| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -3.06% | -41.73% |
| Max Drawdown | -43.86% | -71.54% |
| Sharpe | 0.24 | -0.11 |
| Sortino | 0.37 | -0.17 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 1.06 | 0.98 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.59 | 0.54 |
| Tail Ratio | 1.09 | 1.07 |
| Outlier Win Ratio | 13.98 | 3.18 |
| Outlier Loss Ratio | 3.32 | 3.19 |
| Volatility (ann.) | 59.61% | 92.26% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.07 | -0.57 |
| Skew | 1.19 | 0.73 |
| Kurtosis | 14.03 | 3.0 |
| Expected Daily % | -0.01% | -0.14% |
| Expected Monthly % | -0.24% | -4.07% |
| Expected Yearly % | -1.54% | -23.67% |
| Kelly Criterion | -0.18% | 0.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.09% | -7.97% |
| Expected Shortfall (cVaR) | -5.09% | -7.97% |
| Year | 7102669:MKRUSD | 7102669:mkrusd:triple_gx:lsma145_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 29.69 | -0.66 | + |
| 2025 | 5.52 | -25.25 | -4.58 | - |
| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| MTD | -3.61% | 6.27% |
| 3M | -29.78% | -9.3% |
| 6M | -22.45% | -13.7% |
| YTD | -25.25% | 5.52% |
| 1Y | -3.06% | -41.87% |
| 3Y (ann.) | -2.94% | -40.48% |
| 5Y (ann.) | -2.94% | -40.48% |
| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| Max Drawdown | -43.86% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -19.86% | -36.63% |
| Avg. Drawdown Days | 56.0 | 188.0 |
| Recovery Factor | -0.07 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -43.86 | 178 |
| 2024-07-17 | 2024-11-25 | -36.96 | 131 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -14.04% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -18.37% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -20.63% | -37.3% |
| Best Year | 29.69% | 5.52% |
| Worst Year | -25.25% | -44.78% |
| Avg. Up Day | 4.35% | 4.36% |
| Avg. Down Day | -3.4% | -3.68% |
| Avg. Up Week | 10.43% | 10.98% |
| Avg. Down Week | -7.55% | -8.68% |
| Avg. Up Month | 25.37% | 28.55% |
| Avg. Down Month | -13.75% | -24.87% |
| Win Days % | 43.8% | 46.32% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 42.86% | 43.86% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |