| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 49.37% | -0.6% |
| Max Drawdown | -49.07% | -63.97% |
| Sharpe | 0.51 | 0.45 |
| Sortino | 0.78 | 0.66 |
| Payoff Ratio | 1.19 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.23 | 1.16 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.07 | 1.09 |
| Outlier Win Ratio | 15.99 | 3.38 |
| Outlier Loss Ratio | 3.32 | 3.11 |
| Volatility (ann.) | 56.98% | 90.3% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.28 | -0.0 |
| Skew | 1.09 | 0.37 |
| Kurtosis | 25.15 | 4.09 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 1.06% | -0.02% |
| Expected Yearly % | 10.55% | -0.15% |
| Kelly Criterion | 4.04% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -7.66% |
| Expected Shortfall (cVaR) | -4.83% | -7.66% |
| Year | 6784375:LINKUSD | 6784375:linkusd:triple_gx:lsma200_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.40 | -39.13 | 0.65 | + |
| 2023 | 168.21 | 122.30 | 0.73 | - |
| 2024 | 33.72 | 42.13 | 1.25 | + |
| 2025 | -30.02 | -22.33 | 0.74 | + |
| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| MTD | -11.11% | -2.24% |
| 3M | -11.11% | -7.39% |
| 6M | -4.67% | -22.1% |
| YTD | -22.33% | -30.02% |
| 1Y | 5.04% | -22.09% |
| 3Y (ann.) | 27.63% | 23.31% |
| 5Y (ann.) | 13.72% | -0.19% |
| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| Max Drawdown | -49.07% | -63.97% |
| Longest DD Days | 423.0 | 567.0 |
| Avg. Drawdown | -13.78% | -20.26% |
| Avg. Drawdown Days | 65.0 | 80.0 |
| Recovery Factor | 1.01 | -0.01 |
| Ulcer Index | inf | 1.11 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-07-02 | -49.07 | 423 |
| 2024-12-16 | 2025-05-31 | -41.84 | 166 |
| 2024-07-22 | 2024-12-02 | -33.64 | 133 |
| 2024-03-14 | 2024-07-15 | -19.65 | 123 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-04 | 2023-10-22 | -10.77 | 110 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2023-11-02 | 2023-11-08 | -5.44 | 6 |
| Metric | 6784375:linkusd:triple_gx:lsma200_60_50 | 6784375:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -30.23% | -33.86% |
| Best Month | 31.03% | 66.69% |
| Worst Month | -26.96% | -41.14% |
| Best Year | 122.3% | 168.21% |
| Worst Year | -39.13% | -60.4% |
| Avg. Up Day | 3.94% | 3.96% |
| Avg. Down Day | -3.33% | -3.71% |
| Avg. Up Week | 10.01% | 12.43% |
| Avg. Down Week | -6.61% | -9.45% |
| Avg. Up Month | 14.88% | 26.39% |
| Avg. Down Month | -11.96% | -17.56% |
| Win Days % | 47.96% | 50.8% |
| Win Month % | 54.17% | 50.0% |
| Win Week % | 48.65% | 47.31% |
| Win Quarter % | 41.67% | 53.85% |
| Win Year % | 50.0% | 50.0% |