| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 25.59% | -41.73% |
| Max Drawdown | -38.55% | -71.54% |
| Sharpe | 0.65 | -0.11 |
| Sortino | 1.09 | -0.17 |
| Payoff Ratio | 1.44 | 1.27 |
| Profit Factor | 1.17 | 0.98 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.1 | 1.07 |
| Outlier Win Ratio | 13.66 | 3.58 |
| Outlier Loss Ratio | 3.3 | 2.97 |
| Volatility (ann.) | 61.48% | 92.26% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.63 | -0.57 |
| Skew | 1.61 | 0.73 |
| Kurtosis | 12.42 | 3.0 |
| Expected Daily % | 0.06% | -0.14% |
| Expected Monthly % | 1.77% | -4.07% |
| Expected Yearly % | 12.07% | -23.67% |
| Kelly Criterion | 4.47% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.97% |
| Expected Shortfall (cVaR) | -5.18% | -7.97% |
| Year | 7097469:MKRUSD | 7097469:mkrusd:triple_gx:lsma150_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 74.04 | -1.65 | + |
| 2025 | 5.52 | -27.84 | -5.04 | - |
| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| MTD | -12.93% | 6.27% |
| 3M | -27.84% | -9.3% |
| 6M | -16.88% | -13.7% |
| YTD | -27.84% | 5.52% |
| 1Y | 25.59% | -41.87% |
| 3Y (ann.) | 24.47% | -40.48% |
| 5Y (ann.) | 24.47% | -40.48% |
| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| Max Drawdown | -38.55% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -16.15% | -36.63% |
| Avg. Drawdown Days | 48.0 | 188.0 |
| Recovery Factor | 0.66 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -38.55 | 178 |
| 2024-07-17 | 2024-11-23 | -36.12 | 129 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 17.24% | 45.65% |
| Worst Week | -21.53% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -28.71% | -37.3% |
| Best Year | 74.04% | 5.52% |
| Worst Year | -27.84% | -44.78% |
| Avg. Up Day | 4.52% | 4.52% |
| Avg. Down Day | -3.14% | -3.56% |
| Avg. Up Week | 9.41% | 11.54% |
| Avg. Down Week | -7.83% | -9.72% |
| Avg. Up Month | 22.24% | 23.72% |
| Avg. Down Month | -16.52% | -22.12% |
| Win Days % | 43.62% | 46.32% |
| Win Month % | 60.0% | 46.15% |
| Win Week % | 51.85% | 43.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |