| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 126.49% | -29.1% |
| Max Drawdown | -16.72% | -72.13% |
| Sharpe | 1.05 | 0.08 |
| Sortino | 1.84 | 0.12 |
| Payoff Ratio | 1.45 | 1.31 |
| Profit Factor | 1.66 | 1.01 |
| Common Sense Ratio | 20.18 | 1.09 |
| CPC Index | 1.26 | 0.64 |
| Tail Ratio | 12.12 | 1.08 |
| Outlier Win Ratio | 45.09 | 3.23 |
| Outlier Loss Ratio | 2.98 | 2.62 |
| Volatility (ann.) | 16.3% | 45.94% |
| R^2 | 0.13 | 0.13 |
| Calmar | 5.3 | -0.32 |
| Skew | 2.89 | 0.39 |
| Kurtosis | 56.64 | 5.44 |
| Expected Daily % | 0.04% | -0.02% |
| Expected Monthly % | 5.24% | -2.13% |
| Expected Yearly % | 50.5% | -15.8% |
| Kelly Criterion | 19.34% | 8.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.94% |
| Expected Shortfall (cVaR) | -1.36% | -3.94% |
| Year | 15688545:MKRUSD | 15688545:mkrusd:triple_med_gx:lsma170_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.49 | 40.44 | -0.91 | + |
| 2025 | 27.73 | 61.28 | 2.21 | + |
| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| MTD | 1.69% | -3.84% |
| 3M | 10.1% | 1.29% |
| 6M | 69.31% | 99.5% |
| YTD | 61.28% | 27.73% |
| 1Y | 60.17% | -11.05% |
| 3Y (ann.) | 88.68% | -23.43% |
| 5Y (ann.) | 88.68% | -23.43% |
| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| Max Drawdown | -16.72% | -72.13% |
| Longest DD Days | 174.0 | 449.0 |
| Avg. Drawdown | -3.36% | -14.94% |
| Avg. Drawdown Days | 17.0 | 78.0 |
| Recovery Factor | 7.56 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-19 | -16.72 | 174 |
| 2025-01-19 | 2025-03-08 | -10.90 | 48 |
| 2025-05-23 | 2025-06-23 | -9.70 | 31 |
| 2025-04-10 | 2025-04-12 | -8.88 | 2 |
| 2025-04-08 | 2025-04-09 | -5.22 | 1 |
| 2025-04-13 | 2025-05-08 | -4.34 | 25 |
| 2024-06-01 | 2024-07-08 | -3.78 | 37 |
| 2025-06-24 | 2025-08-14 | -3.54 | 50 |
| 2024-07-16 | 2024-07-29 | -1.88 | 13 |
| 2024-07-10 | 2024-07-11 | -1.85 | 0 |
| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| Best Day | 11.82% | 15.85% |
| Worst Day | -7.55% | -13.79% |
| Best Week | 19.69% | 45.65% |
| Worst Week | -13.48% | -19.71% |
| Best Month | 41.08% | 46.5% |
| Worst Month | -12.63% | -37.3% |
| Best Year | 61.28% | 27.73% |
| Worst Year | 40.44% | -44.49% |
| Avg. Up Day | 2.13% | 2.14% |
| Avg. Down Day | -1.47% | -1.63% |
| Avg. Up Week | 8.31% | 7.18% |
| Avg. Down Week | -4.97% | -8.75% |
| Avg. Up Month | 17.08% | 16.98% |
| Avg. Down Month | -5.93% | -14.69% |
| Win Days % | 52.26% | 48.27% |
| Win Month % | 69.23% | 50.0% |
| Win Week % | 68.18% | 46.38% |
| Win Quarter % | 100.0% | 16.67% |
| Win Year % | 100.0% | 50.0% |