| Metric | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445:LINKUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 38.54% | -9.99% |
| Max Drawdown | -38.26% | -62.69% |
| Sharpe | 0.78 | 0.37 |
| Sortino | 1.42 | 0.58 |
| Payoff Ratio | 1.54 | 1.41 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.49 | 1.2 |
| CPC Index | 0.81 | 0.73 |
| Tail Ratio | 1.21 | 1.14 |
| Outlier Win Ratio | 14.19 | 3.51 |
| Outlier Loss Ratio | 3.25 | 2.91 |
| Volatility (ann.) | 66.66% | 97.64% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.96 | -0.15 |
| Skew | 2.93 | 0.98 |
| Kurtosis | 26.79 | 5.61 |
| Expected Daily % | 0.09% | -0.03% |
| Expected Monthly % | 2.54% | -0.81% |
| Expected Yearly % | 17.7% | -5.13% |
| Kelly Criterion | 5.66% | 12.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.6% | -8.31% |
| Expected Shortfall (cVaR) | -5.6% | -8.31% |
| Year | 6785445:LINKUSD | 6785445:linkusd:triple_gx:lsma225_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 64.89 | 2.27 | + |
| 2025 | -30.02 | -15.98 | 0.53 | + |
| Metric | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445:LINKUSD |
|---|---|---|
| MTD | -0.18% | -2.24% |
| 3M | -3.84% | -7.39% |
| 6M | 0.65% | -22.1% |
| YTD | -15.98% | -30.02% |
| 1Y | 38.54% | -22.09% |
| 3Y (ann.) | 36.77% | -9.62% |
| 5Y (ann.) | 36.77% | -9.62% |
| Metric | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445:LINKUSD |
|---|---|---|
| Max Drawdown | -38.26% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -9.95% | -16.47% |
| Avg. Drawdown Days | 24.0 | 41.0 |
| Recovery Factor | 1.01 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -38.26 | 166 |
| 2024-07-22 | 2024-11-10 | -27.49 | 111 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-06-20 | 2024-07-15 | -12.30 | 25 |
| 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 | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445: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 | -14.77% | -41.14% |
| Best Year | 64.89% | 28.61% |
| Worst Year | -15.98% | -30.02% |
| Avg. Up Day | 5.12% | 5.13% |
| Avg. Down Day | -3.34% | -3.63% |
| Avg. Up Week | 12.41% | 14.28% |
| Avg. Down Week | -6.02% | -9.98% |
| Avg. Up Month | 39.88% | 35.88% |
| Avg. Down Month | -7.03% | -17.77% |
| Win Days % | 42.86% | 48.68% |
| Win Month % | 44.44% | 46.15% |
| Win Week % | 46.15% | 45.61% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |