| Metric | 6788149:linkusd:triple_gx:lsma225_75_60 | 6788149:LINKUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 106.36% | -9.99% |
| Max Drawdown | -28.86% | -62.69% |
| Sharpe | 1.4 | 0.37 |
| Sortino | 2.85 | 0.58 |
| Payoff Ratio | 1.72 | 1.46 |
| Profit Factor | 1.53 | 1.06 |
| Common Sense Ratio | 2.01 | 1.2 |
| CPC Index | 1.2 | 0.75 |
| Tail Ratio | 1.32 | 1.14 |
| Outlier Win Ratio | 16.55 | 3.51 |
| Outlier Loss Ratio | 3.17 | 2.71 |
| Volatility (ann.) | 62.86% | 97.64% |
| R^2 | 0.42 | 0.42 |
| Calmar | 3.48 | -0.15 |
| Skew | 3.7 | 0.98 |
| Kurtosis | 33.38 | 5.61 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.73% | -0.81% |
| Expected Yearly % | 43.65% | -5.13% |
| Kelly Criterion | 14.3% | 13.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -8.31% |
| Expected Shortfall (cVaR) | -5.17% | -8.31% |
| Year | 6788149:LINKUSD | 6788149:linkusd:triple_gx:lsma225_75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.61 | 106.36 | 3.72 | + |
| 2025 | -30.02 | 0.00 | -0.00 | + |
| Metric | 6788149:linkusd:triple_gx:lsma225_75_60 | 6788149:LINKUSD |
|---|---|---|
| MTD | 0.0% | -2.24% |
| 3M | 0.0% | -7.39% |
| 6M | 35.89% | -22.1% |
| YTD | 0.0% | -30.02% |
| 1Y | 105.95% | -22.09% |
| 3Y (ann.) | 100.54% | -9.62% |
| 5Y (ann.) | 100.54% | -9.62% |
| Metric | 6788149:linkusd:triple_gx:lsma225_75_60 | 6788149:LINKUSD |
|---|---|---|
| Max Drawdown | -28.86% | -62.69% |
| Longest DD Days | 170.0 | 186.0 |
| Avg. Drawdown | -9.09% | -16.47% |
| Avg. Drawdown Days | 30.0 | 41.0 |
| Recovery Factor | 3.69 | -0.16 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-07 | -28.86 | 170 |
| 2024-12-16 | 2025-05-31 | -24.57 | 166 |
| 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 |
| 2024-12-07 | 2024-12-08 | -4.26 | 1 |
| 2024-11-28 | 2024-11-30 | -3.91 | 2 |
| 2024-11-25 | 2024-11-27 | -3.30 | 2 |
| 2024-12-01 | 2024-12-02 | -0.36 | 1 |
| Metric | 6788149:linkusd:triple_gx:lsma225_75_60 | 6788149: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 | 73.61% | 66.69% |
| Worst Month | -18.33% | -41.14% |
| Best Year | 106.36% | 28.61% |
| Worst Year | 0.0% | -30.02% |
| Avg. Up Day | 5.41% | 5.42% |
| Avg. Down Day | -3.14% | -3.72% |
| Avg. Up Week | 14.15% | 16.82% |
| Avg. Down Week | -7.87% | -10.59% |
| Avg. Up Month | 26.6% | 24.46% |
| Avg. Down Month | -9.26% | -6.88% |
| Win Days % | 45.79% | 48.68% |
| Win Month % | 75.0% | 46.15% |
| Win Week % | 57.14% | 45.61% |
| Win Quarter % | 66.67% | 40.0% |
| Win Year % | 100.0% | 50.0% |