| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190:LINKUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 162.96% | -9.99% |
| Max Drawdown | -28.37% | -62.69% |
| Sharpe | 1.78 | 0.37 |
| Sortino | 3.86 | 0.58 |
| Payoff Ratio | 1.85 | 1.53 |
| Profit Factor | 1.77 | 1.06 |
| Common Sense Ratio | 2.38 | 1.2 |
| CPC Index | 1.53 | 0.79 |
| Tail Ratio | 1.35 | 1.14 |
| Outlier Win Ratio | 17.18 | 3.6 |
| Outlier Loss Ratio | 3.12 | 2.59 |
| Volatility (ann.) | 62.38% | 97.64% |
| R^2 | 0.41 | 0.41 |
| Calmar | 5.4 | -0.15 |
| Skew | 3.95 | 0.98 |
| Kurtosis | 34.94 | 5.61 |
| Expected Daily % | 0.25% | -0.03% |
| Expected Monthly % | 7.72% | -0.81% |
| Expected Yearly % | 62.16% | -5.13% |
| Kelly Criterion | 18.28% | 15.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -8.31% |
| Expected Shortfall (cVaR) | -5.07% | -8.31% |
| Year | 6786190:LINKUSD | 6786190:linkusd:triple_gx:lsma145_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 139.28 | 4.87 | + |
| 2025 | -30.02 | 9.89 | -0.33 | + |
| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190:LINKUSD |
|---|---|---|
| MTD | -0.18% | -2.24% |
| 3M | 9.89% | -7.39% |
| 6M | 34.89% | -22.1% |
| YTD | 9.89% | -30.02% |
| 1Y | 150.48% | -22.09% |
| 3Y (ann.) | 153.11% | -9.62% |
| 5Y (ann.) | 153.11% | -9.62% |
| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190:LINKUSD |
|---|---|---|
| Max Drawdown | -28.37% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -8.01% | -16.47% |
| Avg. Drawdown Days | 20.0 | 41.0 |
| Recovery Factor | 5.74 | -0.16 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -28.37 | 166 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-08-09 | 2024-11-06 | -14.69 | 89 |
| 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 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-11-17 | 2024-11-18 | -5.10 | 1 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190: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 | -3.66% | -41.14% |
| Best Year | 139.28% | 28.61% |
| Worst Year | 9.89% | -30.02% |
| Avg. Up Day | 5.79% | 5.82% |
| Avg. Down Day | -3.13% | -3.79% |
| Avg. Up Week | 11.99% | 13.47% |
| Avg. Down Week | -6.42% | -10.15% |
| Avg. Up Month | 27.12% | 24.02% |
| Avg. Down Month | -0.18% | -2.24% |
| Win Days % | 46.94% | 48.68% |
| Win Month % | 77.78% | 46.15% |
| Win Week % | 61.9% | 45.61% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |