| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 768.38% | -26.18% |
| Max Drawdown | -44.28% | -79.31% |
| Sharpe | 1.38 | 0.34 |
| Sortino | 2.59 | 0.53 |
| Payoff Ratio | 1.45 | 1.25 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 1.9 | 1.16 |
| CPC Index | 1.0 | 0.64 |
| Tail Ratio | 1.33 | 1.1 |
| Outlier Win Ratio | 15.11 | 4.28 |
| Outlier Loss Ratio | 3.42 | 3.22 |
| Volatility (ann.) | 63.9% | 90.53% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.2 | -0.11 |
| Skew | 2.49 | 0.98 |
| Kurtosis | 18.33 | 4.73 |
| Expected Daily % | 0.19% | -0.03% |
| Expected Monthly % | 5.7% | -0.78% |
| Expected Yearly % | 71.66% | -7.31% |
| Kelly Criterion | 12.66% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -7.71% |
| Expected Shortfall (cVaR) | -5.26% | -7.71% |
| Year | 7097498:MKRUSD | 7097498:mkrusd:triple_gx:lsma180_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.05 | 22.16 | -0.29 | + |
| 2023 | 233.12 | 75.02 | 0.32 | - |
| 2024 | -12.32 | 270.01 | -21.91 | + |
| 2025 | 5.52 | 9.77 | 1.77 | + |
| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| MTD | -5.57% | 6.27% |
| 3M | 9.77% | -9.3% |
| 6M | 26.44% | -13.7% |
| YTD | 9.77% | 5.52% |
| 1Y | 83.7% | -41.87% |
| 3Y (ann.) | 135.22% | 4.67% |
| 5Y (ann.) | 97.53% | -9.12% |
| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| Max Drawdown | -44.28% | -79.31% |
| Longest DD Days | 254.0 | 705.0 |
| Avg. Drawdown | -9.59% | -22.4% |
| Avg. Drawdown Days | 31.0 | 127.0 |
| Recovery Factor | 17.35 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2022-09-26 | -44.28 | 175 |
| 2023-03-06 | 2023-11-15 | -32.56 | 254 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2024-09-28 | 2024-11-07 | -24.92 | 40 |
| 2022-10-19 | 2022-11-10 | -19.89 | 22 |
| 2024-06-28 | 2024-08-13 | -18.29 | 46 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-04-17 | 2024-06-27 | -14.64 | 71 |
| 2025-05-14 | 2025-05-31 | -13.50 | 17 |
| 2024-03-22 | 2024-03-28 | -9.66 | 6 |
| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 43.58% | 45.65% |
| Worst Week | -16.57% | -26.61% |
| Best Month | 91.04% | 87.68% |
| Worst Month | -22.81% | -37.3% |
| Best Year | 270.01% | 233.12% |
| Worst Year | 9.77% | -76.05% |
| Avg. Up Day | 4.48% | 4.49% |
| Avg. Down Day | -3.1% | -3.58% |
| Avg. Up Week | 9.04% | 10.57% |
| Avg. Down Week | -6.0% | -8.54% |
| Avg. Up Month | 25.22% | 30.5% |
| Avg. Down Month | -9.72% | -20.23% |
| Win Days % | 48.36% | 48.22% |
| Win Month % | 62.96% | 48.72% |
| Win Week % | 60.24% | 47.65% |
| Win Quarter % | 83.33% | 42.86% |
| Win Year % | 100.0% | 50.0% |