| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395:LINKUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 109.57% | -9.99% |
| Max Drawdown | -35.01% | -62.69% |
| Sharpe | 1.41 | 0.37 |
| Sortino | 2.76 | 0.58 |
| Payoff Ratio | 1.73 | 1.62 |
| Profit Factor | 1.55 | 1.06 |
| Common Sense Ratio | 2.15 | 1.2 |
| CPC Index | 1.2 | 0.83 |
| Tail Ratio | 1.39 | 1.14 |
| Outlier Win Ratio | 16.7 | 3.51 |
| Outlier Loss Ratio | 3.13 | 2.85 |
| Volatility (ann.) | 64.11% | 97.64% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.96 | -0.15 |
| Skew | 3.36 | 0.98 |
| Kurtosis | 31.27 | 5.61 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.86% | -0.81% |
| Expected Yearly % | 44.77% | -5.13% |
| Kelly Criterion | 13.07% | 17.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -8.31% |
| Expected Shortfall (cVaR) | -5.27% | -8.31% |
| Year | 6789395:LINKUSD | 6789395:linkusd:triple_gx:lsma225_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 109.57 | 3.83 | + |
| 2025 | -30.02 | 0.00 | -0.00 | + |
| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 36.37% | -22.1% |
| YTD | 0.0% | -30.02% |
| 1Y | 88.53% | -22.09% |
| 3Y (ann.) | 103.54% | -9.62% |
| 5Y (ann.) | 103.54% | -9.62% |
| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395:LINKUSD |
|---|---|---|
| Max Drawdown | -35.01% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -8.37% | -16.47% |
| Avg. Drawdown Days | 24.0 | 41.0 |
| Recovery Factor | 3.13 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-10 | -35.01 | 111 |
| 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 |
| 2024-07-07 | 2024-07-21 | -6.30 | 14 |
| 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 |
| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395: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 | 76.39% | 66.69% |
| Worst Month | -12.37% | -41.14% |
| Best Year | 109.57% | 28.61% |
| Worst Year | 0.0% | -30.02% |
| Avg. Up Day | 6.05% | 6.07% |
| Avg. Down Day | -3.49% | -3.74% |
| Avg. Up Week | 13.26% | 14.19% |
| Avg. Down Week | -7.89% | -10.86% |
| Avg. Up Month | 38.76% | 30.07% |
| Avg. Down Month | -8.81% | -12.08% |
| Win Days % | 44.9% | 48.68% |
| Win Month % | 60.0% | 46.15% |
| Win Week % | 66.67% | 45.61% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 100.0% | 50.0% |