| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937:LINKUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 115.42% | -9.99% |
| Max Drawdown | -30.02% | -62.69% |
| Sharpe | 1.4 | 0.37 |
| Sortino | 2.69 | 0.58 |
| Payoff Ratio | 1.6 | 1.5 |
| Profit Factor | 1.46 | 1.06 |
| Common Sense Ratio | 1.89 | 1.2 |
| CPC Index | 1.08 | 0.77 |
| Tail Ratio | 1.29 | 1.14 |
| Outlier Win Ratio | 14.01 | 3.6 |
| Outlier Loss Ratio | 3.02 | 2.91 |
| Volatility (ann.) | 68.33% | 97.64% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.63 | -0.15 |
| Skew | 2.94 | 0.98 |
| Kurtosis | 24.6 | 5.61 |
| Expected Daily % | 0.2% | -0.03% |
| Expected Monthly % | 6.08% | -0.81% |
| Expected Yearly % | 46.77% | -5.13% |
| Kelly Criterion | 12.64% | 14.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.62% | -8.31% |
| Expected Shortfall (cVaR) | -5.62% | -8.31% |
| Year | 6786937:LINKUSD | 6786937:linkusd:triple_gx:lsma140_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 89.80 | 3.14 | + |
| 2025 | -30.02 | 13.50 | -0.45 | + |
| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937:LINKUSD |
|---|---|---|
| MTD | -0.18% | -2.24% |
| 3M | 13.5% | -7.39% |
| 6M | 35.96% | -22.1% |
| YTD | 13.5% | -30.02% |
| 1Y | 106.13% | -22.09% |
| 3Y (ann.) | 108.99% | -9.62% |
| 5Y (ann.) | 108.99% | -9.62% |
| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937:LINKUSD |
|---|---|---|
| Max Drawdown | -30.02% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -8.97% | -16.47% |
| Avg. Drawdown Days | 22.0 | 41.0 |
| Recovery Factor | 3.84 | -0.16 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -30.02 | 166 |
| 2024-07-22 | 2024-11-10 | -27.95 | 111 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 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 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937: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 | 66.69% | 66.69% |
| Worst Month | -8.87% | -41.14% |
| Best Year | 89.8% | 28.61% |
| Worst Year | 13.5% | -30.02% |
| Avg. Up Day | 5.73% | 5.74% |
| Avg. Down Day | -3.57% | -3.83% |
| Avg. Up Week | 12.03% | 13.33% |
| Avg. Down Week | -5.56% | -8.71% |
| Avg. Up Month | 22.68% | 24.02% |
| Avg. Down Month | -4.18% | -6.71% |
| Win Days % | 46.22% | 48.68% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 54.55% | 45.61% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |