| Metric | configs_sql/hl_close/c/linkusd/uniq_fwd_ | LINKUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 85.81% | -26.27% |
| Max Drawdown | -25.68% | -61.44% |
| Sharpe | 1.36 | 0.14 |
| Sortino | 2.8 | 0.22 |
| Payoff Ratio | 1.56 | 1.19 |
| Profit Factor | 1.41 | 1.02 |
| Common Sense Ratio | 1.78 | 1.13 |
| CPC Index | 1.01 | 0.59 |
| Tail Ratio | 1.26 | 1.11 |
| Outlier Win Ratio | 10.77 | 3.27 |
| Outlier Loss Ratio | 4.93 | 2.75 |
| Volatility (ann.) | 65.75% | 99.54% |
| R^2 | 0.53 | 0.53 |
| Calmar | 3.9 | -0.47 |
| Skew | 3.71 | 0.96 |
| Kurtosis | 31.72 | 5.79 |
| Expected Daily % | 0.19% | -0.09% |
| Expected Monthly % | 5.3% | -2.51% |
| Expected Yearly % | 36.31% | -14.13% |
| Kelly Criterion | 11.35% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.42% | -8.53% |
| Expected Shortfall (cVaR) | -5.42% | -8.53% |
| Year | LINKUSD | configs_sql/hl_close/c/linkusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 90.89 | 3.18 | + |
| 2025 | -42.67 | -2.66 | 0.06 | + |
| Metric | configs_sql/hl_close/c/linkusd/uniq_fwd_ | LINKUSD |
|---|---|---|
| MTD | 0.86% | -15.21% |
| 3M | -2.66% | -51.47% |
| 6M | 104.26% | 1.66% |
| YTD | -2.66% | -42.67% |
| 1Y | 85.81% | -26.27% |
| 3Y (ann.) | 100.11% | -28.91% |
| 5Y (ann.) | 100.11% | -28.91% |
| Metric | configs_sql/hl_close/c/linkusd/uniq_fwd_ | LINKUSD |
|---|---|---|
| Max Drawdown | -25.68% | -61.44% |
| Longest DD Days | 112.0 | 186.0 |
| Avg. Drawdown | -8.57% | -16.33% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 3.34 | -0.43 |
| Ulcer Index | 1.07 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-10 | -25.68 | 111 |
| 2024-12-16 | 2025-04-07 | -25.10 | 112 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -10.79 | 6 |
| 2024-06-20 | 2024-07-15 | -8.90 | 25 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | configs_sql/hl_close/c/linkusd/uniq_fwd_ | LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -14.78% | -17.08% |
| Best Week | 41.97% | 41.97% |
| Worst Week | -15.69% | -26.88% |
| Best Month | 73.1% | 66.69% |
| Worst Month | -8.23% | -41.14% |
| Best Year | 90.89% | 28.61% |
| Worst Year | -2.66% | -42.67% |
| Avg. Up Day | 3.42% | 4.57% |
| Avg. Down Day | -2.2% | -3.84% |
| Avg. Up Week | 8.61% | 11.19% |
| Avg. Down Week | -4.24% | -9.97% |
| Avg. Up Month | 24.93% | 24.46% |
| Avg. Down Month | -5.22% | -20.39% |
| Win Days % | 46.02% | 48.77% |
| Win Month % | 63.64% | 41.67% |
| Win Week % | 61.76% | 46.94% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |