| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -22.68% | -49.92% |
| Max Drawdown | -55.91% | -71.54% |
| Sharpe | 0.0 | -0.06 |
| Sortino | 0.01 | -0.08 |
| Payoff Ratio | 1.45 | 1.37 |
| Profit Factor | 1.0 | 0.99 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.09 | 1.09 |
| Outlier Win Ratio | 12.56 | 3.15 |
| Outlier Loss Ratio | 3.61 | 3.23 |
| Volatility (ann.) | 61.82% | 94.62% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.3 | -0.54 |
| Skew | 1.53 | 0.69 |
| Kurtosis | 12.01 | 2.49 |
| Expected Daily % | -0.05% | -0.13% |
| Expected Monthly % | -1.42% | -3.77% |
| Expected Yearly % | -12.07% | -29.23% |
| Kelly Criterion | -1.81% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.16% |
| Expected Shortfall (cVaR) | -5.32% | -8.16% |
| Year | 7100160:MKRUSD | 7100160:mkrusd:triple_gx:lsma145_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 55.48 | -1.24 | + |
| 2025 | -9.30 | -50.27 | 5.41 | - |
| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | -12.42% | -28.5% |
| 6M | -32.9% | -3.55% |
| YTD | -50.27% | -9.3% |
| 1Y | -13.8% | -0.4% |
| 3Y (ann.) | -16.67% | -38.74% |
| 5Y (ann.) | -16.67% | -38.74% |
| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| Max Drawdown | -55.91% | -71.54% |
| Longest DD Days | 227.0 | 510.0 |
| Avg. Drawdown | -19.58% | -36.63% |
| Avg. Drawdown Days | 67.0 | 256.0 |
| Recovery Factor | -0.41 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-28 | 2025-10-13 | -55.91 | 227 |
| 2024-07-17 | 2024-11-24 | -34.06 | 130 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| 2024-12-04 | 2025-02-27 | -8.77 | 85 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -18.37% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -23.94% | -37.3% |
| Best Year | 55.48% | -9.3% |
| Worst Year | -50.27% | -44.78% |
| Avg. Up Day | 4.53% | 4.54% |
| Avg. Down Day | -3.13% | -3.3% |
| Avg. Up Week | 9.22% | 11.92% |
| Avg. Down Week | -6.67% | -8.02% |
| Avg. Up Month | 17.37% | 23.43% |
| Avg. Down Month | -8.28% | -21.48% |
| Win Days % | 39.81% | 45.7% |
| Win Month % | 33.33% | 50.0% |
| Win Week % | 36.59% | 43.42% |
| Win Quarter % | 33.33% | 14.29% |
| Win Year % | 50.0% | 0.0% |