| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 0.84% | -49.92% |
| Max Drawdown | -48.65% | -71.54% |
| Sharpe | 0.3 | -0.06 |
| Sortino | 0.49 | -0.08 |
| Payoff Ratio | 1.46 | 1.33 |
| Profit Factor | 1.08 | 0.99 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.24 | 1.09 |
| Outlier Win Ratio | 13.8 | 3.14 |
| Outlier Loss Ratio | 3.63 | 3.29 |
| Volatility (ann.) | 60.2% | 94.62% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.01 | -0.54 |
| Skew | 1.53 | 0.69 |
| Kurtosis | 13.85 | 2.49 |
| Expected Daily % | 0.0% | -0.13% |
| Expected Monthly % | 0.05% | -3.77% |
| Expected Yearly % | 0.42% | -29.23% |
| Kelly Criterion | 1.95% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -8.16% |
| Expected Shortfall (cVaR) | -5.13% | -8.16% |
| Year | 7102690:MKRUSD | 7102690:mkrusd:triple_gx:lsma160_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 38.88 | -0.87 | + |
| 2025 | -9.30 | -27.39 | 2.95 | - |
| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 3.56% | -28.5% |
| 6M | -21.49% | -3.55% |
| YTD | -27.39% | -9.3% |
| 1Y | 8.16% | -0.4% |
| 3Y (ann.) | 0.59% | -38.74% |
| 5Y (ann.) | 0.59% | -38.74% |
| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| Max Drawdown | -48.65% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -19.68% | -36.63% |
| Avg. Drawdown Days | 78.0 | 256.0 |
| Recovery Factor | 0.02 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -48.65 | 313 |
| 2024-07-17 | 2024-11-25 | -36.23 | 131 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-22 | 2024-06-25 | -6.89 | 3 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -14.04% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -17.29% | -19.71% |
| Best Month | 46.75% | 46.5% |
| Worst Month | -20.63% | -37.3% |
| Best Year | 38.88% | -9.3% |
| Worst Year | -27.39% | -44.78% |
| Avg. Up Day | 4.56% | 4.57% |
| Avg. Down Day | -3.12% | -3.43% |
| Avg. Up Week | 10.68% | 12.17% |
| Avg. Down Week | -6.63% | -7.98% |
| Avg. Up Month | 20.66% | 23.43% |
| Avg. Down Month | -8.36% | -24.16% |
| Win Days % | 41.8% | 45.7% |
| Win Month % | 46.15% | 50.0% |
| Win Week % | 39.47% | 43.42% |
| Win Quarter % | 33.33% | 14.29% |
| Win Year % | 50.0% | 0.0% |