| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 349.91% | -24.28% |
| Max Drawdown | -30.55% | -73.76% |
| Sharpe | 0.65 | 0.18 |
| Sortino | 1.01 | 0.26 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.71 | 0.55 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 23.52 | 3.31 |
| Outlier Loss Ratio | 3.77 | 3.04 |
| Volatility (ann.) | 20.39% | 45.51% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.84 | -0.11 |
| Skew | 1.05 | 0.33 |
| Kurtosis | 39.09 | 7.23 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.74% | -0.68% |
| Expected Yearly % | 45.64% | -6.72% |
| Kelly Criterion | 7.43% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.9% |
| Expected Shortfall (cVaR) | -1.72% | -3.9% |
| Year | 12968394:LINKUSD | 12968394:linkusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.20 | 14.32 | -0.21 | + |
| 2023 | 168.21 | 23.72 | 0.14 | - |
| 2024 | 33.72 | 111.17 | 3.30 | + |
| 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.) | 57.82% | 27.77% |
| 5Y (ann.) | 56.36% | -7.94% |
| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| Max Drawdown | -30.55% | -73.76% |
| Longest DD Days | 480.0 | 727.0 |
| Avg. Drawdown | -4.36% | -17.04% |
| Avg. Drawdown Days | 20.0 | 71.0 |
| Recovery Factor | 11.45 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-08-23 | -30.55 | 135 |
| 2022-08-25 | 2023-12-18 | -23.52 | 480 |
| 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 |
| 2022-02-27 | 2022-02-28 | -7.89 | 1 |
| 2024-04-08 | 2024-04-20 | -6.86 | 11 |
| Metric | 12968394:linkusd:triple_med_gx:lsma50_140 | 12968394:LINKUSD |
|---|---|---|
| Best Day | 14.66% | 18.68% |
| Worst Day | -16.74% | -16.74% |
| Best Week | 21.78% | 47.6% |
| Worst Week | -9.44% | -33.86% |
| Best Month | 28.37% | 66.69% |
| Worst Month | -15.79% | -41.14% |
| Best Year | 111.17% | 168.21% |
| Worst Year | 14.32% | -68.2% |
| Avg. Up Day | 1.56% | 1.56% |
| Avg. Down Day | -1.36% | -1.48% |
| Avg. Up Week | 6.38% | 10.79% |
| Avg. Down Week | -4.16% | -7.37% |
| Avg. Up Month | 7.51% | 21.14% |
| Avg. Down Month | -6.25% | -18.9% |
| Win Days % | 50.52% | 50.25% |
| Win Month % | 71.05% | 48.78% |
| Win Week % | 60.71% | 45.25% |
| Win Quarter % | 71.43% | 42.86% |
| Win Year % | 100.0% | 50.0% |