| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313:MKRUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 1,133.65% | -12.58% |
| Max Drawdown | -40.53% | -79.31% |
| Sharpe | 1.57 | 0.39 |
| Sortino | 3.09 | 0.62 |
| Payoff Ratio | 1.57 | 1.2 |
| Profit Factor | 1.54 | 1.06 |
| Common Sense Ratio | 2.06 | 1.18 |
| CPC Index | 1.14 | 0.62 |
| Tail Ratio | 1.34 | 1.11 |
| Outlier Win Ratio | 16.08 | 4.27 |
| Outlier Loss Ratio | 3.66 | 3.05 |
| Volatility (ann.) | 61.52% | 90.22% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.92 | -0.05 |
| Skew | 2.87 | 0.97 |
| Kurtosis | 21.84 | 4.74 |
| Expected Daily % | 0.22% | -0.01% |
| Expected Monthly % | 6.65% | -0.34% |
| Expected Yearly % | 87.41% | -3.31% |
| Kelly Criterion | 13.76% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -7.67% |
| Expected Shortfall (cVaR) | -5.03% | -7.67% |
| Year | 7091313:MKRUSD | 7091313:mkrusd:triple_gx:lsma165_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.63 | 50.87 | -0.71 | + |
| 2023 | 233.12 | 55.48 | 0.24 | - |
| 2024 | -12.32 | 328.69 | -26.68 | + |
| 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.) | 138.18% | 4.67% |
| 5Y (ann.) | 118.4% | -4.09% |
| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313:MKRUSD |
|---|---|---|
| Max Drawdown | -40.53% | -79.31% |
| Longest DD Days | 189.0 | 705.0 |
| Avg. Drawdown | -7.92% | -18.7% |
| Avg. Drawdown Days | 26.0 | 105.0 |
| Recovery Factor | 27.97 | -0.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-09-22 | -40.53 | 170 |
| 2023-07-05 | 2024-01-10 | -29.08 | 189 |
| 2023-03-14 | 2023-07-03 | -28.06 | 111 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2024-04-17 | 2024-07-08 | -18.95 | 82 |
| 2023-03-06 | 2023-03-12 | -17.49 | 6 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-02-08 | 2023-03-01 | -13.27 | 21 |
| 2024-11-01 | 2024-11-06 | -11.75 | 5 |
| 2024-07-24 | 2024-08-08 | -11.63 | 15 |
| Metric | 7091313:mkrusd:triple_gx:lsma165_105_15 | 7091313: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 | -14.83% | -37.3% |
| Best Year | 328.69% | 233.12% |
| Worst Year | 22.68% | -71.63% |
| Avg. Up Day | 4.43% | 4.45% |
| Avg. Down Day | -2.83% | -3.7% |
| Avg. Up Week | 8.23% | 10.66% |
| Avg. Down Week | -4.19% | -8.81% |
| Avg. Up Month | 21.83% | 28.38% |
| Avg. Down Month | -6.4% | -18.15% |
| Win Days % | 47.38% | 48.37% |
| Win Month % | 64.52% | 51.28% |
| Win Week % | 61.96% | 47.67% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 100.0% | 50.0% |