| Metric | linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Time in Market | 28.0% | 98.0% |
| Cumulative Return | 45.38% | -33.56% |
| Max Drawdown | -19.86% | -62.64% |
| Sharpe | 0.06 | -0.01 |
| Sortino | 0.07 | -0.01 |
| Payoff Ratio | 0.0 | 0.98 |
| Profit Factor | 1.69 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.49 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 457.9 | 2.02 |
| Outlier Loss Ratio | 0.2 | 1.89 |
| Volatility (ann.) | 1.15% | 3.08% |
| R^2 | 0.0 | 0.0 |
| Calmar | 6.55 | -0.95 |
| Skew | -85.4 | 1.76 |
| Kurtosis | 21204.29 | 657.82 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 6.44% | -6.59% |
| Expected Yearly % | 45.38% | -33.56% |
| Kelly Criterion | 57.71% | -1.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.1% | -0.26% |
| Expected Shortfall (cVaR) | -0.1% | -0.26% |
| Year | LINKUSD | linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -33.56 | 45.38 | -1.35 | + |
| Metric | linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| MTD | -2.4% | -5.03% |
| 3M | 33.27% | 1.83% |
| 6M | 45.38% | -33.56% |
| YTD | 45.38% | -33.56% |
| 1Y | 45.38% | -33.56% |
| 3Y (ann.) | 129.98% | -59.75% |
| 5Y (ann.) | 129.98% | -59.75% |
| Metric | linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Max Drawdown | -19.86% | -62.64% |
| Longest DD Days | 52.0 | 143.0 |
| Avg. Drawdown | -2.95% | -1.51% |
| Avg. Drawdown Days | 8.0 | 1.0 |
| Recovery Factor | 2.29 | -0.54 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-03-26 | -19.86 | 52 |
| 2025-04-03 | 2025-05-08 | -10.87 | 35 |
| 2025-05-29 | 2025-06-14 | -9.66 | 16 |
| 2025-01-08 | 2025-01-15 | -3.14 | 6 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-01-25 | 2025-01-26 | -0.07 | 1 |
| 2025-01-29 | 2025-01-29 | -0.07 | 0 |
| 2025-03-30 | 2025-04-01 | -0.06 | 2 |
| Metric | linkusd_div_0.25_tpm:0.035__tp__tep:1.0_ | LINKUSD |
|---|---|---|
| Best Day | 4.09% | 13.99% |
| Worst Day | -13.48% | -12.62% |
| Best Week | 7.77% | 24.0% |
| Worst Week | -13.6% | -26.88% |
| Best Month | 22.09% | 25.9% |
| Worst Month | -16.68% | -41.14% |
| Best Year | 45.38% | -33.56% |
| Worst Year | 45.38% | -33.56% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -1.4% | -0.11% |
| Avg. Up Week | 4.14% | 9.71% |
| Avg. Down Week | -3.73% | -7.59% |
| Avg. Up Month | 12.37% | 15.89% |
| Avg. Down Month | -9.54% | -23.09% |
| Win Days % | 99.9% | 49.97% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 68.0% | 36.0% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |