| Metric | 6787664:linkusd:triple_gx:lsma225_115_55 | 6787664:LINKUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 344.74% | 93.84% |
| Max Drawdown | -51.7% | -62.69% |
| Sharpe | 1.09 | 0.68 |
| Sortino | 1.83 | 1.04 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 1.68 | 1.23 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.27 | 1.11 |
| Outlier Win Ratio | 13.39 | 3.63 |
| Outlier Loss Ratio | 3.08 | 3.17 |
| Volatility (ann.) | 61.96% | 88.36% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.23 | 0.39 |
| Skew | 1.66 | 0.55 |
| Kurtosis | 18.54 | 4.08 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 4.12% | 1.8% |
| Expected Yearly % | 45.22% | 17.99% |
| Kelly Criterion | 10.48% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.15% | -7.44% |
| Expected Shortfall (cVaR) | -5.15% | -7.44% |
| Year | 6787664:LINKUSD | 6787664:linkusd:triple_gx:lsma225_115_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.77 | -24.76 | 1.09 | - |
| 2023 | 168.21 | 248.23 | 1.48 | + |
| 2024 | 33.72 | 69.75 | 2.07 | + |
| 2025 | -30.02 | 0.00 | -0.00 | + |
| Metric | 6787664:linkusd:triple_gx:lsma225_115_55 | 6787664:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 16.33% | -22.1% |
| YTD | 0.0% | -30.02% |
| 1Y | 49.71% | -22.09% |
| 3Y (ann.) | 62.59% | 23.31% |
| 5Y (ann.) | 63.49% | 24.36% |
| Metric | 6787664:linkusd:triple_gx:lsma225_115_55 | 6787664:LINKUSD |
|---|---|---|
| Max Drawdown | -51.7% | -62.69% |
| Longest DD Days | 405.0 | 435.0 |
| Avg. Drawdown | -10.9% | -14.81% |
| Avg. Drawdown Days | 41.0 | 47.0 |
| Recovery Factor | 6.67 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-10 | 2023-07-20 | -51.70 | 405 |
| 2024-07-22 | 2024-11-22 | -36.45 | 123 |
| 2024-12-16 | 2025-05-31 | -28.64 | 166 |
| 2024-01-20 | 2024-04-20 | -24.63 | 91 |
| 2023-11-12 | 2024-01-15 | -18.74 | 64 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2022-05-23 | 2022-05-30 | -14.21 | 7 |
| 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 | 6787664:linkusd:triple_gx:lsma225_115_55 | 6787664: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 | -15.12% | -41.14% |
| Best Year | 248.23% | 168.21% |
| Worst Year | -24.76% | -30.02% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.52% | -3.72% |
| Avg. Up Week | 12.27% | 13.52% |
| Avg. Down Week | -7.27% | -7.69% |
| Avg. Up Month | 18.9% | 23.1% |
| Avg. Down Month | -7.19% | -13.97% |
| Win Days % | 51.13% | 50.95% |
| Win Month % | 60.87% | 54.05% |
| Win Week % | 55.22% | 48.47% |
| Win Quarter % | 70.0% | 53.85% |
| Win Year % | 66.67% | 50.0% |