| Metric | configs_sql/hl_close/c/linkusd/uniq_daily_ | LINKUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 234.45% | -60.51% |
| Max Drawdown | -59.69% | -85.25% |
| Sharpe | 0.87 | 0.19 |
| Sortino | 1.36 | 0.27 |
| Payoff Ratio | 1.17 | 0.98 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.71 | 0.52 |
| Tail Ratio | 1.24 | 1.01 |
| Outlier Win Ratio | 10.74 | 3.17 |
| Outlier Loss Ratio | 5.0 | 2.93 |
| Volatility (ann.) | 56.44% | 93.23% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.66 | -0.27 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 22.23 | 3.13 |
| Expected Daily % | 0.09% | -0.07% |
| Expected Monthly % | 2.72% | -2.04% |
| Expected Yearly % | 27.31% | -16.96% |
| Kelly Criterion | 6.93% | 1.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.72% | -7.98% |
| Expected Shortfall (cVaR) | -4.72% | -7.98% |
| Year | LINKUSD | configs_sql/hl_close/c/linkusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -31.64 | -17.24 | 0.55 | + |
| 2022 | -71.48 | -29.31 | 0.41 | + |
| 2023 | 168.21 | 175.70 | 1.04 | + |
| 2024 | 33.72 | 114.67 | 3.40 | + |
| 2025 | -43.52 | -3.41 | 0.08 | + |
| Metric | configs_sql/hl_close/c/linkusd/uniq_daily_ | LINKUSD |
|---|---|---|
| MTD | 0.08% | -16.47% |
| 3M | -3.41% | -51.92% |
| 6M | 102.7% | 1.85% |
| YTD | -3.41% | -43.52% |
| 1Y | 99.21% | -34.92% |
| 3Y (ann.) | 55.68% | -12.34% |
| 5Y (ann.) | 39.56% | -22.62% |
| Metric | configs_sql/hl_close/c/linkusd/uniq_daily_ | LINKUSD |
|---|---|---|
| Max Drawdown | -59.69% | -85.25% |
| Longest DD Days | 775.0 | 1307.0 |
| Avg. Drawdown | -10.03% | -34.21% |
| Avg. Drawdown Days | 58.0 | 439.0 |
| Recovery Factor | 3.93 | -0.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-09-07 | 2023-10-22 | -59.69 | 775 |
| 2024-07-22 | 2024-11-10 | -25.68 | 111 |
| 2024-12-16 | 2025-04-06 | -25.10 | 111 |
| 2023-11-12 | 2024-05-04 | -18.74 | 174 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -10.79 | 6 |
| 2024-05-07 | 2024-07-15 | -10.10 | 69 |
| 2021-08-24 | 2021-09-01 | -8.20 | 8 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| Metric | configs_sql/hl_close/c/linkusd/uniq_daily_ | LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 73.1% | 66.69% |
| Worst Month | -30.68% | -41.14% |
| Best Year | 175.7% | 168.21% |
| Worst Year | -29.31% | -71.48% |
| Avg. Up Day | 2.65% | 3.92% |
| Avg. Down Day | -2.26% | -4.02% |
| Avg. Up Week | 7.39% | 11.14% |
| Avg. Down Week | -3.86% | -9.29% |
| Avg. Up Month | 14.61% | 23.04% |
| Avg. Down Month | -6.36% | -19.43% |
| Win Days % | 49.8% | 51.41% |
| Win Month % | 58.54% | 44.44% |
| Win Week % | 51.49% | 47.15% |
| Win Quarter % | 62.5% | 37.5% |
| Win Year % | 40.0% | 40.0% |