| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 145.91% | -11.62% |
| Max Drawdown | -36.64% | -62.69% |
| Sharpe | 1.22 | 0.38 |
| Sortino | 2.21 | 0.59 |
| Payoff Ratio | 1.51 | 1.31 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.69 | 1.21 |
| CPC Index | 0.94 | 0.69 |
| Tail Ratio | 1.25 | 1.14 |
| Outlier Win Ratio | 12.01 | 3.37 |
| Outlier Loss Ratio | 3.28 | 2.93 |
| Volatility (ann.) | 65.62% | 95.55% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.24 | -0.13 |
| Skew | 2.39 | 0.67 |
| Kurtosis | 20.62 | 4.74 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.85% | -0.65% |
| Expected Yearly % | 56.82% | -5.99% |
| Kelly Criterion | 10.79% | 11.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -8.13% |
| Expected Shortfall (cVaR) | -5.43% | -8.13% |
| Year | 6783110:LINKUSD | 6783110:linkusd:triple_gx:lsma230_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 87.38 | 3.05 | + |
| 2025 | -31.28 | 31.24 | -1.00 | + |
| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| MTD | 1.85% | -20.36% |
| 3M | 8.67% | -36.95% |
| 6M | 50.19% | -12.94% |
| YTD | 31.24% | -31.28% |
| 1Y | 108.95% | -0.77% |
| 3Y (ann.) | 81.89% | -7.88% |
| 5Y (ann.) | 81.89% | -7.88% |
| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| Max Drawdown | -36.64% | -62.69% |
| Longest DD Days | 240.0 | 335.0 |
| Avg. Drawdown | -10.09% | -16.47% |
| Avg. Drawdown Days | 29.0 | 59.0 |
| Recovery Factor | 3.98 | -0.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-08-13 | -36.64 | 240 |
| 2024-07-16 | 2024-11-08 | -31.08 | 115 |
| 2025-08-23 | 2025-11-16 | -16.38 | 85 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2025-08-14 | 2025-08-17 | -9.25 | 3 |
| 2025-08-19 | 2025-08-20 | -8.68 | 1 |
| 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 |
| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -14.78% | -21.06% |
| Best Week | 41.97% | 41.97% |
| Worst Week | -19.35% | -26.88% |
| Best Month | 81.31% | 66.69% |
| Worst Month | -16.08% | -41.14% |
| Best Year | 87.38% | 28.61% |
| Worst Year | 31.24% | -31.28% |
| Avg. Up Day | 4.91% | 4.93% |
| Avg. Down Day | -3.25% | -3.76% |
| Avg. Up Week | 12.41% | 12.11% |
| Avg. Down Week | -6.95% | -10.89% |
| Avg. Up Month | 44.73% | 36.26% |
| Avg. Down Month | -9.2% | -24.24% |
| Win Days % | 46.34% | 49.54% |
| Win Month % | 61.54% | 42.11% |
| Win Week % | 57.5% | 44.44% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 100.0% | 50.0% |