| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295:LINKUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 60.68% | -9.99% |
| Max Drawdown | -31.4% | -62.69% |
| Sharpe | 1.02 | 0.37 |
| Sortino | 2.0 | 0.58 |
| Payoff Ratio | 1.69 | 1.44 |
| Profit Factor | 1.36 | 1.06 |
| Common Sense Ratio | 1.63 | 1.2 |
| CPC Index | 1.0 | 0.74 |
| Tail Ratio | 1.2 | 1.14 |
| Outlier Win Ratio | 17.44 | 3.51 |
| Outlier Loss Ratio | 3.22 | 2.82 |
| Volatility (ann.) | 62.6% | 97.64% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.84 | -0.15 |
| Skew | 3.7 | 0.98 |
| Kurtosis | 34.23 | 5.61 |
| Expected Daily % | 0.12% | -0.03% |
| Expected Monthly % | 3.72% | -0.81% |
| Expected Yearly % | 26.76% | -5.13% |
| Kelly Criterion | 9.96% | 13.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -8.31% |
| Expected Shortfall (cVaR) | -5.22% | -8.31% |
| Year | 6788295:LINKUSD | 6788295:linkusd:triple_gx:lsma225_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 60.68 | 2.12 | + |
| 2025 | -30.02 | 0.00 | -0.00 | + |
| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 26.05% | -22.1% |
| YTD | 0.0% | -30.02% |
| 1Y | 60.36% | -22.09% |
| 3Y (ann.) | 57.7% | -9.62% |
| 5Y (ann.) | 57.7% | -9.62% |
| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295:LINKUSD |
|---|---|---|
| Max Drawdown | -31.4% | -62.69% |
| Longest DD Days | 174.0 | 186.0 |
| Avg. Drawdown | -9.3% | -16.47% |
| Avg. Drawdown Days | 30.0 | 41.0 |
| Recovery Factor | 1.93 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-11 | -31.40 | 174 |
| 2024-12-16 | 2025-05-31 | -24.57 | 166 |
| 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 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| 2024-12-01 | 2024-12-02 | -0.36 | 1 |
| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295: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 | 73.61% | 66.69% |
| Worst Month | -15.49% | -41.14% |
| Best Year | 60.68% | 28.61% |
| Worst Year | 0.0% | -30.02% |
| Avg. Up Day | 5.44% | 5.44% |
| Avg. Down Day | -3.21% | -3.78% |
| Avg. Up Week | 14.08% | 16.47% |
| Avg. Down Week | -8.12% | -9.42% |
| Avg. Up Month | 30.93% | 30.07% |
| Avg. Down Month | -8.35% | -9.3% |
| Win Days % | 43.4% | 48.68% |
| Win Month % | 57.14% | 46.15% |
| Win Week % | 52.63% | 45.61% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 100.0% | 50.0% |