| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934:LINKUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 125.73% | -9.99% |
| Max Drawdown | -26.65% | -62.69% |
| Sharpe | 1.45 | 0.37 |
| Sortino | 2.77 | 0.58 |
| Payoff Ratio | 1.65 | 1.46 |
| Profit Factor | 1.45 | 1.06 |
| Common Sense Ratio | 1.86 | 1.2 |
| CPC Index | 1.07 | 0.75 |
| Tail Ratio | 1.28 | 1.14 |
| Outlier Win Ratio | 12.55 | 3.6 |
| Outlier Loss Ratio | 3.32 | 2.91 |
| Volatility (ann.) | 69.97% | 97.64% |
| R^2 | 0.52 | 0.52 |
| Calmar | 4.45 | -0.15 |
| Skew | 2.76 | 0.98 |
| Kurtosis | 22.28 | 5.61 |
| Expected Daily % | 0.21% | -0.03% |
| Expected Monthly % | 6.46% | -0.81% |
| Expected Yearly % | 50.24% | -5.13% |
| Kelly Criterion | 10.98% | 13.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.75% | -8.31% |
| Expected Shortfall (cVaR) | -5.75% | -8.31% |
| Year | 6786934:LINKUSD | 6786934:linkusd:triple_gx:lsma135_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 95.81 | 3.35 | + |
| 2025 | -30.02 | 15.28 | -0.51 | + |
| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934:LINKUSD |
|---|---|---|
| MTD | -10.34% | -2.24% |
| 3M | 15.28% | -7.39% |
| 6M | 38.1% | -22.1% |
| YTD | 15.28% | -30.02% |
| 1Y | 116.0% | -22.09% |
| 3Y (ann.) | 118.59% | -9.62% |
| 5Y (ann.) | 118.59% | -9.62% |
| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934:LINKUSD |
|---|---|---|
| Max Drawdown | -26.65% | -62.69% |
| Longest DD Days | 117.0 | 186.0 |
| Avg. Drawdown | -8.61% | -16.47% |
| Avg. Drawdown Days | 19.0 | 41.0 |
| Recovery Factor | 4.72 | -0.16 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-04-12 | -26.65 | 117 |
| 2024-07-22 | 2024-11-08 | -24.39 | 109 |
| 2025-04-13 | 2025-05-31 | -17.18 | 48 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| 2024-11-19 | 2024-11-22 | -6.78 | 3 |
| 2024-07-07 | 2024-07-14 | -6.36 | 7 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934: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 | -10.34% | -41.14% |
| Best Year | 95.81% | 28.61% |
| Worst Year | 15.28% | -30.02% |
| Avg. Up Day | 5.54% | 5.56% |
| Avg. Down Day | -3.35% | -3.82% |
| Avg. Up Week | 11.32% | 11.91% |
| Avg. Down Week | -5.29% | -8.73% |
| Avg. Up Month | 22.68% | 24.02% |
| Avg. Down Month | -6.46% | -12.97% |
| Win Days % | 44.53% | 48.68% |
| Win Month % | 70.0% | 46.15% |
| Win Week % | 53.85% | 45.61% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |