| Metric | 7102689:mkrusd:triple_gx:lsma165_115_35 | 7102689:MKRUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 882.71% | -12.58% |
| Max Drawdown | -35.56% | -79.31% |
| Sharpe | 1.44 | 0.39 |
| Sortino | 2.69 | 0.62 |
| Payoff Ratio | 1.38 | 1.21 |
| Profit Factor | 1.43 | 1.06 |
| Common Sense Ratio | 1.92 | 1.18 |
| CPC Index | 0.99 | 0.62 |
| Tail Ratio | 1.34 | 1.11 |
| Outlier Win Ratio | 14.69 | 4.25 |
| Outlier Loss Ratio | 3.43 | 3.23 |
| Volatility (ann.) | 62.93% | 90.22% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.91 | -0.05 |
| Skew | 2.45 | 0.97 |
| Kurtosis | 17.93 | 4.74 |
| Expected Daily % | 0.2% | -0.01% |
| Expected Monthly % | 6.03% | -0.34% |
| Expected Yearly % | 77.05% | -3.31% |
| Kelly Criterion | 13.84% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.67% |
| Expected Shortfall (cVaR) | -5.17% | -7.67% |
| Year | 7102689:MKRUSD | 7102689:mkrusd:triple_gx:lsma165_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.63 | 60.03 | -0.84 | + |
| 2023 | 233.12 | 138.98 | 0.60 | - |
| 2024 | -12.32 | 164.67 | -13.36 | + |
| 2025 | 5.52 | -2.92 | -0.53 | - |
| Metric | 7102689:mkrusd:triple_gx:lsma165_115_35 | 7102689:MKRUSD |
|---|---|---|
| MTD | -12.57% | 6.27% |
| 3M | -2.92% | -9.3% |
| 6M | 0.72% | -13.7% |
| YTD | -2.92% | 5.52% |
| 1Y | 28.49% | -41.87% |
| 3Y (ann.) | 112.8% | 4.67% |
| 5Y (ann.) | 103.49% | -4.09% |
| Metric | 7102689:mkrusd:triple_gx:lsma165_115_35 | 7102689:MKRUSD |
|---|---|---|
| Max Drawdown | -35.56% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -9.88% | -18.7% |
| Avg. Drawdown Days | 29.0 | 105.0 |
| Recovery Factor | 24.83 | -0.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-11-25 | -35.56 | 131 |
| 2023-03-06 | 2023-07-03 | -32.20 | 119 |
| 2022-11-11 | 2023-03-01 | -29.36 | 110 |
| 2022-05-16 | 2022-09-25 | -29.02 | 132 |
| 2024-04-17 | 2024-07-15 | -24.68 | 89 |
| 2022-10-19 | 2022-11-10 | -22.27 | 22 |
| 2024-12-04 | 2025-05-31 | -20.78 | 178 |
| 2022-04-16 | 2022-05-12 | -15.90 | 26 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-07-05 | 2023-07-19 | -11.65 | 14 |
| Metric | 7102689:mkrusd:triple_gx:lsma165_115_35 | 7102689: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 | 164.67% | 233.12% |
| Worst Year | -2.92% | -71.63% |
| Avg. Up Day | 4.18% | 4.19% |
| Avg. Down Day | -3.04% | -3.46% |
| Avg. Up Week | 10.16% | 10.7% |
| Avg. Down Week | -5.83% | -8.1% |
| Avg. Up Month | 30.72% | 30.64% |
| Avg. Down Month | -9.9% | -26.42% |
| Win Days % | 50.11% | 48.37% |
| Win Month % | 68.0% | 51.28% |
| Win Week % | 57.95% | 47.67% |
| Win Quarter % | 76.92% | 50.0% |
| Win Year % | 75.0% | 50.0% |