| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942:LINKUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 250.05% | -0.24% |
| Max Drawdown | -53.36% | -71.61% |
| Sharpe | 0.93 | 0.45 |
| Sortino | 1.49 | 0.66 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.64 | 1.14 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.28 | 1.07 |
| Outlier Win Ratio | 14.02 | 3.52 |
| Outlier Loss Ratio | 3.3 | 3.27 |
| Volatility (ann.) | 61.6% | 89.91% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.87 | -0.0 |
| Skew | 1.27 | 0.36 |
| Kurtosis | 20.18 | 3.97 |
| Expected Daily % | 0.11% | -0.0% |
| Expected Monthly % | 3.18% | -0.01% |
| Expected Yearly % | 36.78% | -0.06% |
| Kelly Criterion | 8.46% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.15% | -7.63% |
| Expected Shortfall (cVaR) | -5.15% | -7.63% |
| Year | 6786942:LINKUSD | 6786942:linkusd:triple_gx:lsma145_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.25 | -32.61 | 0.54 | + |
| 2023 | 168.21 | 178.34 | 1.06 | + |
| 2024 | 33.72 | 75.62 | 2.24 | + |
| 2025 | -30.02 | 6.27 | -0.21 | + |
| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942:LINKUSD |
|---|---|---|
| MTD | -0.18% | -2.24% |
| 3M | 6.27% | -7.39% |
| 6M | 27.31% | -22.1% |
| YTD | 6.27% | -30.02% |
| 1Y | 96.05% | -22.09% |
| 3Y (ann.) | 84.85% | 23.31% |
| 5Y (ann.) | 46.67% | -0.07% |
| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942:LINKUSD |
|---|---|---|
| Max Drawdown | -53.36% | -71.61% |
| Longest DD Days | 295.0 | 671.0 |
| Avg. Drawdown | -13.0% | -17.79% |
| Avg. Drawdown Days | 55.0 | 73.0 |
| Recovery Factor | 4.69 | -0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2022-09-27 | -53.36 | 155 |
| 2022-09-28 | 2023-07-20 | -45.50 | 295 |
| 2024-03-11 | 2024-11-10 | -30.26 | 244 |
| 2024-12-16 | 2025-05-31 | -30.09 | 166 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-21 | 2023-10-21 | -13.37 | 92 |
| 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 |
| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942: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 | 66.69% | 66.69% |
| Worst Month | -30.9% | -41.14% |
| Best Year | 178.34% | 168.21% |
| Worst Year | -32.61% | -60.25% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.56% | -3.88% |
| Avg. Up Week | 12.86% | 13.11% |
| Avg. Down Week | -6.74% | -7.51% |
| Avg. Up Month | 25.79% | 24.53% |
| Avg. Down Month | -11.39% | -20.74% |
| Win Days % | 50.12% | 50.97% |
| Win Month % | 57.69% | 52.5% |
| Win Week % | 48.65% | 47.43% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 50.0% |