| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 854.0% | -23.8% |
| Max Drawdown | -42.51% | -79.31% |
| Sharpe | 1.42 | 0.35 |
| Sortino | 2.58 | 0.55 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.44 | 1.05 |
| Common Sense Ratio | 1.91 | 1.16 |
| CPC Index | 0.97 | 0.62 |
| Tail Ratio | 1.33 | 1.1 |
| Outlier Win Ratio | 15.04 | 4.27 |
| Outlier Loss Ratio | 3.25 | 3.24 |
| Volatility (ann.) | 63.44% | 90.22% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.4 | -0.1 |
| Skew | 2.24 | 0.98 |
| Kurtosis | 17.76 | 4.77 |
| Expected Daily % | 0.19% | -0.02% |
| Expected Monthly % | 5.95% | -0.69% |
| Expected Yearly % | 75.75% | -6.57% |
| Kelly Criterion | 14.25% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.68% |
| Expected Shortfall (cVaR) | -5.22% | -7.68% |
| Year | 7104642:MKRUSD | 7104642:mkrusd:triple_gx:lsma170_100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.28 | -2.71 | 0.04 | + |
| 2023 | 233.12 | 124.65 | 0.53 | - |
| 2024 | -12.32 | 303.88 | -24.66 | + |
| 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.) | 133.19% | 4.67% |
| 5Y (ann.) | 102.23% | -8.14% |
| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| Max Drawdown | -42.51% | -79.31% |
| Longest DD Days | 234.0 | 705.0 |
| Avg. Drawdown | -8.7% | -20.51% |
| Avg. Drawdown Days | 28.0 | 115.0 |
| Recovery Factor | 20.09 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-16 | 2022-10-09 | -42.51 | 176 |
| 2022-11-11 | 2023-07-03 | -33.65 | 234 |
| 2024-04-05 | 2024-07-15 | -24.56 | 101 |
| 2024-12-04 | 2025-05-31 | -23.31 | 178 |
| 2022-10-19 | 2022-11-10 | -18.65 | 22 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-07-17 | 2024-08-13 | -12.98 | 27 |
| 2024-01-12 | 2024-03-06 | -9.82 | 54 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| 2024-03-22 | 2024-03-28 | -9.66 | 6 |
| Metric | 7104642:mkrusd:triple_gx:lsma170_100_40 | 7104642:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -20.1% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -25.53% | -37.3% |
| Best Year | 303.88% | 233.12% |
| Worst Year | -2.71% | -75.28% |
| Avg. Up Day | 4.25% | 4.26% |
| Avg. Down Day | -3.21% | -3.49% |
| Avg. Up Week | 9.72% | 9.63% |
| Avg. Down Week | -7.36% | -9.07% |
| Avg. Up Month | 30.7% | 30.19% |
| Avg. Down Month | -12.51% | -23.27% |
| Win Days % | 51.15% | 48.32% |
| Win Month % | 68.0% | 51.28% |
| Win Week % | 64.94% | 47.37% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 75.0% | 50.0% |