| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Time in Market | 81.0% | 100.0% |
| Cumulative Return | 93.06% | 24.64% |
| Max Drawdown | -26.67% | -59.11% |
| Sharpe | 2.2 | 0.8 |
| Sortino | 2.78 | 1.2 |
| Payoff Ratio | 0.77 | 1.09 |
| Profit Factor | 1.93 | 1.12 |
| Common Sense Ratio | 76.76 | 1.22 |
| CPC Index | 1.23 | 0.63 |
| Tail Ratio | 39.82 | 1.09 |
| Outlier Win Ratio | 14.49 | 2.7 |
| Outlier Loss Ratio | 4.84 | 3.1 |
| Volatility (ann.) | 48.13% | 94.24% |
| R^2 | 0.05 | 0.05 |
| Calmar | 5.83 | 0.62 |
| Skew | -3.67 | 0.23 |
| Kurtosis | 29.94 | 1.46 |
| Expected Daily % | 0.26% | 0.09% |
| Expected Monthly % | 7.58% | 2.48% |
| Expected Yearly % | 93.06% | 24.64% |
| Kelly Criterion | 61.04% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.85% | -7.91% |
| Expected Shortfall (cVaR) | -3.85% | -7.91% |
| Year | LINKUSD | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 24.64 | 93.06 | 3.78 | + |
| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| MTD | 1.67% | 5.88% |
| 3M | 4.67% | 78.07% |
| 6M | 66.04% | 91.2% |
| YTD | 93.06% | 24.64% |
| 1Y | 93.06% | 24.64% |
| 3Y (ann.) | 155.47% | 36.89% |
| 5Y (ann.) | 155.47% | 36.89% |
| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Max Drawdown | -26.67% | -59.11% |
| Longest DD Days | 52.0 | 212.0 |
| Avg. Drawdown | -4.75% | -19.89% |
| Avg. Drawdown Days | 13.0 | 49.0 |
| Recovery Factor | 3.49 | 0.42 |
| Ulcer Index | 1.03 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-03-27 | -26.67 | 52 |
| 2025-07-29 | 2025-09-14 | -15.26 | 47 |
| 2025-05-30 | 2025-07-15 | -14.67 | 46 |
| 2025-04-08 | 2025-04-12 | -2.94 | 4 |
| 2025-01-14 | 2025-01-16 | -1.68 | 2 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-09 | 2025-01-12 | -0.13 | 3 |
| 2025-04-28 | 2025-04-29 | -0.10 | 1 |
| 2025-05-06 | 2025-05-08 | -0.06 | 2 |
| 2025-07-25 | 2025-07-27 | -0.04 | 2 |
| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Best Day | 7.13% | 18.66% |
| Worst Day | -21.72% | -17.54% |
| Best Week | 11.85% | 21.7% |
| Worst Week | -21.78% | -24.08% |
| Best Month | 41.18% | 32.96% |
| Worst Month | -26.25% | -38.49% |
| Best Year | 93.06% | 24.64% |
| Worst Year | 93.06% | 24.64% |
| Avg. Up Day | 1.28% | 4.09% |
| Avg. Down Day | -1.67% | -3.75% |
| Avg. Up Week | 5.42% | 9.77% |
| Avg. Down Week | -9.68% | -12.46% |
| Avg. Up Month | 16.42% | 16.59% |
| Avg. Down Month | -15.3% | -19.92% |
| Win Days % | 83.09% | 51.56% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 78.95% | 55.26% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |