| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 698.81% | -12.43% |
| Max Drawdown | -40.53% | -79.31% |
| Sharpe | 1.33 | 0.39 |
| Sortino | 2.5 | 0.63 |
| Payoff Ratio | 1.43 | 1.14 |
| Profit Factor | 1.43 | 1.06 |
| Common Sense Ratio | 1.79 | 1.2 |
| CPC Index | 0.97 | 0.58 |
| Tail Ratio | 1.25 | 1.13 |
| Outlier Win Ratio | 15.89 | 4.25 |
| Outlier Loss Ratio | 3.55 | 3.09 |
| Volatility (ann.) | 62.18% | 90.23% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.21 | -0.05 |
| Skew | 2.66 | 0.96 |
| Kurtosis | 20.92 | 4.69 |
| Expected Daily % | 0.18% | -0.01% |
| Expected Monthly % | 5.47% | -0.34% |
| Expected Yearly % | 68.12% | -3.26% |
| Kelly Criterion | 10.46% | 2.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -7.67% |
| Expected Shortfall (cVaR) | -5.13% | -7.67% |
| Year | 7091304:MKRUSD | 7091304:mkrusd:triple_gx:lsma155_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.59 | 37.04 | -0.52 | + |
| 2023 | 233.12 | 48.12 | 0.21 | - |
| 2024 | -12.32 | 295.18 | -23.96 | + |
| 2025 | 5.52 | -0.42 | -0.08 | - |
| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| MTD | -0.98% | 6.27% |
| 3M | -0.42% | -9.3% |
| 6M | 1.6% | -13.7% |
| YTD | -0.42% | 5.52% |
| 1Y | 97.17% | -41.87% |
| 3Y (ann.) | 109.16% | 4.67% |
| 5Y (ann.) | 89.76% | -4.01% |
| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| Max Drawdown | -40.53% | -79.31% |
| Longest DD Days | 189.0 | 705.0 |
| Avg. Drawdown | -10.05% | -18.59% |
| Avg. Drawdown Days | 31.0 | 97.0 |
| Recovery Factor | 17.24 | -0.16 |
| Ulcer Index | 1.01 | 1.03 |
| 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 | -28.86 | 189 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2024-04-17 | 2024-07-09 | -22.19 | 83 |
| 2024-07-17 | 2024-10-19 | -20.70 | 94 |
| 2024-11-28 | 2025-04-09 | -19.56 | 132 |
| 2023-03-06 | 2023-03-12 | -17.49 | 6 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2022-09-18 | 2022-09-25 | -14.09 | 7 |
| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304: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 | 295.18% | 233.12% |
| Worst Year | -0.42% | -71.59% |
| Avg. Up Day | 4.3% | 4.32% |
| Avg. Down Day | -3.01% | -3.8% |
| Avg. Up Week | 8.16% | 10.66% |
| Avg. Down Week | -5.2% | -9.0% |
| Avg. Up Month | 22.37% | 30.39% |
| Avg. Down Month | -8.16% | -16.45% |
| Win Days % | 47.37% | 48.38% |
| Win Month % | 58.06% | 51.28% |
| Win Week % | 61.29% | 47.4% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |