| Metric | 6784374:linkusd:triple_gx:lsma195_60_50 | 6784374:LINKUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 31.62% | -1.58% |
| Max Drawdown | -53.73% | -63.97% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.66 | 0.66 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.19 | 1.16 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.05 | 1.08 |
| Outlier Win Ratio | 16.19 | 3.39 |
| Outlier Loss Ratio | 3.4 | 3.1 |
| Volatility (ann.) | 56.64% | 90.17% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.17 | -0.01 |
| Skew | 1.11 | 0.37 |
| Kurtosis | 25.68 | 4.1 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 0.73% | -0.04% |
| Expected Yearly % | 7.11% | -0.4% |
| Kelly Criterion | 2.28% | 4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.81% | -7.65% |
| Expected Shortfall (cVaR) | -4.81% | -7.65% |
| Year | 6784374:LINKUSD | 6784374:linkusd:triple_gx:lsma195_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | -44.70 | 0.74 | + |
| 2023 | 168.21 | 126.59 | 0.75 | - |
| 2024 | 33.72 | 34.43 | 1.02 | + |
| 2025 | -30.02 | -21.87 | 0.73 | + |
| Metric | 6784374:linkusd:triple_gx:lsma195_60_50 | 6784374:LINKUSD |
|---|---|---|
| MTD | -12.33% | -2.24% |
| 3M | -12.33% | -7.39% |
| 6M | -4.1% | -22.1% |
| YTD | -21.87% | -30.02% |
| 1Y | -4.12% | -22.09% |
| 3Y (ann.) | 24.49% | 23.31% |
| 5Y (ann.) | 9.16% | -0.51% |
| Metric | 6784374:linkusd:triple_gx:lsma195_60_50 | 6784374:LINKUSD |
|---|---|---|
| Max Drawdown | -53.73% | -63.97% |
| Longest DD Days | 536.0 | 567.0 |
| Avg. Drawdown | -14.07% | -19.17% |
| Avg. Drawdown Days | 70.0 | 75.0 |
| Recovery Factor | 0.59 | -0.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-10-23 | -53.73 | 536 |
| 2024-12-16 | 2025-05-31 | -41.49 | 166 |
| 2024-07-22 | 2024-12-02 | -36.11 | 133 |
| 2024-03-15 | 2024-07-21 | -19.51 | 128 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2023-11-02 | 2023-11-08 | -5.44 | 6 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2023-10-28 | 2023-10-30 | -2.30 | 2 |
| Metric | 6784374:linkusd:triple_gx:lsma195_60_50 | 6784374:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 31.7% | 66.69% |
| Worst Month | -30.64% | -41.14% |
| Best Year | 126.59% | 168.21% |
| Worst Year | -44.7% | -60.79% |
| Avg. Up Day | 3.91% | 3.92% |
| Avg. Down Day | -3.3% | -3.69% |
| Avg. Up Week | 10.19% | 12.72% |
| Avg. Down Week | -6.72% | -9.35% |
| Avg. Up Month | 13.96% | 27.82% |
| Avg. Down Month | -11.51% | -18.11% |
| Win Days % | 47.04% | 50.84% |
| Win Month % | 51.85% | 50.0% |
| Win Week % | 46.75% | 47.02% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |