| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 107.35% | -9.99% |
| Max Drawdown | -28.88% | -62.69% |
| Sharpe | 1.41 | 0.37 |
| Sortino | 2.82 | 0.58 |
| Payoff Ratio | 2.01 | 1.66 |
| Profit Factor | 1.51 | 1.06 |
| Common Sense Ratio | 2.1 | 1.2 |
| CPC Index | 1.27 | 0.85 |
| Tail Ratio | 1.39 | 1.14 |
| Outlier Win Ratio | 15.62 | 3.51 |
| Outlier Loss Ratio | 3.64 | 2.76 |
| Volatility (ann.) | 62.75% | 97.64% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.51 | -0.15 |
| Skew | 3.57 | 0.98 |
| Kurtosis | 33.59 | 5.61 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.77% | -0.81% |
| Expected Yearly % | 44.0% | -5.13% |
| Kelly Criterion | 12.98% | 17.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -8.31% |
| Expected Shortfall (cVaR) | -5.16% | -8.31% |
| Year | 6782792:LINKUSD | 6782792:linkusd:triple_gx:lsma230_70_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 137.30 | 4.80 | + |
| 2025 | -30.02 | -12.62 | 0.42 | + |
| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 34.73% | -22.1% |
| YTD | -12.62% | -30.02% |
| 1Y | 107.35% | -22.09% |
| 3Y (ann.) | 101.46% | -9.62% |
| 5Y (ann.) | 101.46% | -9.62% |
| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| Max Drawdown | -28.88% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -8.66% | -16.47% |
| Avg. Drawdown Days | 25.0 | 41.0 |
| Recovery Factor | 3.72 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-08 | -28.88 | 115 |
| 2024-12-16 | 2025-05-31 | -20.40 | 166 |
| 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 |
| 2024-06-17 | 2024-07-14 | -7.65 | 27 |
| 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 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| Metric | 6782792:linkusd:triple_gx:lsma230_70_45 | 6782792:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -14.78% | -17.08% |
| Best Week | 41.97% | 41.97% |
| Worst Week | -15.29% | -26.88% |
| Best Month | 81.31% | 66.69% |
| Worst Month | -12.62% | -41.14% |
| Best Year | 137.3% | 28.61% |
| Worst Year | -12.62% | -30.02% |
| Avg. Up Day | 5.56% | 5.57% |
| Avg. Down Day | -2.76% | -3.36% |
| Avg. Up Week | 12.95% | 13.29% |
| Avg. Down Week | -4.49% | -10.21% |
| Avg. Up Month | 63.43% | 35.88% |
| Avg. Down Month | -10.38% | -25.94% |
| Win Days % | 41.88% | 48.68% |
| Win Month % | 57.14% | 46.15% |
| Win Week % | 50.0% | 45.61% |
| Win Quarter % | 25.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |