| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032:LINKUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 69.78% | -9.99% |
| Max Drawdown | -24.71% | -62.69% |
| Sharpe | 1.13 | 0.37 |
| Sortino | 2.29 | 0.58 |
| Payoff Ratio | 1.82 | 1.55 |
| Profit Factor | 1.46 | 1.06 |
| Common Sense Ratio | 1.77 | 1.2 |
| CPC Index | 1.12 | 0.8 |
| Tail Ratio | 1.21 | 1.14 |
| Outlier Win Ratio | 19.73 | 3.42 |
| Outlier Loss Ratio | 3.16 | 2.63 |
| Volatility (ann.) | 59.03% | 97.64% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.68 | -0.15 |
| Skew | 4.23 | 0.98 |
| Kurtosis | 42.71 | 5.61 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.16% | -0.81% |
| Expected Yearly % | 30.3% | -5.13% |
| Kelly Criterion | 10.43% | 15.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.9% | -8.31% |
| Expected Shortfall (cVaR) | -4.9% | -8.31% |
| Year | 6786032:LINKUSD | 6786032:linkusd:triple_gx:lsma150_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 69.78 | 2.44 | + |
| 2025 | -30.02 | 0.00 | -0.00 | + |
| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 22.74% | -22.1% |
| YTD | 0.0% | -30.02% |
| 1Y | 61.73% | -22.09% |
| 3Y (ann.) | 66.27% | -9.62% |
| 5Y (ann.) | 66.27% | -9.62% |
| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032:LINKUSD |
|---|---|---|
| Max Drawdown | -24.71% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -8.65% | -16.47% |
| Avg. Drawdown Days | 26.0 | 41.0 |
| Recovery Factor | 2.82 | -0.16 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -24.71 | 166 |
| 2024-08-09 | 2024-11-23 | -23.95 | 106 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-07-22 | 2024-08-08 | -12.73 | 17 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-07-10 | 2024-07-13 | -4.10 | 3 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| 2024-07-16 | 2024-07-19 | -2.68 | 3 |
| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032: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 | 34.6% | 66.69% |
| Worst Month | -9.11% | -41.14% |
| Best Year | 69.78% | 28.61% |
| Worst Year | 0.0% | -30.02% |
| Avg. Up Day | 5.81% | 5.83% |
| Avg. Down Day | -3.2% | -3.75% |
| Avg. Up Week | 11.9% | 16.23% |
| Avg. Down Week | -6.16% | -9.83% |
| Avg. Up Month | 18.48% | 30.07% |
| Avg. Down Month | -0.18% | -3.75% |
| Win Days % | 42.22% | 48.68% |
| Win Month % | 71.43% | 46.15% |
| Win Week % | 50.0% | 45.61% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |