| Metric | 6787661:linkusd:triple_gx:lsma220_115_55 | 6787661:LINKUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 344.52% | 92.77% |
| Max Drawdown | -51.7% | -62.69% |
| Sharpe | 1.09 | 0.68 |
| Sortino | 1.81 | 1.04 |
| Payoff Ratio | 1.19 | 1.13 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.7 | 1.21 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 1.29 | 1.1 |
| Outlier Win Ratio | 13.32 | 3.6 |
| Outlier Loss Ratio | 3.23 | 3.4 |
| Volatility (ann.) | 62.57% | 88.79% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.22 | 0.38 |
| Skew | 1.58 | 0.53 |
| Kurtosis | 17.88 | 3.98 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 4.11% | 1.79% |
| Expected Yearly % | 45.2% | 17.83% |
| Kelly Criterion | 10.65% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.2% | -7.48% |
| Expected Shortfall (cVaR) | -5.2% | -7.48% |
| Year | 6787661:LINKUSD | 6787661:linkusd:triple_gx:lsma220_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -23.19 | -25.18 | 1.09 | - |
| 2023 | 168.21 | 255.47 | 1.52 | + |
| 2024 | 33.72 | 67.14 | 1.99 | + |
| 2025 | -30.02 | 0.00 | -0.00 | + |
| Metric | 6787661:linkusd:triple_gx:lsma220_115_55 | 6787661:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 16.33% | -22.1% |
| YTD | 0.0% | -30.02% |
| 1Y | 52.13% | -22.09% |
| 3Y (ann.) | 62.87% | 23.31% |
| 5Y (ann.) | 63.11% | 24.02% |
| Metric | 6787661:linkusd:triple_gx:lsma220_115_55 | 6787661:LINKUSD |
|---|---|---|
| Max Drawdown | -51.7% | -62.69% |
| Longest DD Days | 405.0 | 435.0 |
| Avg. Drawdown | -11.47% | -15.86% |
| Avg. Drawdown Days | 45.0 | 51.0 |
| Recovery Factor | 6.66 | 1.48 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-10 | 2023-07-20 | -51.70 | 405 |
| 2024-07-22 | 2024-11-22 | -35.98 | 123 |
| 2024-12-16 | 2025-05-31 | -28.64 | 166 |
| 2024-01-20 | 2024-04-22 | -24.63 | 93 |
| 2022-05-16 | 2022-06-06 | -21.11 | 21 |
| 2023-11-12 | 2024-01-15 | -18.74 | 64 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-21 | 2023-09-30 | -11.56 | 71 |
| 2023-10-01 | 2023-10-21 | -10.75 | 20 |
| 2024-04-23 | 2024-07-15 | -10.68 | 83 |
| Metric | 6787661:linkusd:triple_gx:lsma220_115_55 | 6787661:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -19.47% | -19.47% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -21.7% | -26.88% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -14.63% | -41.14% |
| Best Year | 255.47% | 168.21% |
| Worst Year | -25.18% | -30.02% |
| Avg. Up Day | 4.29% | 4.3% |
| Avg. Down Day | -3.61% | -3.81% |
| Avg. Up Week | 12.33% | 13.52% |
| Avg. Down Week | -7.43% | -7.97% |
| Avg. Up Month | 17.62% | 23.2% |
| Avg. Down Month | -7.21% | -10.84% |
| Win Days % | 51.52% | 50.99% |
| Win Month % | 63.64% | 54.05% |
| Win Week % | 55.38% | 48.47% |
| Win Quarter % | 60.0% | 53.85% |
| Win Year % | 66.67% | 50.0% |