| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 102.25% | 1.08% |
| Max Drawdown | -22.83% | -64.15% |
| Sharpe | 0.85 | 0.25 |
| Sortino | 1.47 | 0.37 |
| Payoff Ratio | 1.26 | 1.13 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 1.5 | 1.04 |
| CPC Index | 0.83 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 24.24 | 3.22 |
| Outlier Loss Ratio | 3.74 | 2.99 |
| Volatility (ann.) | 20.86% | 48.76% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.8 | 0.01 |
| Skew | 3.12 | 0.58 |
| Kurtosis | 41.47 | 8.95 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 5.16% | 0.08% |
| Expected Yearly % | 42.21% | 0.54% |
| Kelly Criterion | 10.0% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.16% |
| Expected Shortfall (cVaR) | -1.75% | -4.16% |
| Year | 12968394:LINKUSD | 12968394:linkusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 52.26 | 34.26 | 0.66 | - |
| 2025 | -33.61 | 50.64 | -1.51 | + |
| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| MTD | 2.73% | -5.14% |
| 3M | 13.99% | -5.49% |
| 6M | 50.05% | -54.67% |
| YTD | 50.64% | -33.61% |
| 1Y | 102.71% | -12.38% |
| 3Y (ann.) | 86.63% | 0.95% |
| 5Y (ann.) | 86.63% | 0.95% |
| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| Max Drawdown | -22.83% | -64.15% |
| Longest DD Days | 90.0 | 184.0 |
| Avg. Drawdown | -5.12% | -9.47% |
| Avg. Drawdown Days | 13.0 | 18.0 |
| Recovery Factor | 4.48 | 0.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-08 | -22.83 | 90 |
| 2024-12-25 | 2025-03-14 | -21.39 | 79 |
| 2025-05-23 | 2025-06-17 | -19.13 | 25 |
| 2024-10-07 | 2024-11-06 | -9.77 | 29 |
| 2024-12-21 | 2024-12-23 | -9.44 | 2 |
| 2025-03-14 | 2025-04-12 | -8.98 | 29 |
| 2025-04-13 | 2025-05-08 | -4.01 | 25 |
| 2025-05-11 | 2025-05-20 | -3.80 | 9 |
| 2025-05-20 | 2025-05-22 | -3.61 | 1 |
| 2024-09-10 | 2024-09-12 | -2.49 | 1 |
| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| Best Day | 14.66% | 18.68% |
| Worst Day | -6.5% | -16.74% |
| Best Week | 17.45% | 41.97% |
| Worst Week | -8.31% | -26.88% |
| Best Month | 17.32% | 66.69% |
| Worst Month | -15.79% | -41.14% |
| Best Year | 50.64% | 52.26% |
| Worst Year | 34.26% | -33.61% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.4% | -1.58% |
| Avg. Up Week | 7.82% | 13.88% |
| Avg. Down Week | -4.02% | -8.0% |
| Avg. Up Month | 10.86% | 29.27% |
| Avg. Down Month | -8.36% | -13.14% |
| Win Days % | 49.74% | 49.91% |
| Win Month % | 76.92% | 42.86% |
| Win Week % | 60.71% | 42.62% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |