| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937:LINKUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 332.24% | -10.41% |
| Max Drawdown | -45.5% | -71.61% |
| Sharpe | 1.03 | 0.41 |
| Sortino | 1.66 | 0.61 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.77 | 1.14 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.36 | 1.07 |
| Outlier Win Ratio | 13.34 | 3.52 |
| Outlier Loss Ratio | 3.35 | 3.25 |
| Volatility (ann.) | 62.0% | 89.92% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.23 | -0.05 |
| Skew | 1.28 | 0.36 |
| Kurtosis | 19.36 | 3.95 |
| Expected Daily % | 0.12% | -0.01% |
| Expected Monthly % | 3.73% | -0.27% |
| Expected Yearly % | 44.19% | -2.71% |
| Kelly Criterion | 9.21% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -7.64% |
| Expected Shortfall (cVaR) | -5.16% | -7.64% |
| Year | 6786937:LINKUSD | 6786937:linkusd:triple_gx:lsma140_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -64.31 | -21.97 | 0.34 | + |
| 2023 | 168.21 | 182.28 | 1.08 | + |
| 2024 | 33.72 | 72.90 | 2.16 | + |
| 2025 | -30.02 | 13.50 | -0.45 | + |
| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937:LINKUSD |
|---|---|---|
| MTD | -0.18% | -2.24% |
| 3M | 13.5% | -7.39% |
| 6M | 35.96% | -22.1% |
| YTD | 13.5% | -30.02% |
| 1Y | 106.13% | -22.09% |
| 3Y (ann.) | 87.55% | 23.31% |
| 5Y (ann.) | 56.14% | -3.29% |
| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937:LINKUSD |
|---|---|---|
| Max Drawdown | -45.5% | -71.61% |
| Longest DD Days | 295.0 | 671.0 |
| Avg. Drawdown | -13.3% | -19.51% |
| Avg. Drawdown Days | 52.0 | 84.0 |
| Recovery Factor | 7.3 | -0.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-28 | 2023-07-20 | -45.50 | 295 |
| 2022-04-20 | 2022-09-22 | -44.86 | 155 |
| 2024-03-11 | 2024-07-21 | -30.26 | 132 |
| 2024-12-16 | 2025-05-31 | -30.02 | 166 |
| 2024-07-22 | 2024-11-10 | -27.95 | 111 |
| 2023-11-12 | 2024-03-10 | -18.74 | 119 |
| 2024-12-09 | 2024-12-12 | -15.27 | 3 |
| 2023-07-21 | 2023-10-21 | -13.37 | 92 |
| 2024-11-12 | 2024-11-18 | -13.02 | 6 |
| 2024-12-03 | 2024-12-06 | -8.19 | 3 |
| Metric | 6786937:linkusd:triple_gx:lsma140_90_55 | 6786937: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 | 182.28% | 168.21% |
| Worst Year | -21.97% | -64.31% |
| Avg. Up Day | 4.24% | 4.25% |
| Avg. Down Day | -3.5% | -3.83% |
| Avg. Up Week | 11.85% | 12.45% |
| Avg. Down Week | -5.92% | -7.48% |
| Avg. Up Month | 25.89% | 24.53% |
| Avg. Down Month | -8.25% | -18.31% |
| Win Days % | 50.24% | 50.92% |
| Win Month % | 53.57% | 50.0% |
| Win Week % | 50.0% | 46.59% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |