| Metric | 7091177:mkrusd:triple_gx:lsma155_100_15 | 7091177:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 846.94% | -24.73% |
| Max Drawdown | -40.53% | -79.31% |
| Sharpe | 1.3 | 0.36 |
| Sortino | 2.44 | 0.57 |
| Payoff Ratio | 1.51 | 1.22 |
| Profit Factor | 1.41 | 1.06 |
| Common Sense Ratio | 1.83 | 1.22 |
| CPC Index | 0.97 | 0.62 |
| Tail Ratio | 1.3 | 1.15 |
| Outlier Win Ratio | 15.26 | 4.11 |
| Outlier Loss Ratio | 3.6 | 3.05 |
| Volatility (ann.) | 62.68% | 91.38% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.13 | -0.1 |
| Skew | 2.57 | 0.91 |
| Kurtosis | 19.42 | 4.23 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.24% | -0.64% |
| Expected Yearly % | 75.42% | -6.86% |
| Kelly Criterion | 9.55% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.78% |
| Expected Shortfall (cVaR) | -5.17% | -7.78% |
| Year | 7091177:MKRUSD | 7091177:mkrusd:triple_gx:lsma155_100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.59 | 34.56 | -0.48 | + |
| 2023 | 233.12 | 46.01 | 0.20 | - |
| 2024 | -12.32 | 364.80 | -29.61 | + |
| 2025 | -9.30 | 3.69 | -0.40 | + |
| Metric | 7091177:mkrusd:triple_gx:lsma155_100_15 | 7091177:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 2.17% | -28.5% |
| 6M | 3.16% | -3.55% |
| YTD | 3.69% | -9.3% |
| 1Y | 43.56% | -0.4% |
| 3Y (ann.) | 98.87% | 13.76% |
| 5Y (ann.) | 86.28% | -7.56% |
| Metric | 7091177:mkrusd:triple_gx:lsma155_100_15 | 7091177:MKRUSD |
|---|---|---|
| Max Drawdown | -40.53% | -79.31% |
| Longest DD Days | 189.0 | 705.0 |
| Avg. Drawdown | -10.32% | -18.59% |
| Avg. Drawdown Days | 30.0 | 108.0 |
| Recovery Factor | 20.9 | -0.31 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-09-17 | -40.53 | 165 |
| 2023-03-14 | 2023-07-03 | -30.46 | 111 |
| 2023-07-05 | 2024-01-10 | -28.83 | 189 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2024-11-28 | 2025-05-10 | -19.56 | 163 |
| 2025-07-28 | 2025-09-18 | -19.36 | 52 |
| 2024-04-17 | 2024-07-08 | -19.12 | 82 |
| 2025-06-14 | 2025-07-26 | -19.05 | 42 |
| 2023-03-06 | 2023-03-12 | -17.49 | 6 |
| 2025-05-14 | 2025-06-10 | -17.22 | 27 |
| Metric | 7091177:mkrusd:triple_gx:lsma155_100_15 | 7091177:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -15.93% | -26.61% |
| Best Month | 65.12% | 87.68% |
| Worst Month | -17.57% | -37.3% |
| Best Year | 364.8% | 233.12% |
| Worst Year | 3.69% | -71.59% |
| Avg. Up Day | 4.48% | 4.5% |
| Avg. Down Day | -2.97% | -3.69% |
| Avg. Up Week | 8.71% | 10.79% |
| Avg. Down Week | -5.35% | -8.97% |
| Avg. Up Month | 17.96% | 25.65% |
| Avg. Down Month | -8.42% | -17.14% |
| Win Days % | 45.64% | 47.94% |
| Win Month % | 62.86% | 52.27% |
| Win Week % | 59.43% | 46.88% |
| Win Quarter % | 86.67% | 43.75% |
| Win Year % | 100.0% | 25.0% |