| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 743.55% | -12.43% |
| Max Drawdown | -36.96% | -79.31% |
| Sharpe | 1.34 | 0.39 |
| Sortino | 2.44 | 0.63 |
| Payoff Ratio | 1.35 | 1.18 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.71 | 1.2 |
| CPC Index | 0.94 | 0.6 |
| Tail Ratio | 1.23 | 1.13 |
| Outlier Win Ratio | 14.19 | 4.23 |
| Outlier Loss Ratio | 3.33 | 3.24 |
| Volatility (ann.) | 63.97% | 90.23% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.52 | -0.05 |
| Skew | 2.26 | 0.96 |
| Kurtosis | 16.77 | 4.69 |
| Expected Daily % | 0.18% | -0.01% |
| Expected Monthly % | 5.62% | -0.34% |
| Expected Yearly % | 70.42% | -3.26% |
| Kelly Criterion | 13.02% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.67% |
| Expected Shortfall (cVaR) | -5.27% | -7.67% |
| Year | 7102687:MKRUSD | 7102687:mkrusd:triple_gx:lsma155_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.59 | 55.05 | -0.77 | + |
| 2023 | 233.12 | 120.88 | 0.52 | - |
| 2024 | -12.32 | 195.55 | -15.87 | + |
| 2025 | 5.52 | -16.66 | -3.02 | - |
| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| MTD | -9.26% | 6.27% |
| 3M | -16.66% | -9.3% |
| 6M | -13.54% | -13.7% |
| YTD | -16.66% | 5.52% |
| 1Y | 14.42% | -41.87% |
| 3Y (ann.) | 104.39% | 4.67% |
| 5Y (ann.) | 92.97% | -4.01% |
| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| Max Drawdown | -36.96% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -11.49% | -18.59% |
| Avg. Drawdown Days | 33.0 | 97.0 |
| Recovery Factor | 20.12 | -0.16 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-11-25 | -36.96 | 131 |
| 2024-12-04 | 2025-05-31 | -33.51 | 178 |
| 2023-03-06 | 2023-07-03 | -32.20 | 119 |
| 2022-05-16 | 2022-09-25 | -29.02 | 132 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2022-10-19 | 2022-11-10 | -22.27 | 22 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2022-03-10 | 2022-05-12 | -17.72 | 63 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-10-24 | 2023-11-26 | -13.06 | 33 |
| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687: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 | 195.55% | 233.12% |
| Worst Year | -16.66% | -71.59% |
| Avg. Up Day | 4.18% | 4.18% |
| Avg. Down Day | -3.1% | -3.56% |
| Avg. Up Week | 10.54% | 10.73% |
| Avg. Down Week | -6.43% | -8.06% |
| Avg. Up Month | 27.39% | 30.19% |
| Avg. Down Month | -8.29% | -23.47% |
| Win Days % | 50.11% | 48.38% |
| Win Month % | 62.96% | 51.28% |
| Win Week % | 56.67% | 47.4% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |