| Metric | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445:LINKUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 388.62% | 93.84% |
| Max Drawdown | -38.26% | -62.69% |
| Sharpe | 1.18 | 0.68 |
| Sortino | 2.03 | 1.04 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 1.63 | 1.23 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 1.2 | 1.11 |
| Outlier Win Ratio | 14.15 | 3.52 |
| Outlier Loss Ratio | 3.3 | 3.05 |
| Volatility (ann.) | 58.23% | 88.36% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.79 | 0.39 |
| Skew | 2.04 | 0.55 |
| Kurtosis | 22.61 | 4.08 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.38% | 1.8% |
| Expected Yearly % | 48.68% | 17.99% |
| Kelly Criterion | 10.66% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -7.44% |
| Expected Shortfall (cVaR) | -4.83% | -7.44% |
| Year | 6785445:LINKUSD | 6785445:linkusd:triple_gx:lsma225_95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.77 | -2.50 | 0.11 | + |
| 2023 | 168.21 | 224.95 | 1.34 | + |
| 2024 | 33.72 | 83.56 | 2.48 | + |
| 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.) | 67.77% | 23.31% |
| 5Y (ann.) | 68.64% | 24.36% |
| Metric | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445:LINKUSD |
|---|---|---|
| Max Drawdown | -38.26% | -62.69% |
| Longest DD Days | 255.0 | 435.0 |
| Avg. Drawdown | -10.01% | -14.81% |
| Avg. Drawdown Days | 34.0 | 47.0 |
| Recovery Factor | 10.16 | 1.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -38.26 | 166 |
| 2022-06-08 | 2023-02-18 | -35.94 | 255 |
| 2024-07-22 | 2024-11-10 | -27.49 | 111 |
| 2024-01-20 | 2024-06-19 | -23.39 | 151 |
| 2023-11-12 | 2024-01-19 | -18.74 | 68 |
| 2023-02-20 | 2023-06-21 | -17.17 | 121 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2022-05-23 | 2022-05-30 | -14.21 | 7 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2023-07-04 | 2023-07-20 | -12.64 | 16 |
| Metric | 6785445:linkusd:triple_gx:lsma225_95_50 | 6785445:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -19.47% | -19.47% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -21.7% | -26.88% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -14.77% | -41.14% |
| Best Year | 224.95% | 168.21% |
| Worst Year | -15.98% | -30.02% |
| Avg. Up Day | 4.11% | 4.12% |
| Avg. Down Day | -3.24% | -3.54% |
| Avg. Up Week | 11.75% | 12.35% |
| Avg. Down Week | -6.3% | -8.06% |
| Avg. Up Month | 20.04% | 23.3% |
| Avg. Down Month | -8.06% | -14.9% |
| Win Days % | 50.0% | 50.95% |
| Win Month % | 64.0% | 54.05% |
| Win Week % | 52.78% | 48.47% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 50.0% | 50.0% |