| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 73.53% | -9.99% |
| Max Drawdown | -36.64% | -62.69% |
| Sharpe | 1.11 | 0.37 |
| Sortino | 2.08 | 0.58 |
| Payoff Ratio | 1.52 | 1.29 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.63 | 1.2 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.23 | 1.14 |
| Outlier Win Ratio | 12.73 | 3.51 |
| Outlier Loss Ratio | 3.52 | 2.88 |
| Volatility (ann.) | 66.31% | 97.64% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.9 | -0.15 |
| Skew | 3.03 | 0.98 |
| Kurtosis | 26.61 | 5.61 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.33% | -0.81% |
| Expected Yearly % | 31.73% | -5.13% |
| Kelly Criterion | 8.88% | 8.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.51% | -8.31% |
| Expected Shortfall (cVaR) | -5.51% | -8.31% |
| Year | 6778903:LINKUSD | 6778903:linkusd:triple_gx:lsma140_90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 100.74 | 3.52 | + |
| 2025 | -30.02 | -13.55 | 0.45 | + |
| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -0.01% | -7.39% |
| 6M | 6.11% | -22.1% |
| YTD | -13.55% | -30.02% |
| 1Y | 73.53% | -22.09% |
| 3Y (ann.) | 69.8% | -9.62% |
| 5Y (ann.) | 69.8% | -9.62% |
| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| Max Drawdown | -36.64% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -9.45% | -16.47% |
| Avg. Drawdown Days | 22.0 | 41.0 |
| Recovery Factor | 2.01 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -36.64 | 166 |
| 2024-08-09 | 2024-11-08 | -23.38 | 91 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-07-16 | 2024-08-08 | -8.46 | 23 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2024-07-07 | 2024-07-14 | -6.36 | 7 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6778903:linkusd:triple_gx:lsma140_90_35 | 6778903:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -14.78% | -17.08% |
| Best Week | 41.97% | 41.97% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -18.04% | -41.14% |
| Best Year | 100.74% | 28.61% |
| Worst Year | -13.55% | -30.02% |
| Avg. Up Day | 4.6% | 4.61% |
| Avg. Down Day | -3.03% | -3.57% |
| Avg. Up Week | 9.82% | 12.07% |
| Avg. Down Week | -5.09% | -8.34% |
| Avg. Up Month | 30.41% | 25.88% |
| Avg. Down Month | -13.8% | -15.71% |
| Win Days % | 45.1% | 48.68% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 51.61% | 45.61% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |