| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 101.0% | -41.73% |
| Max Drawdown | -19.01% | -71.54% |
| Sharpe | 1.58 | -0.11 |
| Sortino | 3.06 | -0.17 |
| Payoff Ratio | 1.83 | 1.21 |
| Profit Factor | 1.52 | 0.98 |
| Common Sense Ratio | 2.37 | 1.06 |
| CPC Index | 1.18 | 0.55 |
| Tail Ratio | 1.56 | 1.07 |
| Outlier Win Ratio | 14.45 | 3.04 |
| Outlier Loss Ratio | 4.22 | 2.61 |
| Volatility (ann.) | 50.03% | 92.26% |
| R^2 | 0.3 | 0.3 |
| Calmar | 5.03 | -0.57 |
| Skew | 2.74 | 0.73 |
| Kurtosis | 22.67 | 3.0 |
| Expected Daily % | 0.18% | -0.14% |
| Expected Monthly % | 5.52% | -4.07% |
| Expected Yearly % | 41.77% | -23.67% |
| Kelly Criterion | 11.12% | 2.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -7.97% |
| Expected Shortfall (cVaR) | -4.09% | -7.97% |
| Year | 7091429:MKRUSD | 7091429:mkrusd:triple_gx:lsma160_110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 87.65 | -1.96 | + |
| 2025 | 5.52 | 7.12 | 1.29 | + |
| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| MTD | -0.98% | 6.27% |
| 3M | 7.12% | -9.3% |
| 6M | 9.29% | -13.7% |
| YTD | 7.12% | 5.52% |
| 1Y | 102.21% | -41.87% |
| 3Y (ann.) | 95.54% | -40.48% |
| 5Y (ann.) | 95.54% | -40.48% |
| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| Max Drawdown | -19.01% | -71.54% |
| Longest DD Days | 132.0 | 375.0 |
| Avg. Drawdown | -6.94% | -36.63% |
| Avg. Drawdown Days | 20.0 | 188.0 |
| Recovery Factor | 5.31 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-09-27 | -19.01 | 72 |
| 2024-11-28 | 2025-04-09 | -19.00 | 132 |
| 2024-05-23 | 2024-06-27 | -15.34 | 35 |
| 2024-10-31 | 2024-11-06 | -11.91 | 6 |
| 2025-05-14 | 2025-05-31 | -8.81 | 17 |
| 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 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2025-05-11 | 2025-05-13 | -4.31 | 2 |
| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 17.24% | 45.65% |
| Worst Week | -14.2% | -19.71% |
| Best Month | 31.24% | 46.5% |
| Worst Month | -14.2% | -37.3% |
| Best Year | 87.65% | 5.52% |
| Worst Year | 7.12% | -44.78% |
| Avg. Up Day | 4.23% | 4.27% |
| Avg. Down Day | -2.31% | -3.52% |
| Avg. Up Week | 7.5% | 11.46% |
| Avg. Down Week | -3.31% | -8.84% |
| Avg. Up Month | 27.54% | 23.72% |
| Avg. Down Month | -7.85% | -12.26% |
| Win Days % | 42.54% | 46.32% |
| Win Month % | 60.0% | 46.15% |
| Win Week % | 59.38% | 43.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |