| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 681.98% | -26.18% |
| Max Drawdown | -44.28% | -79.31% |
| Sharpe | 1.35 | 0.34 |
| Sortino | 2.5 | 0.53 |
| Payoff Ratio | 1.41 | 1.24 |
| Profit Factor | 1.42 | 1.05 |
| Common Sense Ratio | 1.88 | 1.16 |
| CPC Index | 0.98 | 0.63 |
| Tail Ratio | 1.32 | 1.1 |
| Outlier Win Ratio | 15.55 | 4.19 |
| Outlier Loss Ratio | 3.52 | 3.22 |
| Volatility (ann.) | 61.49% | 90.53% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.06 | -0.11 |
| Skew | 2.38 | 0.98 |
| Kurtosis | 18.83 | 4.73 |
| Expected Daily % | 0.18% | -0.03% |
| Expected Monthly % | 5.42% | -0.78% |
| Expected Yearly % | 67.22% | -7.31% |
| Kelly Criterion | 12.42% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.71% |
| Expected Shortfall (cVaR) | -5.07% | -7.71% |
| Year | 7096852:MKRUSD | 7096852:mkrusd:triple_gx:lsma180_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.05 | 1.50 | -0.02 | + |
| 2023 | 233.12 | 66.32 | 0.28 | - |
| 2024 | -12.32 | 310.97 | -25.24 | + |
| 2025 | 5.52 | 12.71 | 2.30 | + |
| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| MTD | -3.79% | 6.27% |
| 3M | 12.71% | -9.3% |
| 6M | 40.7% | -13.7% |
| YTD | 12.71% | 5.52% |
| 1Y | 94.83% | -41.87% |
| 3Y (ann.) | 125.12% | 4.67% |
| 5Y (ann.) | 91.11% | -9.12% |
| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| Max Drawdown | -44.28% | -79.31% |
| Longest DD Days | 406.0 | 705.0 |
| Avg. Drawdown | -9.63% | -22.4% |
| Avg. Drawdown Days | 38.0 | 127.0 |
| Recovery Factor | 15.4 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-10-08 | -44.28 | 187 |
| 2022-11-11 | 2023-12-22 | -38.71 | 406 |
| 2024-09-28 | 2024-11-07 | -24.92 | 40 |
| 2022-10-19 | 2022-11-10 | -19.89 | 22 |
| 2024-06-28 | 2024-09-27 | -18.29 | 91 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2025-05-14 | 2025-05-31 | -13.50 | 17 |
| 2024-04-17 | 2024-06-27 | -12.54 | 71 |
| 2024-03-22 | 2024-03-28 | -9.66 | 6 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -16.57% | -26.61% |
| Best Month | 100.29% | 87.68% |
| Worst Month | -26.67% | -37.3% |
| Best Year | 310.97% | 233.12% |
| Worst Year | 1.5% | -76.05% |
| Avg. Up Day | 4.28% | 4.29% |
| Avg. Down Day | -3.03% | -3.45% |
| Avg. Up Week | 8.44% | 10.24% |
| Avg. Down Week | -6.24% | -8.27% |
| Avg. Up Month | 26.2% | 30.5% |
| Avg. Down Month | -12.76% | -18.28% |
| Win Days % | 48.71% | 48.22% |
| Win Month % | 65.52% | 48.72% |
| Win Week % | 62.96% | 47.65% |
| Win Quarter % | 75.0% | 42.86% |
| Win Year % | 100.0% | 50.0% |