| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395:LINKUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 588.73% | 93.84% |
| Max Drawdown | -35.01% | -62.69% |
| Sharpe | 1.43 | 0.68 |
| Sortino | 2.7 | 1.04 |
| Payoff Ratio | 1.54 | 1.29 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | 2.0 | 1.23 |
| CPC Index | 1.1 | 0.72 |
| Tail Ratio | 1.32 | 1.11 |
| Outlier Win Ratio | 16.32 | 3.53 |
| Outlier Loss Ratio | 3.71 | 2.89 |
| Volatility (ann.) | 54.07% | 88.36% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.54 | 0.39 |
| Skew | 2.87 | 0.55 |
| Kurtosis | 28.05 | 4.08 |
| Expected Daily % | 0.17% | 0.06% |
| Expected Monthly % | 5.35% | 1.8% |
| Expected Yearly % | 62.0% | 17.99% |
| Kelly Criterion | 12.69% | 12.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -7.44% |
| Expected Shortfall (cVaR) | -4.44% | -7.44% |
| Year | 6789395:LINKUSD | 6789395:linkusd:triple_gx:lsma225_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.77 | 11.19 | -0.49 | + |
| 2023 | 168.21 | 143.91 | 0.86 | - |
| 2024 | 33.72 | 153.96 | 4.57 | + |
| 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.) | 88.09% | 23.31% |
| 5Y (ann.) | 88.83% | 24.36% |
| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395:LINKUSD |
|---|---|---|
| Max Drawdown | -35.01% | -62.69% |
| Longest DD Days | 203.0 | 435.0 |
| Avg. Drawdown | -7.84% | -14.81% |
| Avg. Drawdown Days | 28.0 | 47.0 |
| Recovery Factor | 16.82 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-10 | -35.01 | 111 |
| 2024-12-16 | 2025-05-31 | -24.57 | 166 |
| 2022-11-11 | 2022-11-28 | -19.87 | 17 |
| 2023-11-12 | 2024-04-20 | -17.59 | 160 |
| 2022-12-02 | 2023-06-23 | -15.62 | 203 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2022-05-23 | 2022-05-30 | -14.21 | 7 |
| 2022-06-16 | 2022-11-10 | -13.48 | 147 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2023-10-01 | 2023-10-22 | -11.11 | 21 |
| Metric | 6789395:linkusd:triple_gx:lsma225_70_65 | 6789395:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -14.78% | -19.47% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 76.39% | 66.69% |
| Worst Month | -12.37% | -41.14% |
| Best Year | 153.96% | 168.21% |
| Worst Year | 0.0% | -30.02% |
| Avg. Up Day | 4.35% | 4.37% |
| Avg. Down Day | -2.82% | -3.39% |
| Avg. Up Week | 11.41% | 12.95% |
| Avg. Down Week | -5.62% | -7.76% |
| Avg. Up Month | 21.02% | 27.19% |
| Avg. Down Month | -5.92% | -14.06% |
| Win Days % | 47.06% | 50.95% |
| Win Month % | 65.22% | 54.05% |
| Win Week % | 60.0% | 48.47% |
| Win Quarter % | 90.0% | 53.85% |
| Win Year % | 100.0% | 50.0% |