| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 45.38% | -32.71% |
| Max Drawdown | -17.57% | -59.11% |
| Sharpe | 2.35 | -0.42 |
| Sortino | 3.04 | -0.6 |
| Payoff Ratio | 1.21 | 1.42 |
| Profit Factor | 1.89 | 0.94 |
| Common Sense Ratio | 83.51 | 0.92 |
| CPC Index | 1.8 | 0.64 |
| Tail Ratio | 44.09 | 0.98 |
| Outlier Win Ratio | 15.36 | 2.56 |
| Outlier Loss Ratio | 5.48 | 2.83 |
| Volatility (ann.) | 38.47% | 96.76% |
| R^2 | 0.04 | 0.04 |
| Calmar | 7.4 | -0.99 |
| Skew | -2.87 | 0.18 |
| Kurtosis | 17.73 | 1.94 |
| Expected Daily % | 0.23% | -0.24% |
| Expected Monthly % | 6.44% | -6.39% |
| Expected Yearly % | 45.38% | -32.71% |
| Kelly Criterion | 60.21% | 11.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.06% | -8.44% |
| Expected Shortfall (cVaR) | -3.06% | -8.44% |
| Year | LINKUSD | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -32.71 | 45.38 | -1.39 | + |
| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| MTD | -2.4% | -3.43% |
| 3M | 33.27% | -0.31% |
| 6M | 45.38% | -32.71% |
| YTD | 45.38% | -32.71% |
| 1Y | 45.38% | -32.71% |
| 3Y (ann.) | 129.98% | -58.6% |
| 5Y (ann.) | 129.98% | -58.6% |
| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Max Drawdown | -17.57% | -59.11% |
| Longest DD Days | 52.0 | 142.0 |
| Avg. Drawdown | -4.29% | -20.58% |
| Avg. Drawdown Days | 13.0 | 39.0 |
| Recovery Factor | 2.58 | -0.55 |
| Ulcer Index | 1.07 | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-03-27 | -17.57 | 52 |
| 2025-05-30 | 2025-06-14 | -9.66 | 15 |
| 2025-04-04 | 2025-05-09 | -7.91 | 35 |
| 2025-01-09 | 2025-01-16 | -3.14 | 7 |
| 2025-01-05 | 2025-01-07 | -0.08 | 2 |
| 2025-01-26 | 2025-01-27 | -0.07 | 1 |
| 2025-03-31 | 2025-04-02 | -0.06 | 2 |
| 2025-05-18 | 2025-05-19 | -0.06 | 1 |
| 2025-05-26 | 2025-05-27 | -0.06 | 1 |
| Metric | d_linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Best Day | 4.01% | 18.66% |
| Worst Day | -13.54% | -17.54% |
| Best Week | 7.27% | 19.98% |
| Worst Week | -13.6% | -24.08% |
| Best Month | 22.09% | 22.79% |
| Worst Month | -16.68% | -38.49% |
| Best Year | 45.38% | -32.71% |
| Worst Year | 45.38% | -32.71% |
| Avg. Up Day | 1.41% | 4.59% |
| Avg. Down Day | -1.16% | -3.23% |
| Avg. Up Week | 4.59% | 9.63% |
| Avg. Down Week | -5.94% | -10.77% |
| Avg. Up Month | 12.37% | 15.83% |
| Avg. Down Month | -9.54% | -20.96% |
| Win Days % | 78.18% | 48.17% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 75.0% | 48.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |