| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 615.26% | 90.08% |
| Max Drawdown | -37.52% | -62.69% |
| Sharpe | 1.26 | 0.65 |
| Sortino | 2.14 | 0.98 |
| Payoff Ratio | 1.33 | 1.16 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | 1.81 | 1.26 |
| CPC Index | 0.91 | 0.65 |
| Tail Ratio | 1.32 | 1.14 |
| Outlier Win Ratio | 13.48 | 3.47 |
| Outlier Loss Ratio | 3.37 | 3.04 |
| Volatility (ann.) | 57.79% | 88.73% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.02 | 0.32 |
| Skew | 1.76 | 0.44 |
| Kurtosis | 19.64 | 3.8 |
| Expected Daily % | 0.15% | 0.05% |
| Expected Monthly % | 4.68% | 1.5% |
| Expected Yearly % | 63.54% | 17.42% |
| Kelly Criterion | 12.27% | 8.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.78% | -7.48% |
| Expected Shortfall (cVaR) | -4.78% | -7.48% |
| Year | 6783110:LINKUSD | 6783110:linkusd:triple_gx:lsma230_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.88 | -13.52 | 0.59 | + |
| 2023 | 168.21 | 166.90 | 0.99 | - |
| 2024 | 33.72 | 136.13 | 4.04 | + |
| 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.) | 113.83% | 28.84% |
| 5Y (ann.) | 75.87% | 20.24% |
| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| Max Drawdown | -37.52% | -62.69% |
| Longest DD Days | 295.0 | 435.0 |
| Avg. Drawdown | -9.67% | -15.21% |
| Avg. Drawdown Days | 35.0 | 56.0 |
| Recovery Factor | 16.4 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-03-23 | -37.52 | 295 |
| 2024-12-16 | 2025-08-13 | -36.64 | 240 |
| 2024-07-16 | 2024-11-08 | -31.08 | 115 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2024-01-20 | 2024-04-22 | -18.54 | 93 |
| 2023-07-04 | 2023-10-21 | -17.03 | 109 |
| 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 |
| 2022-05-25 | 2022-05-30 | -13.02 | 5 |
| Metric | 6783110:linkusd:triple_gx:lsma230_80_45 | 6783110:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -19.47% | -21.06% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -19.45% | -26.88% |
| Best Month | 81.31% | 66.69% |
| Worst Month | -16.08% | -41.14% |
| Best Year | 166.9% | 168.21% |
| Worst Year | -13.52% | -31.28% |
| Avg. Up Day | 4.1% | 4.12% |
| Avg. Down Day | -3.08% | -3.55% |
| Avg. Up Week | 11.06% | 11.03% |
| Avg. Down Week | -5.98% | -8.92% |
| Avg. Up Month | 21.22% | 24.65% |
| Avg. Down Month | -6.8% | -18.56% |
| Win Days % | 49.89% | 50.98% |
| Win Month % | 64.52% | 51.16% |
| Win Week % | 56.47% | 47.85% |
| Win Quarter % | 64.29% | 46.67% |
| Win Year % | 75.0% | 50.0% |