| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060:LINKUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 64.77% | -10.41% |
| Max Drawdown | -57.83% | -71.61% |
| Sharpe | 0.55 | 0.41 |
| Sortino | 0.84 | 0.61 |
| Payoff Ratio | 1.17 | 1.04 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.38 | 1.14 |
| CPC Index | 0.64 | 0.56 |
| Tail Ratio | 1.2 | 1.07 |
| Outlier Win Ratio | 13.56 | 3.47 |
| Outlier Loss Ratio | 3.39 | 3.14 |
| Volatility (ann.) | 59.95% | 89.92% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.28 | -0.05 |
| Skew | 0.9 | 0.36 |
| Kurtosis | 19.78 | 3.95 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 1.26% | -0.27% |
| Expected Yearly % | 13.3% | -2.71% |
| Kelly Criterion | 3.61% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.64% |
| Expected Shortfall (cVaR) | -5.07% | -7.64% |
| Year | 6781060:LINKUSD | 6781060:linkusd:triple_gx:lsma140_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.31 | -43.20 | 0.67 | + |
| 2023 | 168.21 | 73.04 | 0.43 | - |
| 2024 | 33.72 | 127.28 | 3.77 | + |
| 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.) | 46.82% | 23.31% |
| 5Y (ann.) | 16.42% | -3.29% |
| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060:LINKUSD |
|---|---|---|
| Max Drawdown | -57.83% | -71.61% |
| Longest DD Days | 574.0 | 671.0 |
| Avg. Drawdown | -13.54% | -19.51% |
| Avg. Drawdown Days | 75.0 | 84.0 |
| Recovery Factor | 1.12 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2023-11-08 | -57.83 | 574 |
| 2024-12-16 | 2025-05-31 | -36.39 | 166 |
| 2023-11-12 | 2024-07-15 | -27.34 | 246 |
| 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 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6781060:linkusd:triple_gx:lsma140_85_40 | 6781060: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 | 72.73% | 66.69% |
| Worst Month | -30.9% | -41.14% |
| Best Year | 127.28% | 168.21% |
| Worst Year | -43.2% | -64.31% |
| Avg. Up Day | 3.9% | 3.91% |
| Avg. Down Day | -3.34% | -3.74% |
| Avg. Up Week | 9.72% | 11.32% |
| Avg. Down Week | -6.54% | -7.67% |
| Avg. Up Month | 18.64% | 20.76% |
| Avg. Down Month | -11.54% | -20.81% |
| Win Days % | 48.12% | 50.92% |
| Win Month % | 51.72% | 50.0% |
| Win Week % | 49.4% | 46.59% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 50.0% |