| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060:LINKUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 63.4% | -9.99% |
| Max Drawdown | -36.39% | -62.69% |
| Sharpe | 1.02 | 0.37 |
| Sortino | 1.89 | 0.58 |
| Payoff Ratio | 1.66 | 1.45 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.64 | 1.2 |
| CPC Index | 0.94 | 0.74 |
| Tail Ratio | 1.25 | 1.14 |
| Outlier Win Ratio | 13.68 | 3.51 |
| Outlier Loss Ratio | 3.6 | 2.89 |
| Volatility (ann.) | 66.58% | 97.64% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.66 | -0.15 |
| Skew | 2.96 | 0.98 |
| Kurtosis | 26.83 | 5.61 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.85% | -0.81% |
| Expected Yearly % | 27.83% | -5.13% |
| Kelly Criterion | 8.63% | 13.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -8.31% |
| Expected Shortfall (cVaR) | -5.55% | -8.31% |
| Year | 6781060:LINKUSD | 6781060:linkusd:triple_gx:lsma140_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 121.50 | 4.25 | + |
| 2025 | -30.02 | -26.23 | 0.87 | + |
| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060:LINKUSD |
|---|---|---|
| MTD | -11.64% | -2.24% |
| 3M | -13.96% | -7.39% |
| 6M | 4.27% | -22.1% |
| YTD | -26.23% | -30.02% |
| 1Y | 63.4% | -22.09% |
| 3Y (ann.) | 60.26% | -9.62% |
| 5Y (ann.) | 60.26% | -9.62% |
| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060:LINKUSD |
|---|---|---|
| Max Drawdown | -36.39% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -9.4% | -16.47% |
| Avg. Drawdown Days | 24.0 | 41.0 |
| Recovery Factor | 1.74 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -36.39 | 166 |
| 2024-07-16 | 2024-11-08 | -23.78 | 115 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 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 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060: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 | 72.73% | 66.69% |
| Worst Month | -14.26% | -41.14% |
| Best Year | 121.5% | 28.61% |
| Worst Year | -26.23% | -30.02% |
| Avg. Up Day | 4.89% | 4.9% |
| Avg. Down Day | -2.94% | -3.39% |
| Avg. Up Week | 10.14% | 11.54% |
| Avg. Down Week | -5.76% | -9.74% |
| Avg. Up Month | 53.08% | 35.88% |
| Avg. Down Month | -12.86% | -19.17% |
| Win Days % | 42.96% | 48.68% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 51.72% | 45.61% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |