| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934:LINKUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 286.96% | -12.47% |
| Max Drawdown | -50.39% | -71.61% |
| Sharpe | 0.96 | 0.4 |
| Sortino | 1.54 | 0.59 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.73 | 1.14 |
| CPC Index | 0.76 | 0.59 |
| Tail Ratio | 1.35 | 1.07 |
| Outlier Win Ratio | 12.81 | 3.51 |
| Outlier Loss Ratio | 3.35 | 3.27 |
| Volatility (ann.) | 63.22% | 90.03% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.01 | -0.06 |
| Skew | 1.16 | 0.36 |
| Kurtosis | 18.02 | 3.91 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.44% | -0.33% |
| Expected Yearly % | 40.25% | -3.27% |
| Kelly Criterion | 8.02% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -7.65% |
| Expected Shortfall (cVaR) | -5.28% | -7.65% |
| Year | 6786934:LINKUSD | 6786934:linkusd:triple_gx:lsma135_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.13 | -32.67 | 0.50 | + |
| 2023 | 168.21 | 182.75 | 1.09 | + |
| 2024 | 33.72 | 76.33 | 2.26 | + |
| 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.) | 85.9% | 23.31% |
| 5Y (ann.) | 50.71% | -3.96% |
| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934:LINKUSD |
|---|---|---|
| Max Drawdown | -50.39% | -71.61% |
| Longest DD Days | 446.0 | 671.0 |
| Avg. Drawdown | -10.76% | -23.02% |
| Avg. Drawdown Days | 52.0 | 99.0 |
| Recovery Factor | 5.69 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-30 | 2023-07-20 | -50.39 | 446 |
| 2024-03-11 | 2024-11-10 | -31.06 | 244 |
| 2024-12-16 | 2025-04-12 | -26.65 | 117 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2025-04-13 | 2025-05-31 | -17.18 | 48 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-21 | 2023-10-21 | -13.23 | 92 |
| 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 |
| Metric | 6786934:linkusd:triple_gx:lsma135_90_55 | 6786934:LINKUSD |
|---|---|---|
| Best Day | 33.24% | 33.24% |
| Worst Day | -20.67% | -20.67% |
| Best Week | 47.6% | 47.6% |
| Worst Week | -33.86% | -33.86% |
| Best Month | 66.69% | 66.69% |
| Worst Month | -30.9% | -41.14% |
| Best Year | 182.75% | 168.21% |
| Worst Year | -32.67% | -65.13% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.55% | -3.89% |
| Avg. Up Week | 11.74% | 11.97% |
| Avg. Down Week | -6.51% | -7.97% |
| Avg. Up Month | 25.89% | 24.53% |
| Avg. Down Month | -10.39% | -20.19% |
| Win Days % | 50.0% | 50.88% |
| Win Month % | 55.17% | 50.0% |
| Win Week % | 50.62% | 46.59% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |