| Metric | 6779167:linkusd:triple_gx:lsma125_100_35 | 6779167:LINKUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 63.72% | -11.48% |
| Max Drawdown | -63.36% | -72.82% |
| Sharpe | 0.55 | 0.41 |
| Sortino | 0.84 | 0.6 |
| Payoff Ratio | 1.13 | 0.99 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.35 | 1.13 |
| CPC Index | 0.62 | 0.53 |
| Tail Ratio | 1.19 | 1.06 |
| Outlier Win Ratio | 11.87 | 3.49 |
| Outlier Loss Ratio | 3.38 | 3.22 |
| Volatility (ann.) | 63.43% | 89.99% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.25 | -0.05 |
| Skew | 0.95 | 0.35 |
| Kurtosis | 16.66 | 3.88 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 1.24% | -0.3% |
| Expected Yearly % | 13.12% | -3.0% |
| Kelly Criterion | 2.97% | 1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -7.65% |
| Expected Shortfall (cVaR) | -5.37% | -7.65% |
| Year | 6779167:LINKUSD | 6779167:linkusd:triple_gx:lsma125_100_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.73 | -49.31 | 0.76 | + |
| 2023 | 168.21 | 126.56 | 0.75 | - |
| 2024 | 33.72 | 95.25 | 2.82 | + |
| 2025 | -30.02 | -26.99 | 0.90 | + |
| Metric | 6779167:linkusd:triple_gx:lsma125_100_35 | 6779167:LINKUSD |
|---|---|---|
| MTD | -19.79% | -2.24% |
| 3M | -15.55% | -7.39% |
| 6M | 3.2% | -22.1% |
| YTD | -26.99% | -30.02% |
| 1Y | 26.65% | -22.09% |
| 3Y (ann.) | 55.53% | 23.31% |
| 5Y (ann.) | 15.98% | -3.6% |
| Metric | 6779167:linkusd:triple_gx:lsma125_100_35 | 6779167:LINKUSD |
|---|---|---|
| Max Drawdown | -63.36% | -72.82% |
| Longest DD Days | 607.0 | 727.0 |
| Avg. Drawdown | -16.52% | -24.84% |
| Avg. Drawdown Days | 89.0 | 120.0 |
| Recovery Factor | 1.01 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-11-06 | -63.36 | 607 |
| 2024-12-16 | 2025-05-31 | -37.04 | 166 |
| 2024-04-23 | 2024-11-22 | -35.20 | 213 |
| 2024-03-11 | 2024-04-22 | -22.56 | 42 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| Metric | 6779167:linkusd:triple_gx:lsma125_100_35 | 6779167: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 | -31.03% | -41.14% |
| Best Year | 126.56% | 168.21% |
| Worst Year | -49.31% | -64.73% |
| Avg. Up Day | 3.91% | 3.93% |
| Avg. Down Day | -3.46% | -3.97% |
| Avg. Up Week | 9.74% | 11.61% |
| Avg. Down Week | -6.29% | -8.34% |
| Avg. Up Month | 18.17% | 25.67% |
| Avg. Down Month | -10.39% | -16.55% |
| Win Days % | 48.53% | 50.95% |
| Win Month % | 45.16% | 50.0% |
| Win Week % | 47.42% | 46.63% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 50.0% |