| Metric | 6778895:linkusd:triple_gx:lsma125_90_35 | 6778895:LINKUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 59.75% | -11.48% |
| Max Drawdown | -64.51% | -72.82% |
| Sharpe | 0.54 | 0.41 |
| Sortino | 0.82 | 0.6 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.33 | 1.13 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.18 | 1.06 |
| Outlier Win Ratio | 12.08 | 3.46 |
| Outlier Loss Ratio | 3.25 | 3.12 |
| Volatility (ann.) | 62.71% | 89.99% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.23 | -0.05 |
| Skew | 0.99 | 0.35 |
| Kurtosis | 17.25 | 3.88 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 1.18% | -0.3% |
| Expected Yearly % | 12.43% | -3.0% |
| Kelly Criterion | 3.16% | 2.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -7.65% |
| Expected Shortfall (cVaR) | -5.31% | -7.65% |
| Year | 6778895:LINKUSD | 6778895:linkusd:triple_gx:lsma125_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.73 | -52.18 | 0.81 | + |
| 2023 | 168.21 | 127.52 | 0.76 | - |
| 2024 | 33.72 | 101.37 | 3.01 | + |
| 2025 | -30.02 | -27.08 | 0.90 | + |
| Metric | 6778895:linkusd:triple_gx:lsma125_90_35 | 6778895:LINKUSD |
|---|---|---|
| MTD | -19.79% | -2.24% |
| 3M | -15.65% | -7.39% |
| 6M | -10.5% | -22.1% |
| YTD | -27.08% | -30.02% |
| 1Y | 32.34% | -22.09% |
| 3Y (ann.) | 55.9% | 23.31% |
| 5Y (ann.) | 15.13% | -3.6% |
| Metric | 6778895:linkusd:triple_gx:lsma125_90_35 | 6778895:LINKUSD |
|---|---|---|
| Max Drawdown | -64.51% | -72.82% |
| Longest DD Days | 608.0 | 727.0 |
| Avg. Drawdown | -15.14% | -24.84% |
| Avg. Drawdown Days | 72.0 | 120.0 |
| Recovery Factor | 0.93 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-11-07 | -64.51 | 608 |
| 2024-12-16 | 2025-05-31 | -45.40 | 166 |
| 2024-03-11 | 2024-04-22 | -22.56 | 42 |
| 2024-04-23 | 2024-11-08 | -22.15 | 199 |
| 2023-11-12 | 2024-03-02 | -18.74 | 111 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-03-03 | 2024-03-10 | -11.25 | 7 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| Metric | 6778895:linkusd:triple_gx:lsma125_90_35 | 6778895: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 | 66.69% | 66.69% |
| Worst Month | -33.15% | -41.14% |
| Best Year | 127.52% | 168.21% |
| Worst Year | -52.18% | -64.73% |
| Avg. Up Day | 3.93% | 3.95% |
| Avg. Down Day | -3.46% | -3.92% |
| Avg. Up Week | 9.57% | 11.58% |
| Avg. Down Week | -6.41% | -7.86% |
| Avg. Up Month | 15.52% | 23.99% |
| Avg. Down Month | -10.9% | -16.76% |
| Win Days % | 48.49% | 50.95% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 49.47% | 46.63% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 50.0% |