| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 5.04% | -9.99% |
| Max Drawdown | -41.84% | -62.69% |
| Sharpe | 0.37 | 0.37 |
| Sortino | 0.66 | 0.58 |
| Payoff Ratio | 1.54 | 1.39 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.32 | 1.2 |
| CPC Index | 0.71 | 0.71 |
| Tail Ratio | 1.19 | 1.14 |
| Outlier Win Ratio | 16.55 | 3.42 |
| Outlier Loss Ratio | 3.18 | 2.91 |
| Volatility (ann.) | 63.68% | 97.64% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.12 | -0.15 |
| Skew | 3.17 | 0.98 |
| Kurtosis | 32.16 | 5.61 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.38% | -0.81% |
| Expected Yearly % | 2.49% | -5.13% |
| Kelly Criterion | 3.08% | 11.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.42% | -8.31% |
| Expected Shortfall (cVaR) | -5.42% | -8.31% |
| Year | 6784375:LINKUSD | 6784375:linkusd:triple_gx:lsma200_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 35.24 | 1.23 | + |
| 2025 | -30.02 | -22.33 | 0.74 | + |
| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| MTD | -11.11% | -2.24% |
| 3M | -11.11% | -7.39% |
| 6M | -4.67% | -22.1% |
| YTD | -22.33% | -30.02% |
| 1Y | 5.04% | -22.09% |
| 3Y (ann.) | 4.83% | -9.62% |
| 5Y (ann.) | 4.83% | -9.62% |
| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| Max Drawdown | -41.84% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -12.86% | -16.47% |
| Avg. Drawdown Days | 36.0 | 41.0 |
| Recovery Factor | 0.12 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -41.84 | 166 |
| 2024-07-22 | 2024-12-02 | -33.64 | 133 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-07-07 | 2024-07-14 | -6.36 | 7 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-12-13 | 2024-12-14 | -0.35 | 1 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375: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 | 31.03% | 66.69% |
| Worst Month | -14.9% | -41.14% |
| Best Year | 35.24% | 28.61% |
| Worst Year | -22.33% | -30.02% |
| Avg. Up Day | 5.08% | 5.09% |
| Avg. Down Day | -3.29% | -3.67% |
| Avg. Up Week | 10.95% | 12.68% |
| Avg. Down Week | -6.88% | -10.79% |
| Avg. Up Month | 23.44% | 35.88% |
| Avg. Down Month | -12.88% | -19.17% |
| Win Days % | 41.18% | 48.68% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 48.0% | 45.61% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |