| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313:MKRUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 161.91% | -41.73% |
| Max Drawdown | -11.89% | -71.54% |
| Sharpe | 2.11 | -0.11 |
| Sortino | 4.77 | -0.17 |
| Payoff Ratio | 2.15 | 1.44 |
| Profit Factor | 1.78 | 0.98 |
| Common Sense Ratio | 2.96 | 1.06 |
| CPC Index | 1.65 | 0.66 |
| Tail Ratio | 1.67 | 1.07 |
| Outlier Win Ratio | 15.16 | 3.22 |
| Outlier Loss Ratio | 4.26 | 2.48 |
| Volatility (ann.) | 49.28% | 92.26% |
| R^2 | 0.29 | 0.29 |
| Calmar | 12.79 | -0.57 |
| Skew | 3.4 | 0.73 |
| Kurtosis | 23.26 | 3.0 |
| Expected Daily % | 0.25% | -0.14% |
| Expected Monthly % | 7.69% | -4.07% |
| Expected Yearly % | 61.84% | -23.67% |
| Kelly Criterion | 16.91% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.96% | -7.97% |
| Expected Shortfall (cVaR) | -3.96% | -7.97% |
| Year | 7091313:MKRUSD | 7091313:mkrusd:triple_gx:lsma165_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 113.50 | -2.53 | + |
| 2025 | 5.52 | 22.68 | 4.11 | + |
| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313:MKRUSD |
|---|---|---|
| MTD | 0.89% | 6.27% |
| 3M | 22.68% | -9.3% |
| 6M | 25.16% | -13.7% |
| YTD | 22.68% | 5.52% |
| 1Y | 166.4% | -41.87% |
| 3Y (ann.) | 152.14% | -40.48% |
| 5Y (ann.) | 152.14% | -40.48% |
| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313:MKRUSD |
|---|---|---|
| Max Drawdown | -11.89% | -71.54% |
| Longest DD Days | 126.0 | 375.0 |
| Avg. Drawdown | -4.97% | -36.63% |
| Avg. Drawdown Days | 14.0 | 188.0 |
| Recovery Factor | 13.61 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-05-23 | 2024-06-19 | -11.81 | 27 |
| 2024-11-01 | 2024-11-06 | -11.75 | 5 |
| 2024-07-24 | 2024-08-08 | -11.63 | 15 |
| 2025-05-14 | 2025-05-31 | -8.81 | 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 |
| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313: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 | 31.25% | 46.5% |
| Worst Month | -1.68% | -37.3% |
| Best Year | 113.5% | 5.52% |
| Worst Year | 22.68% | -44.78% |
| Avg. Up Day | 4.51% | 4.55% |
| Avg. Down Day | -2.1% | -3.15% |
| Avg. Up Week | 7.96% | 11.39% |
| Avg. Down Week | -2.3% | -9.39% |
| Avg. Up Month | 21.34% | 19.35% |
| Avg. Down Month | -0.33% | -18.28% |
| Win Days % | 43.31% | 46.32% |
| Win Month % | 80.0% | 46.15% |
| Win Week % | 61.29% | 43.86% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |