| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 19.34% | -9.99% |
| Max Drawdown | -50.8% | -62.69% |
| Sharpe | 0.58 | 0.37 |
| Sortino | 0.98 | 0.58 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.17 | 1.2 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.03 | 1.14 |
| Outlier Win Ratio | 11.74 | 3.51 |
| Outlier Loss Ratio | 3.05 | 2.99 |
| Volatility (ann.) | 71.37% | 97.64% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.36 | -0.15 |
| Skew | 2.31 | 0.98 |
| Kurtosis | 20.29 | 5.61 |
| Expected Daily % | 0.05% | -0.03% |
| Expected Monthly % | 1.37% | -0.81% |
| Expected Yearly % | 9.25% | -5.13% |
| Kelly Criterion | 1.94% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.03% | -8.31% |
| Expected Shortfall (cVaR) | -6.03% | -8.31% |
| Year | 6783580:LINKUSD | 6783580:linkusd:triple_gx:lsma130_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 101.09 | 3.53 | + |
| 2025 | -30.02 | -40.65 | 1.35 | - |
| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| MTD | -16.67% | -2.24% |
| 3M | -30.78% | -7.39% |
| 6M | -19.35% | -22.1% |
| YTD | -40.65% | -30.02% |
| 1Y | 19.34% | -22.09% |
| 3Y (ann.) | 18.51% | -9.62% |
| 5Y (ann.) | 18.51% | -9.62% |
| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580:LINKUSD |
|---|---|---|
| Max Drawdown | -50.8% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -10.44% | -16.47% |
| Avg. Drawdown Days | 21.0 | 41.0 |
| Recovery Factor | 0.38 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -50.80 | 166 |
| 2024-07-22 | 2024-11-08 | -34.93 | 109 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-07-03 | 2024-07-15 | -9.50 | 12 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6783580:linkusd:triple_gx:lsma130_100_45 | 6783580: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 | 66.69% | 66.69% |
| Worst Month | -16.93% | -41.14% |
| Best Year | 101.09% | 28.61% |
| Worst Year | -40.65% | -30.02% |
| Avg. Up Day | 4.66% | 4.68% |
| Avg. Down Day | -3.75% | -3.92% |
| Avg. Up Week | 11.25% | 11.46% |
| Avg. Down Week | -9.78% | -10.68% |
| Avg. Up Month | 47.48% | 35.88% |
| Avg. Down Month | -11.28% | -15.27% |
| Win Days % | 45.62% | 48.68% |
| Win Month % | 44.44% | 46.15% |
| Win Week % | 55.17% | 45.61% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |