| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 433.83% | -13.49% |
| Max Drawdown | -43.86% | -79.31% |
| Sharpe | 1.1 | 0.39 |
| Sortino | 1.95 | 0.62 |
| Payoff Ratio | 1.32 | 1.17 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.47 | 1.2 |
| CPC Index | 0.83 | 0.6 |
| Tail Ratio | 1.13 | 1.13 |
| Outlier Win Ratio | 13.53 | 4.2 |
| Outlier Loss Ratio | 3.41 | 3.22 |
| Volatility (ann.) | 65.01% | 90.54% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.52 | -0.05 |
| Skew | 2.1 | 0.94 |
| Kurtosis | 15.74 | 4.58 |
| Expected Daily % | 0.14% | -0.01% |
| Expected Monthly % | 4.28% | -0.36% |
| Expected Yearly % | 52.0% | -3.56% |
| Kelly Criterion | 9.38% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -7.7% |
| Expected Shortfall (cVaR) | -5.4% | -7.7% |
| Year | 7102669:MKRUSD | 7102669:mkrusd:triple_gx:lsma145_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.93 | 41.27 | -0.57 | + |
| 2023 | 233.12 | 106.13 | 0.46 | - |
| 2024 | -12.32 | 145.26 | -11.79 | + |
| 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.) | 79.33% | 4.67% |
| 5Y (ann.) | 66.86% | -4.33% |
| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| Max Drawdown | -43.86% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -14.19% | -18.14% |
| Avg. Drawdown Days | 41.0 | 90.0 |
| Recovery Factor | 9.89 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -43.86 | 178 |
| 2024-07-17 | 2024-11-25 | -36.96 | 131 |
| 2023-03-06 | 2023-07-03 | -32.20 | 119 |
| 2022-05-16 | 2022-09-25 | -29.02 | 132 |
| 2024-04-05 | 2024-07-16 | -28.46 | 102 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2022-10-19 | 2022-11-10 | -22.27 | 22 |
| 2022-03-04 | 2022-05-13 | -22.11 | 70 |
| 2023-10-06 | 2023-12-31 | -20.84 | 86 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| Metric | 7102669:mkrusd:triple_gx:lsma145_115_35 | 7102669:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -14.04% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -19.75% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -20.63% | -37.3% |
| Best Year | 145.26% | 233.12% |
| Worst Year | -25.25% | -71.93% |
| Avg. Up Day | 4.09% | 4.1% |
| Avg. Down Day | -3.1% | -3.5% |
| Avg. Up Week | 10.26% | 10.52% |
| Avg. Down Week | -6.2% | -7.35% |
| Avg. Up Month | 25.4% | 28.36% |
| Avg. Down Month | -12.22% | -23.55% |
| Win Days % | 48.43% | 48.48% |
| Win Month % | 63.33% | 52.5% |
| Win Week % | 52.58% | 47.43% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |