| Metric | 6779574:linkusd:triple_gx:lsma160_115_35 | 6779574:LINKUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 170.37% | -0.31% |
| Max Drawdown | -44.38% | -71.61% |
| Sharpe | 0.81 | 0.44 |
| Sortino | 1.27 | 0.66 |
| Payoff Ratio | 1.19 | 1.02 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.55 | 1.14 |
| CPC Index | 0.71 | 0.55 |
| Tail Ratio | 1.28 | 1.07 |
| Outlier Win Ratio | 12.35 | 3.5 |
| Outlier Loss Ratio | 3.25 | 3.04 |
| Volatility (ann.) | 61.59% | 89.7% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.81 | -0.0 |
| Skew | 1.11 | 0.36 |
| Kurtosis | 18.76 | 4.07 |
| Expected Daily % | 0.08% | -0.0% |
| Expected Monthly % | 2.58% | -0.01% |
| Expected Yearly % | 28.23% | -0.08% |
| Kelly Criterion | 6.54% | 2.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.61% |
| Expected Shortfall (cVaR) | -5.17% | -7.61% |
| Year | 6779574:LINKUSD | 6779574:linkusd:triple_gx:lsma160_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.28 | -17.09 | 0.28 | + |
| 2023 | 168.21 | 96.82 | 0.58 | - |
| 2024 | 33.72 | 105.56 | 3.13 | + |
| 2025 | -30.02 | -19.39 | 0.65 | + |
| Metric | 6779574:linkusd:triple_gx:lsma160_115_35 | 6779574:LINKUSD |
|---|---|---|
| MTD | -19.79% | -2.24% |
| 3M | -6.76% | -7.39% |
| 6M | 9.54% | -22.1% |
| YTD | -19.39% | -30.02% |
| 1Y | 54.29% | -22.09% |
| 3Y (ann.) | 58.52% | 23.31% |
| 5Y (ann.) | 36.06% | -0.1% |
| Metric | 6779574:linkusd:triple_gx:lsma160_115_35 | 6779574:LINKUSD |
|---|---|---|
| Max Drawdown | -44.38% | -71.61% |
| Longest DD Days | 291.0 | 671.0 |
| Avg. Drawdown | -12.26% | -16.8% |
| Avg. Drawdown Days | 50.0 | 72.0 |
| Recovery Factor | 3.84 | -0.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2023-02-18 | -44.38 | 291 |
| 2024-07-22 | 2024-11-18 | -36.45 | 119 |
| 2024-12-16 | 2025-05-31 | -33.18 | 166 |
| 2024-03-11 | 2024-04-22 | -22.56 | 42 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2023-07-21 | 2023-11-06 | -18.21 | 108 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-04-23 | 2024-07-15 | -15.03 | 83 |
| 2023-02-20 | 2023-06-23 | -14.57 | 123 |
| 2023-07-04 | 2023-07-20 | -8.21 | 16 |
| Metric | 6779574:linkusd:triple_gx:lsma160_115_35 | 6779574: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 | 81.31% | 66.69% |
| Worst Month | -31.03% | -41.14% |
| Best Year | 105.56% | 168.21% |
| Worst Year | -19.39% | -60.28% |
| Avg. Up Day | 3.96% | 3.97% |
| Avg. Down Day | -3.32% | -3.9% |
| Avg. Up Week | 9.25% | 11.72% |
| Avg. Down Week | -6.29% | -8.77% |
| Avg. Up Month | 14.96% | 19.9% |
| Avg. Down Month | -8.66% | -17.4% |
| Win Days % | 49.15% | 51.02% |
| Win Month % | 58.62% | 51.28% |
| Win Week % | 53.41% | 47.4% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 50.0% | 50.0% |