| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942:LINKUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 104.88% | -9.99% |
| Max Drawdown | -30.09% | -62.69% |
| Sharpe | 1.35 | 0.37 |
| Sortino | 2.65 | 0.58 |
| Payoff Ratio | 1.63 | 1.47 |
| Profit Factor | 1.48 | 1.06 |
| Common Sense Ratio | 1.88 | 1.2 |
| CPC Index | 1.1 | 0.76 |
| Tail Ratio | 1.28 | 1.14 |
| Outlier Win Ratio | 15.48 | 3.6 |
| Outlier Loss Ratio | 3.03 | 2.82 |
| Volatility (ann.) | 66.2% | 97.64% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.3 | -0.15 |
| Skew | 3.24 | 0.98 |
| Kurtosis | 28.13 | 5.61 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.67% | -0.81% |
| Expected Yearly % | 43.14% | -5.13% |
| Kelly Criterion | 12.74% | 13.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -8.31% |
| Expected Shortfall (cVaR) | -5.45% | -8.31% |
| Year | 6786942:LINKUSD | 6786942:linkusd:triple_gx:lsma145_90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 92.79 | 3.24 | + |
| 2025 | -30.02 | 6.27 | -0.21 | + |
| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942:LINKUSD |
|---|---|---|
| MTD | -0.18% | -2.24% |
| 3M | 6.27% | -7.39% |
| 6M | 27.31% | -22.1% |
| YTD | 6.27% | -30.02% |
| 1Y | 96.05% | -22.09% |
| 3Y (ann.) | 99.16% | -9.62% |
| 5Y (ann.) | 99.16% | -9.62% |
| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942:LINKUSD |
|---|---|---|
| Max Drawdown | -30.09% | -62.69% |
| Longest DD Days | 166.0 | 186.0 |
| Avg. Drawdown | -9.21% | -16.47% |
| Avg. Drawdown Days | 24.0 | 41.0 |
| Recovery Factor | 3.49 | -0.16 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-31 | -30.09 | 166 |
| 2024-07-22 | 2024-11-08 | -22.47 | 109 |
| 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 |
| 2024-07-08 | 2024-07-14 | -6.11 | 6 |
| 2024-07-16 | 2024-07-21 | -5.62 | 5 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| Metric | 6786942:linkusd:triple_gx:lsma145_90_55 | 6786942: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 | -8.87% | -41.14% |
| Best Year | 92.79% | 28.61% |
| Worst Year | 6.27% | -30.02% |
| Avg. Up Day | 5.66% | 5.67% |
| Avg. Down Day | -3.48% | -3.86% |
| Avg. Up Week | 12.51% | 14.21% |
| Avg. Down Week | -6.33% | -8.46% |
| Avg. Up Month | 22.68% | 24.02% |
| Avg. Down Month | -4.53% | -8.19% |
| Win Days % | 45.95% | 48.68% |
| Win Month % | 75.0% | 46.15% |
| Win Week % | 55.0% | 45.61% |
| Win Quarter % | 75.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |