| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 199.56% | -25.64% |
| Max Drawdown | -55.91% | -79.31% |
| Sharpe | 0.77 | 0.36 |
| Sortino | 1.34 | 0.57 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.31 | 1.22 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.1 | 1.15 |
| Outlier Win Ratio | 13.0 | 4.15 |
| Outlier Loss Ratio | 3.33 | 3.24 |
| Volatility (ann.) | 67.8% | 91.65% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.63 | -0.1 |
| Skew | 2.0 | 0.89 |
| Kurtosis | 14.44 | 4.14 |
| Expected Daily % | 0.08% | -0.02% |
| Expected Monthly % | 2.47% | -0.66% |
| Expected Yearly % | 31.56% | -7.14% |
| Kelly Criterion | 6.17% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.69% | -7.8% |
| Expected Shortfall (cVaR) | -5.69% | -7.8% |
| Year | 7100160:MKRUSD | 7100160:mkrusd:triple_gx:lsma145_115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.93 | 9.95 | -0.14 | + |
| 2023 | 233.12 | 57.97 | 0.25 | - |
| 2024 | -12.32 | 246.83 | -20.03 | + |
| 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.) | 34.28% | 13.76% |
| 5Y (ann.) | 35.16% | -7.81% |
| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| Max Drawdown | -55.91% | -79.31% |
| Longest DD Days | 227.0 | 705.0 |
| Avg. Drawdown | -16.45% | -18.14% |
| Avg. Drawdown Days | 56.0 | 101.0 |
| Recovery Factor | 3.57 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-28 | 2025-10-13 | -55.91 | 227 |
| 2022-03-04 | 2022-10-03 | -47.60 | 213 |
| 2024-07-17 | 2024-11-24 | -34.06 | 130 |
| 2023-03-06 | 2023-07-03 | -32.92 | 119 |
| 2022-11-11 | 2023-03-05 | -32.73 | 114 |
| 2023-07-23 | 2024-01-02 | -26.62 | 163 |
| 2024-04-17 | 2024-07-15 | -24.55 | 89 |
| 2022-10-19 | 2022-11-10 | -23.29 | 22 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-07-05 | 2023-07-19 | -11.65 | 14 |
| Metric | 7100160:mkrusd:triple_gx:lsma145_115_30 | 7100160:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 43.58% | 45.65% |
| Worst Week | -19.89% | -26.61% |
| Best Month | 91.19% | 87.68% |
| Worst Month | -23.94% | -37.3% |
| Best Year | 246.83% | 233.12% |
| Worst Year | -50.27% | -71.93% |
| Avg. Up Day | 4.24% | 4.25% |
| Avg. Down Day | -3.19% | -3.44% |
| Avg. Up Week | 9.46% | 10.48% |
| Avg. Down Week | -6.45% | -7.48% |
| Avg. Up Month | 24.17% | 27.32% |
| Avg. Down Month | -11.46% | -20.9% |
| Win Days % | 46.42% | 48.03% |
| Win Month % | 47.22% | 53.33% |
| Win Week % | 48.15% | 46.91% |
| Win Quarter % | 46.67% | 43.75% |
| Win Year % | 75.0% | 25.0% |