| Metric | 6786793:linkusd:triple_gx:lsma135_85_55 | 6786793:LINKUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 135.21% | -9.99% |
| Max Drawdown | -34.59% | -62.69% |
| Sharpe | 1.51 | 0.37 |
| Sortino | 2.93 | 0.58 |
| Payoff Ratio | 1.61 | 1.44 |
| Profit Factor | 1.5 | 1.06 |
| Common Sense Ratio | 1.97 | 1.2 |
| CPC Index | 1.1 | 0.74 |
| Tail Ratio | 1.31 | 1.14 |
| Outlier Win Ratio | 13.2 | 3.6 |
| Outlier Loss Ratio | 3.32 | 2.91 |
| Volatility (ann.) | 68.93% | 97.64% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.68 | -0.15 |
| Skew | 2.87 | 0.98 |
| Kurtosis | 23.72 | 5.61 |
| Expected Daily % | 0.22% | -0.03% |
| Expected Monthly % | 6.8% | -0.81% |
| Expected Yearly % | 53.37% | -5.13% |
| Kelly Criterion | 11.5% | 13.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.65% | -8.31% |
| Expected Shortfall (cVaR) | -5.65% | -8.31% |
| Year | 6786793:LINKUSD | 6786793:linkusd:triple_gx:lsma135_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 93.03 | 3.25 | + |
| 2025 | -30.02 | 21.85 | -0.73 | + |
| Metric | 6786793:linkusd:triple_gx:lsma135_85_55 | 6786793:LINKUSD |
|---|---|---|
| MTD | -3.46% | -2.24% |
| 3M | 21.85% | -7.39% |
| 6M | 65.58% | -22.1% |
| YTD | 21.85% | -30.02% |
| 1Y | 124.05% | -22.09% |
| 3Y (ann.) | 127.41% | -9.62% |
| 5Y (ann.) | 127.41% | -9.62% |
| Metric | 6786793:linkusd:triple_gx:lsma135_85_55 | 6786793:LINKUSD |
|---|---|---|
| Max Drawdown | -34.59% | -62.69% |
| Longest DD Days | 123.0 | 186.0 |
| Avg. Drawdown | -8.06% | -16.47% |
| Avg. Drawdown Days | 21.0 | 41.0 |
| Recovery Factor | 3.91 | -0.16 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-22 | -34.59 | 123 |
| 2024-12-16 | 2025-04-09 | -24.57 | 114 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2025-04-13 | 2025-05-31 | -7.40 | 48 |
| 2024-07-07 | 2024-07-14 | -6.36 | 7 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2025-04-10 | 2025-04-12 | -4.58 | 2 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6786793:linkusd:triple_gx:lsma135_85_55 | 6786793: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 | -21.17% | -41.14% |
| Best Year | 93.03% | 28.61% |
| Worst Year | 21.85% | -30.02% |
| Avg. Up Day | 5.54% | 5.55% |
| Avg. Down Day | -3.44% | -3.86% |
| Avg. Up Week | 11.69% | 13.18% |
| Avg. Down Week | -5.29% | -8.81% |
| Avg. Up Month | 27.89% | 24.02% |
| Avg. Down Month | -8.27% | -12.97% |
| Win Days % | 45.38% | 48.68% |
| Win Month % | 70.0% | 46.15% |
| Win Week % | 53.85% | 45.61% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |