| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190:LINKUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 386.59% | -0.24% |
| Max Drawdown | -57.06% | -71.61% |
| Sharpe | 1.13 | 0.45 |
| Sortino | 1.84 | 0.66 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.79 | 1.14 |
| CPC Index | 0.86 | 0.59 |
| Tail Ratio | 1.31 | 1.07 |
| Outlier Win Ratio | 15.65 | 3.48 |
| Outlier Loss Ratio | 3.23 | 3.04 |
| Volatility (ann.) | 57.56% | 89.91% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.09 | -0.0 |
| Skew | 1.39 | 0.36 |
| Kurtosis | 24.45 | 3.97 |
| Expected Daily % | 0.13% | -0.0% |
| Expected Monthly % | 4.03% | -0.01% |
| Expected Yearly % | 48.52% | -0.06% |
| Kelly Criterion | 10.77% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.78% | -7.63% |
| Expected Shortfall (cVaR) | -4.78% | -7.63% |
| Year | 6786190:LINKUSD | 6786190:linkusd:triple_gx:lsma145_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.25 | -43.38 | 0.72 | + |
| 2023 | 168.21 | 195.63 | 1.16 | + |
| 2024 | 33.72 | 164.55 | 4.88 | + |
| 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.) | 106.27% | 23.31% |
| 5Y (ann.) | 62.2% | -0.07% |
| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190:LINKUSD |
|---|---|---|
| Max Drawdown | -57.06% | -71.61% |
| Longest DD Days | 544.0 | 671.0 |
| Avg. Drawdown | -9.69% | -17.79% |
| Avg. Drawdown Days | 47.0 | 73.0 |
| Recovery Factor | 6.78 | -0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2023-10-21 | -57.06 | 544 |
| 2024-12-16 | 2025-05-31 | -28.37 | 166 |
| 2023-11-12 | 2024-05-17 | -22.84 | 187 |
| 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 |
| Metric | 6786190:linkusd:triple_gx:lsma145_65_55 | 6786190: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 | 195.63% | 168.21% |
| Worst Year | -43.38% | -60.25% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.45% | -3.91% |
| Avg. Up Week | 11.49% | 12.51% |
| Avg. Down Week | -6.92% | -8.83% |
| Avg. Up Month | 23.19% | 22.63% |
| Avg. Down Month | -10.16% | -18.24% |
| Win Days % | 50.69% | 50.97% |
| Win Month % | 62.96% | 52.5% |
| Win Week % | 57.75% | 47.43% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 75.0% | 50.0% |