| Metric | 7091199:mkrusd:triple_gx:lsma175_100_15 | 7091199:MKRUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 152.3% | -41.73% |
| Max Drawdown | -14.03% | -71.54% |
| Sharpe | 2.03 | -0.11 |
| Sortino | 4.57 | -0.17 |
| Payoff Ratio | 2.14 | 1.47 |
| Profit Factor | 1.74 | 0.98 |
| Common Sense Ratio | 2.89 | 1.06 |
| CPC Index | 1.59 | 0.67 |
| Tail Ratio | 1.67 | 1.07 |
| Outlier Win Ratio | 15.23 | 3.22 |
| Outlier Loss Ratio | 4.18 | 2.48 |
| Volatility (ann.) | 49.35% | 92.26% |
| R^2 | 0.3 | 0.3 |
| Calmar | 10.21 | -0.57 |
| Skew | 3.39 | 0.73 |
| Kurtosis | 23.16 | 3.0 |
| Expected Daily % | 0.24% | -0.14% |
| Expected Monthly % | 7.38% | -4.07% |
| Expected Yearly % | 58.84% | -23.67% |
| Kelly Criterion | 16.13% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.97% | -7.97% |
| Expected Shortfall (cVaR) | -3.97% | -7.97% |
| Year | 7091199:MKRUSD | 7091199:mkrusd:triple_gx:lsma175_100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 106.06 | -2.37 | + |
| 2025 | 5.52 | 22.44 | 4.07 | + |
| Metric | 7091199:mkrusd:triple_gx:lsma175_100_15 | 7091199:MKRUSD |
|---|---|---|
| MTD | 1.82% | 6.27% |
| 3M | 22.44% | -9.3% |
| 6M | 24.92% | -13.7% |
| YTD | 22.44% | 5.52% |
| 1Y | 156.62% | -41.87% |
| 3Y (ann.) | 143.25% | -40.48% |
| 5Y (ann.) | 143.25% | -40.48% |
| Metric | 7091199:mkrusd:triple_gx:lsma175_100_15 | 7091199:MKRUSD |
|---|---|---|
| Max Drawdown | -14.03% | -71.54% |
| Longest DD Days | 130.0 | 375.0 |
| Avg. Drawdown | -5.23% | -36.63% |
| Avg. Drawdown Days | 17.0 | 188.0 |
| Recovery Factor | 10.85 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-06-27 | -14.03 | 35 |
| 2024-09-28 | 2024-11-06 | -12.63 | 39 |
| 2024-07-24 | 2024-08-08 | -9.61 | 15 |
| 2025-05-14 | 2025-05-31 | -8.65 | 17 |
| 2024-08-09 | 2024-08-13 | -8.25 | 4 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| 2024-11-12 | 2024-11-24 | -7.64 | 12 |
| 2024-06-28 | 2024-07-06 | -5.98 | 8 |
| 2024-08-14 | 2024-09-23 | -5.54 | 40 |
| 2024-09-24 | 2024-09-27 | -5.13 | 3 |
| Metric | 7091199:mkrusd:triple_gx:lsma175_100_15 | 7091199:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -7.84% | -15.11% |
| Best Week | 17.24% | 45.65% |
| Worst Week | -9.08% | -19.71% |
| Best Month | 34.24% | 46.5% |
| Worst Month | -1.68% | -37.3% |
| Best Year | 106.06% | 5.52% |
| Worst Year | 22.44% | -44.78% |
| Avg. Up Day | 4.57% | 4.61% |
| Avg. Down Day | -2.14% | -3.13% |
| Avg. Up Week | 7.58% | 11.39% |
| Avg. Down Week | -2.58% | -9.57% |
| Avg. Up Month | 21.89% | 19.35% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 42.86% | 46.32% |
| Win Month % | 88.89% | 46.15% |
| Win Week % | 66.67% | 43.86% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |