-12-16 | 2025-05-31 | -36.64 | 166 |
| 2024-07-16 | 2024-11-08 | -31.08 | 115 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2024-01-20 | 2024-04-22 | -18.54 | 93 |
| 2023-07-04 | 2023-10-21 | -17.03 | 109 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2022-05-23 | 2022-05-30 | -14.21 | 7 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-05-07 | 2024-07-15 | -11.23 | 69 |
| Metric | 6783105:linkusd:triple_gx:lsma225_80_45 | 6783105: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 | -16.08% | -41.14% |
| Best Year | 166.9% | 168.21% |
| Worst Year | -13.4% | -30.02% |
| Avg. Up Day | 4.0% | 4.01% |
| Avg. Down Day | -2.97% | -3.45% |
| Avg. Up Week | 10.44% | 10.88% |
| Avg. Down Week | -5.37% | -8.49% |
| Avg. Up Month | 19.09% | 23.54% |
| Avg. Down Month | -7.53% | -18.49% |
| Win Days % | 48.96% | 50.95% |
| Win Month % | 65.38% | 54.05% |
| Win Week % | 54.05% | 48.47% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |