| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 84.92% | -25.97% |
| Max Drawdown | -55.68% | -72.82% |
| Sharpe | 0.61 | 0.35 |
| Sortino | 0.92 | 0.51 |
| Payoff Ratio | 1.06 | 0.98 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.28 | 1.11 |
| CPC Index | 0.62 | 0.52 |
| Tail Ratio | 1.11 | 1.06 |
| Outlier Win Ratio | 11.92 | 3.47 |
| Outlier Loss Ratio | 3.24 | 3.24 |
| Volatility (ann.) | 63.46% | 90.03% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.37 | -0.12 |
| Skew | 0.81 | 0.36 |
| Kurtosis | 16.16 | 3.89 |
| Expected Daily % | 0.05% | -0.02% |
| Expected Monthly % | 1.55% | -0.75% |
| Expected Yearly % | 16.61% | -7.24% |
| Kelly Criterion | 3.95% | 0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -7.67% |
| Expected Shortfall (cVaR) | -5.36% | -7.67% |
| Year | 6783580:LINKUSD | 6783580:linkusd:triple_gx:lsma130_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.51 | -41.07 | 0.58 | + |
| 2023 | 168.21 | 168.30 | 1.00 | + |
| 2024 | 33.72 | 97.06 | 2.88 | + |
| 2025 | -30.02 | -40.65 | 1.35 | - |
| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| MTD | -16.67% | -2.24% |
| 3M | -30.78% | -7.39% |
| 6M | -19.35% | -22.1% |
| YTD | -40.65% | -30.02% |
| 1Y | 19.34% | -22.09% |
| 3Y (ann.) | 46.59% | 23.31% |
| 5Y (ann.) | 20.39% | -8.68% |
| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| Max Drawdown | -55.68% | -72.82% |
| Longest DD Days | 545.0 | 727.0 |
| Avg. Drawdown | -11.13% | -24.84% |
| Avg. Drawdown Days | 58.0 | 120.0 |
| Recovery Factor | 1.53 | -0.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2023-10-22 | -55.68 | 545 |
| 2024-12-16 | 2025-05-31 | -50.80 | 166 |
| 2023-11-12 | 2024-11-10 | -35.96 | 364 |
| 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 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2023-11-02 | 2023-11-05 | -5.44 | 3 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -30.9% | -41.14% |
| Best Year | 168.3% | 168.21% |
| Worst Year | -41.07% | -70.51% |
| Avg. Up Day | 3.84% | 3.85% |
| Avg. Down Day | -3.62% | -3.93% |
| Avg. Up Week | 10.44% | 11.02% |
| Avg. Down Week | -7.19% | -8.45% |
| Avg. Up Month | 17.64% | 21.01% |
| Avg. Down Month | -10.17% | -17.32% |
| Win Days % | 50.6% | 50.75% |
| Win Month % | 55.17% | 50.0% |
| Win Week % | 50.55% | 46.33% |
| Win Quarter % | 53.85% | 50.0% |
| Win Year % | 50.0% | 50.0% |