| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175:LINKUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 115.89% | -9.99% |
| Max Drawdown | -36.38% | -62.69% |
| Sharpe | 1.42 | 0.37 |
| Sortino | 2.76 | 0.58 |
| Payoff Ratio | 1.79 | 1.55 |
| Profit Factor | 1.48 | 1.06 |
| Common Sense Ratio | 1.99 | 1.2 |
| CPC Index | 1.18 | 0.79 |
| Tail Ratio | 1.34 | 1.14 |
| Outlier Win Ratio | 14.36 | 3.6 |
| Outlier Loss Ratio | 3.47 | 2.92 |
| Volatility (ann.) | 66.51% | 97.64% |
| R^2 | 0.47 | 0.47 |
| Calmar | 3.01 | -0.15 |
| Skew | 3.13 | 0.98 |
| Kurtosis | 27.27 | 5.61 |
| Expected Daily % | 0.2% | -0.03% |
| Expected Monthly % | 6.1% | -0.81% |
| Expected Yearly % | 46.93% | -5.13% |
| Kelly Criterion | 13.21% | 15.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.47% | -8.31% |
| Expected Shortfall (cVaR) | -5.47% | -8.31% |
| Year | 6786175:LINKUSD | 6786175:linkusd:triple_gx:lsma125_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 135.70 | 4.74 | + |
| 2025 | -30.02 | -8.41 | 0.28 | + |
| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175:LINKUSD |
|---|---|---|
| MTD | -6.32% | -2.24% |
| 3M | -8.41% | -7.39% |
| 6M | 12.43% | -22.1% |
| YTD | -8.41% | -30.02% |
| 1Y | 115.89% | -22.09% |
| 3Y (ann.) | 109.43% | -9.62% |
| 5Y (ann.) | 109.43% | -9.62% |
| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175:LINKUSD |
|---|---|---|
| Max Drawdown | -36.38% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -8.07% | -16.47% |
| Avg. Drawdown Days | 18.0 | 41.0 |
| Recovery Factor | 3.19 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -36.38 | 166 |
| 2024-10-31 | 2024-11-07 | -17.31 | 7 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-07-22 | 2024-08-08 | -12.73 | 17 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-12 | 2024-11-16 | -7.18 | 4 |
| 2024-08-09 | 2024-10-30 | -7.17 | 82 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2024-06-28 | 2024-07-13 | -6.15 | 15 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175: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 | 77.57% | 66.69% |
| Worst Month | -6.49% | -41.14% |
| Best Year | 135.7% | 28.61% |
| Worst Year | -8.41% | -30.02% |
| Avg. Up Day | 5.5% | 5.51% |
| Avg. Down Day | -3.08% | -3.56% |
| Avg. Up Week | 12.9% | 13.96% |
| Avg. Down Week | -4.49% | -6.37% |
| Avg. Up Month | 46.71% | 35.88% |
| Avg. Down Month | -6.32% | -2.24% |
| Win Days % | 44.35% | 48.68% |
| Win Month % | 77.78% | 46.15% |
| Win Week % | 48.0% | 45.61% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |