| Metric | 6783115:linkusd:triple_gx:lsma235_80_45 | 6783115:LINKUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 631.29% | 104.29% |
| Max Drawdown | -40.66% | -62.69% |
| Sharpe | 1.28 | 0.67 |
| Sortino | 2.18 | 1.02 |
| Payoff Ratio | 1.33 | 1.15 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 1.83 | 1.26 |
| CPC Index | 0.92 | 0.65 |
| Tail Ratio | 1.32 | 1.15 |
| Outlier Win Ratio | 13.7 | 3.47 |
| Outlier Loss Ratio | 3.4 | 3.05 |
| Volatility (ann.) | 57.37% | 88.75% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.9 | 0.36 |
| Skew | 1.79 | 0.44 |
| Kurtosis | 20.26 | 3.81 |
| Expected Daily % | 0.16% | 0.06% |
| Expected Monthly % | 4.74% | 1.68% |
| Expected Yearly % | 64.45% | 19.55% |
| Kelly Criterion | 12.6% | 8.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -7.48% |
| Expected Shortfall (cVaR) | -4.74% | -7.48% |
| Year | 6783115:LINKUSD | 6783115:linkusd:triple_gx:lsma235_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -17.11 | -6.50 | 0.38 | + |
| 2023 | 168.21 | 200.47 | 1.19 | + |
| 2024 | 33.72 | 118.34 | 3.51 | + |
| 2025 | -31.28 | 19.21 | -0.61 | + |
| Metric | 6783115:linkusd:triple_gx:lsma235_80_45 | 6783115:LINKUSD |
|---|---|---|
| MTD | 1.85% | -20.36% |
| 3M | 8.67% | -36.95% |
| 6M | 36.43% | -12.94% |
| YTD | 19.21% | -31.28% |
| 1Y | 89.81% | -0.77% |
| 3Y (ann.) | 109.88% | 28.84% |
| 5Y (ann.) | 77.39% | 22.85% |
| Metric | 6783115:linkusd:triple_gx:lsma235_80_45 | 6783115:LINKUSD |
|---|---|---|
| Max Drawdown | -40.66% | -62.69% |
| Longest DD Days | 261.0 | 435.0 |
| Avg. Drawdown | -9.18% | -15.31% |
| Avg. Drawdown Days | 37.0 | 59.0 |
| Recovery Factor | 15.52 | 1.66 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-08-20 | -40.66 | 247 |
| 2022-06-01 | 2023-02-17 | -37.15 | 261 |
| 2024-05-07 | 2024-11-08 | -31.15 | 185 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2024-01-20 | 2024-04-22 | -18.54 | 93 |
| 2025-08-23 | 2025-11-16 | -16.38 | 85 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-04 | 2023-10-21 | -13.05 | 109 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2023-03-24 | 2023-04-14 | -9.80 | 21 |
| Metric | 6783115:linkusd:triple_gx:lsma235_80_45 | 6783115:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -19.47% | -21.06% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 81.31% | 66.69% |
| Worst Month | -16.08% | -41.14% |
| Best Year | 200.47% | 168.21% |
| Worst Year | -6.5% | -31.28% |
| Avg. Up Day | 4.07% | 4.09% |
| Avg. Down Day | -3.06% | -3.54% |
| Avg. Up Week | 10.81% | 10.85% |
| Avg. Down Week | -5.88% | -8.82% |
| Avg. Up Month | 22.5% | 25.31% |
| Avg. Down Month | -7.76% | -18.12% |
| Win Days % | 50.11% | 51.03% |
| Win Month % | 67.74% | 51.16% |
| Win Week % | 57.83% | 48.11% |
| Win Quarter % | 78.57% | 46.67% |
| Win Year % | 75.0% | 50.0% |