| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 128.76% | -10.41% |
| Max Drawdown | -52.68% | -71.61% |
| Sharpe | 0.71 | 0.41 |
| Sortino | 1.11 | 0.61 |
| Payoff Ratio | 1.18 | 1.01 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.53 | 1.14 |
| CPC Index | 0.69 | 0.54 |
| Tail Ratio | 1.3 | 1.07 |
| Outlier Win Ratio | 12.17 | 3.5 |
| Outlier Loss Ratio | 3.26 | 3.08 |
| Volatility (ann.) | 62.55% | 89.92% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.54 | -0.05 |
| Skew | 1.04 | 0.36 |
| Kurtosis | 17.75 | 3.95 |
| Expected Daily % | 0.07% | -0.01% |
| Expected Monthly % | 2.09% | -0.27% |
| Expected Yearly % | 22.98% | -2.71% |
| Kelly Criterion | 5.93% | 2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -7.64% |
| Expected Shortfall (cVaR) | -5.26% | -7.64% |
| Year | 6779425:LINKUSD | 6779425:linkusd:triple_gx:lsma140_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.31 | -28.58 | 0.44 | + |
| 2023 | 168.21 | 114.07 | 0.68 | - |
| 2024 | 33.72 | 84.08 | 2.49 | + |
| 2025 | -30.02 | -18.71 | 0.62 | + |
| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| MTD | -18.04% | -2.24% |
| 3M | -5.98% | -7.39% |
| 6M | 10.46% | -22.1% |
| YTD | -18.71% | -30.02% |
| 1Y | 35.65% | -22.09% |
| 3Y (ann.) | 57.94% | 23.31% |
| 5Y (ann.) | 28.65% | -3.29% |
| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425:LINKUSD |
|---|---|---|
| Max Drawdown | -52.68% | -71.61% |
| Longest DD Days | 439.0 | 671.0 |
| Avg. Drawdown | -12.07% | -19.51% |
| Avg. Drawdown Days | 51.0 | 84.0 |
| Recovery Factor | 2.44 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-07-03 | -52.68 | 439 |
| 2024-07-22 | 2024-11-23 | -40.56 | 124 |
| 2024-12-16 | 2025-05-31 | -32.61 | 166 |
| 2024-03-11 | 2024-04-22 | -22.56 | 42 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2023-07-21 | 2023-10-25 | -18.54 | 96 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-04-23 | 2024-07-15 | -15.03 | 83 |
| 2023-07-04 | 2023-07-20 | -8.21 | 16 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| Metric | 6779425:linkusd:triple_gx:lsma140_110_35 | 6779425: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 | 114.07% | 168.21% |
| Worst Year | -28.58% | -64.31% |
| Avg. Up Day | 3.95% | 3.96% |
| Avg. Down Day | -3.34% | -3.93% |
| Avg. Up Week | 9.51% | 11.62% |
| Avg. Down Week | -6.31% | -8.29% |
| Avg. Up Month | 14.49% | 22.62% |
| Avg. Down Month | -11.78% | -19.08% |
| Win Days % | 49.08% | 50.92% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 52.69% | 46.59% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |