| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032:LINKUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 178.91% | 2.39% |
| Max Drawdown | -50.39% | -71.61% |
| Sharpe | 0.85 | 0.45 |
| Sortino | 1.32 | 0.67 |
| Payoff Ratio | 1.25 | 1.07 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.6 | 1.14 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.26 | 1.07 |
| Outlier Win Ratio | 15.88 | 3.27 |
| Outlier Loss Ratio | 3.53 | 3.07 |
| Volatility (ann.) | 54.88% | 89.84% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.73 | 0.01 |
| Skew | 1.12 | 0.36 |
| Kurtosis | 27.61 | 4.01 |
| Expected Daily % | 0.09% | 0.0% |
| Expected Monthly % | 2.6% | 0.06% |
| Expected Yearly % | 29.23% | 0.59% |
| Kelly Criterion | 6.99% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.6% | -7.62% |
| Expected Shortfall (cVaR) | -4.6% | -7.62% |
| Year | 6786032:LINKUSD | 6786032:linkusd:triple_gx:lsma150_60_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.21 | -21.01 | 0.35 | + |
| 2023 | 168.21 | 124.28 | 0.74 | - |
| 2024 | 33.72 | 57.44 | 1.70 | + |
| 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.) | 66.79% | 23.31% |
| 5Y (ann.) | 37.01% | 0.73% |
| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032:LINKUSD |
|---|---|---|
| Max Drawdown | -50.39% | -71.61% |
| Longest DD Days | 327.0 | 671.0 |
| Avg. Drawdown | -9.59% | -19.42% |
| Avg. Drawdown Days | 47.0 | 83.0 |
| Recovery Factor | 3.55 | 0.03 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-30 | 2023-03-23 | -50.39 | 327 |
| 2023-11-12 | 2024-07-21 | -26.89 | 252 |
| 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 |
| 2023-03-24 | 2023-04-14 | -9.80 | 21 |
| 2023-04-20 | 2023-06-23 | -8.90 | 64 |
| 2023-07-04 | 2023-10-22 | -8.21 | 110 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| Metric | 6786032:linkusd:triple_gx:lsma150_60_55 | 6786032:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 41.97% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 34.6% | 66.69% |
| Worst Month | -32.33% | -41.14% |
| Best Year | 124.28% | 168.21% |
| Worst Year | -21.01% | -59.21% |
| Avg. Up Day | 4.0% | 4.02% |
| Avg. Down Day | -3.2% | -3.76% |
| Avg. Up Week | 10.4% | 14.53% |
| Avg. Down Week | -6.33% | -8.89% |
| Avg. Up Month | 17.77% | 25.08% |
| Avg. Down Month | -10.67% | -17.38% |
| Win Days % | 48.36% | 51.02% |
| Win Month % | 62.5% | 52.5% |
| Win Week % | 52.0% | 47.7% |
| Win Quarter % | 63.64% | 57.14% |
| Win Year % | 66.67% | 50.0% |