| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175:LINKUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 319.25% | -11.48% |
| Max Drawdown | -56.76% | -72.82% |
| Sharpe | 1.02 | 0.41 |
| Sortino | 1.64 | 0.6 |
| Payoff Ratio | 1.26 | 1.1 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.73 | 1.13 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | 1.32 | 1.06 |
| Outlier Win Ratio | 14.32 | 3.46 |
| Outlier Loss Ratio | 3.28 | 3.05 |
| Volatility (ann.) | 59.31% | 89.99% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.95 | -0.05 |
| Skew | 1.2 | 0.35 |
| Kurtosis | 21.49 | 3.88 |
| Expected Daily % | 0.12% | -0.01% |
| Expected Monthly % | 3.65% | -0.3% |
| Expected Yearly % | 43.09% | -3.0% |
| Kelly Criterion | 9.97% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -7.65% |
| Expected Shortfall (cVaR) | -4.94% | -7.65% |
| Year | 6786175:LINKUSD | 6786175:linkusd:triple_gx:lsma125_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.73 | -41.76 | 0.65 | + |
| 2023 | 168.21 | 231.01 | 1.37 | + |
| 2024 | 33.72 | 137.42 | 4.08 | + |
| 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.) | 90.93% | 23.31% |
| 5Y (ann.) | 53.87% | -3.6% |
| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175:LINKUSD |
|---|---|---|
| Max Drawdown | -56.76% | -72.82% |
| Longest DD Days | 539.0 | 727.0 |
| Avg. Drawdown | -10.17% | -24.84% |
| Avg. Drawdown Days | 48.0 | 120.0 |
| Recovery Factor | 5.62 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-30 | 2023-10-21 | -56.76 | 539 |
| 2024-12-16 | 2025-05-31 | -36.38 | 166 |
| 2023-11-12 | 2024-07-15 | -29.83 | 246 |
| 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 |
| Metric | 6786175:linkusd:triple_gx:lsma125_65_55 | 6786175: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 | 77.57% | 66.69% |
| Worst Month | -31.03% | -41.14% |
| Best Year | 231.01% | 168.21% |
| Worst Year | -41.76% | -64.73% |
| Avg. Up Day | 4.2% | 4.21% |
| Avg. Down Day | -3.33% | -3.82% |
| Avg. Up Week | 11.32% | 12.01% |
| Avg. Down Week | -5.95% | -8.34% |
| Avg. Up Month | 24.07% | 24.49% |
| Avg. Down Month | -9.52% | -14.95% |
| Win Days % | 49.75% | 50.95% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 52.56% | 46.63% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |