| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 112.69% | -41.73% |
| Max Drawdown | -23.31% | -71.54% |
| Sharpe | 1.58 | -0.11 |
| Sortino | 2.9 | -0.17 |
| Payoff Ratio | 1.72 | 1.49 |
| Profit Factor | 1.52 | 0.98 |
| Common Sense Ratio | 2.6 | 1.06 |
| CPC Index | 1.21 | 0.68 |
| Tail Ratio | 1.71 | 1.07 |
| Outlier Win Ratio | 15.07 | 3.34 |
| Outlier Loss Ratio | 3.51 | 2.82 |
| Volatility (ann.) | 55.05% | 92.26% |
| R^2 | 0.36 | 0.36 |
| Calmar | 4.57 | -0.57 |
| Skew | 2.13 | 0.73 |
| Kurtosis | 17.98 | 3.0 |
| Expected Daily % | 0.2% | -0.14% |
| Expected Monthly % | 5.98% | -4.07% |
| Expected Yearly % | 45.84% | -23.67% |
| Kelly Criterion | 14.99% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.5% | -7.97% |
| Expected Shortfall (cVaR) | -4.5% | -7.97% |
| Year | 7104642:MKRUSD | 7104642:mkrusd:triple_gx:lsma170_100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 96.81 | -2.16 | + |
| 2025 | 5.52 | 8.07 | 1.46 | + |
| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| MTD | -1.5% | 6.27% |
| 3M | 8.07% | -9.3% |
| 6M | 5.02% | -13.7% |
| YTD | 8.07% | 5.52% |
| 1Y | 112.69% | -41.87% |
| 3Y (ann.) | 106.45% | -40.48% |
| 5Y (ann.) | 106.45% | -40.48% |
| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| Max Drawdown | -23.31% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -8.65% | -36.63% |
| Avg. Drawdown Days | 26.0 | 188.0 |
| Recovery Factor | 4.83 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -23.31 | 178 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-07-17 | 2024-08-13 | -12.98 | 27 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2024-09-28 | 2024-11-06 | -7.49 | 39 |
| 2024-06-12 | 2024-06-19 | -5.89 | 7 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-19 | 2024-11-21 | -4.18 | 2 |
| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 25.96% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 57.95% | 46.5% |
| Worst Month | -4.93% | -37.3% |
| Best Year | 96.81% | 5.52% |
| Worst Year | 8.07% | -44.78% |
| Avg. Up Day | 4.72% | 4.73% |
| Avg. Down Day | -2.75% | -3.17% |
| Avg. Up Week | 13.03% | 11.76% |
| Avg. Down Week | -4.94% | -7.72% |
| Avg. Up Month | 34.43% | 28.55% |
| Avg. Down Month | -4.93% | -19.98% |
| Win Days % | 46.28% | 46.32% |
| Win Month % | 77.78% | 46.15% |
| Win Week % | 52.17% | 43.86% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |