| Metric | 7102548:mkrusd:triple_gx:lsma150_110_35 | 7102548:MKRUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 532.87% | -13.21% |
| Max Drawdown | -44.65% | -79.31% |
| Sharpe | 1.2 | 0.39 |
| Sortino | 2.16 | 0.62 |
| Payoff Ratio | 1.31 | 1.16 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.54 | 1.18 |
| CPC Index | 0.87 | 0.6 |
| Tail Ratio | 1.15 | 1.11 |
| Outlier Win Ratio | 14.33 | 4.22 |
| Outlier Loss Ratio | 3.4 | 3.22 |
| Volatility (ann.) | 63.62% | 90.43% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.71 | -0.05 |
| Skew | 2.27 | 0.94 |
| Kurtosis | 17.12 | 4.64 |
| Expected Daily % | 0.16% | -0.01% |
| Expected Monthly % | 4.72% | -0.35% |
| Expected Yearly % | 58.61% | -3.48% |
| Kelly Criterion | 11.16% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.69% |
| Expected Shortfall (cVaR) | -5.27% | -7.69% |
| Year | 7102548:MKRUSD | 7102548:mkrusd:triple_gx:lsma150_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.84 | 32.34 | -0.45 | + |
| 2023 | 233.12 | 116.24 | 0.50 | - |
| 2024 | -12.32 | 217.22 | -17.63 | + |
| 2025 | 5.52 | -30.28 | -5.49 | - |
| Metric | 7102548:mkrusd:triple_gx:lsma150_110_35 | 7102548:MKRUSD |
|---|---|---|
| MTD | -8.82% | 6.27% |
| 3M | -30.28% | -9.3% |
| 6M | -27.67% | -13.7% |
| YTD | -30.28% | 5.52% |
| 1Y | 15.77% | -41.87% |
| 3Y (ann.) | 84.83% | 4.67% |
| 5Y (ann.) | 76.19% | -4.26% |
| Metric | 7102548:mkrusd:triple_gx:lsma150_110_35 | 7102548:MKRUSD |
|---|---|---|
| Max Drawdown | -44.65% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -11.42% | -20.22% |
| Avg. Drawdown Days | 34.0 | 106.0 |
| Recovery Factor | 11.94 | -0.17 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -44.65 | 178 |
| 2023-03-06 | 2023-07-03 | -32.20 | 119 |
| 2022-05-16 | 2022-10-04 | -29.02 | 141 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2024-04-05 | 2024-07-15 | -27.66 | 101 |
| 2022-10-19 | 2022-11-10 | -22.27 | 22 |
| 2022-03-04 | 2022-05-13 | -21.57 | 70 |
| 2024-07-17 | 2024-11-07 | -19.50 | 113 |
| 2023-10-13 | 2023-11-29 | -15.58 | 47 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| Metric | 7102548:mkrusd:triple_gx:lsma150_110_35 | 7102548:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -14.04% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -21.53% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -23.54% | -37.3% |
| Best Year | 217.22% | 233.12% |
| Worst Year | -30.28% | -71.84% |
| Avg. Up Day | 4.04% | 4.05% |
| Avg. Down Day | -3.08% | -3.49% |
| Avg. Up Week | 10.29% | 10.1% |
| Avg. Down Week | -6.11% | -6.83% |
| Avg. Up Month | 25.91% | 28.39% |
| Avg. Down Month | -9.34% | -22.8% |
| Win Days % | 49.59% | 48.52% |
| Win Month % | 65.52% | 52.5% |
| Win Week % | 53.19% | 47.13% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |