| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -31.99% | -41.73% |
| Max Drawdown | -41.94% | -71.54% |
| Sharpe | -0.43 | -0.11 |
| Sortino | -0.67 | -0.17 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 0.9 | 0.98 |
| Common Sense Ratio | 0.88 | 1.06 |
| CPC Index | 0.46 | 0.56 |
| Tail Ratio | 0.98 | 1.07 |
| Outlier Win Ratio | 16.05 | 3.06 |
| Outlier Loss Ratio | 3.54 | 2.84 |
| Volatility (ann.) | 53.78% | 92.26% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.74 | -0.57 |
| Skew | 2.02 | 0.73 |
| Kurtosis | 19.71 | 3.0 |
| Expected Daily % | -0.1% | -0.14% |
| Expected Monthly % | -2.92% | -4.07% |
| Expected Yearly % | -17.53% | -23.67% |
| Kelly Criterion | -7.81% | 2.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -7.97% |
| Expected Shortfall (cVaR) | -4.69% | -7.97% |
| Year | 7098007:MKRUSD | 7098007:mkrusd:triple_gx:lsma115_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 6.83 | -0.15 | + |
| 2025 | 5.52 | -36.34 | -6.58 | - |
| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| MTD | -13.53% | 6.27% |
| 3M | -37.76% | -9.3% |
| 6M | -19.63% | -13.7% |
| YTD | -36.34% | 5.52% |
| 1Y | -31.99% | -41.87% |
| 3Y (ann.) | -30.94% | -40.48% |
| 5Y (ann.) | -30.94% | -40.48% |
| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| Max Drawdown | -41.94% | -71.54% |
| Longest DD Days | 179.0 | 375.0 |
| Avg. Drawdown | -21.62% | -36.63% |
| Avg. Drawdown Days | 72.0 | 188.0 |
| Recovery Factor | -0.76 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-12-03 | -41.94 | 179 |
| 2025-02-11 | 2025-05-31 | -41.18 | 109 |
| 2025-02-09 | 2025-02-10 | -3.16 | 1 |
| 2025-02-06 | 2025-02-07 | -0.18 | 1 |
| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 27.01% | 45.65% |
| Worst Week | -16.85% | -19.71% |
| Best Month | 31.47% | 46.5% |
| Worst Month | -24.45% | -37.3% |
| Best Year | 6.83% | 5.52% |
| Worst Year | -36.34% | -44.78% |
| Avg. Up Day | 3.83% | 3.85% |
| Avg. Down Day | -2.88% | -3.14% |
| Avg. Up Week | 6.81% | 11.25% |
| Avg. Down Week | -6.59% | -8.62% |
| Avg. Up Month | 16.88% | 42.17% |
| Avg. Down Month | -10.41% | -18.33% |
| Win Days % | 38.46% | 46.32% |
| Win Month % | 27.27% | 46.15% |
| Win Week % | 39.29% | 43.86% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |