| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295:LINKUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 441.03% | 93.84% |
| Max Drawdown | -31.4% | -62.69% |
| Sharpe | 1.26 | 0.68 |
| Sortino | 2.31 | 1.04 |
| Payoff Ratio | 1.42 | 1.24 |
| Profit Factor | 1.41 | 1.1 |
| Common Sense Ratio | 1.81 | 1.23 |
| CPC Index | 0.98 | 0.7 |
| Tail Ratio | 1.28 | 1.11 |
| Outlier Win Ratio | 15.32 | 3.53 |
| Outlier Loss Ratio | 3.46 | 2.96 |
| Volatility (ann.) | 55.96% | 88.36% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.37 | 0.39 |
| Skew | 2.56 | 0.55 |
| Kurtosis | 26.2 | 4.08 |
| Expected Daily % | 0.15% | 0.06% |
| Expected Monthly % | 4.67% | 1.8% |
| Expected Yearly % | 52.51% | 17.99% |
| Kelly Criterion | 12.74% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.62% | -7.44% |
| Expected Shortfall (cVaR) | -4.62% | -7.44% |
| Year | 6788295:LINKUSD | 6788295:linkusd:triple_gx:lsma225_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.77 | -1.72 | 0.08 | + |
| 2023 | 168.21 | 176.19 | 1.05 | + |
| 2024 | 33.72 | 99.32 | 2.95 | + |
| 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.) | 73.56% | 23.31% |
| 5Y (ann.) | 74.4% | 24.36% |
| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295:LINKUSD |
|---|---|---|
| Max Drawdown | -31.4% | -62.69% |
| Longest DD Days | 174.0 | 435.0 |
| Avg. Drawdown | -8.79% | -14.81% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | 14.05 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-11 | -31.40 | 174 |
| 2022-11-08 | 2023-01-27 | -25.44 | 80 |
| 2024-12-16 | 2025-05-31 | -24.57 | 166 |
| 2023-11-12 | 2024-03-26 | -18.74 | 135 |
| 2023-07-21 | 2023-10-21 | -17.46 | 92 |
| 2023-02-20 | 2023-06-23 | -16.02 | 123 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2022-05-23 | 2022-05-30 | -14.21 | 7 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2022-06-01 | 2022-06-09 | -9.67 | 8 |
| Metric | 6788295:linkusd:triple_gx:lsma225_80_60 | 6788295:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -19.47% | -19.47% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 73.61% | 66.69% |
| Worst Month | -15.49% | -41.14% |
| Best Year | 176.19% | 168.21% |
| Worst Year | -1.72% | -30.02% |
| Avg. Up Day | 4.16% | 4.17% |
| Avg. Down Day | -2.93% | -3.37% |
| Avg. Up Week | 12.23% | 13.3% |
| Avg. Down Week | -6.41% | -7.73% |
| Avg. Up Month | 18.59% | 25.03% |
| Avg. Down Month | -6.41% | -12.46% |
| Win Days % | 48.76% | 50.95% |
| Win Month % | 66.67% | 54.05% |
| Win Week % | 55.56% | 48.47% |
| Win Quarter % | 80.0% | 53.85% |
| Win Year % | 66.67% | 50.0% |