| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 646.21% | -21.84% |
| Max Drawdown | -45.28% | -79.31% |
| Sharpe | 1.31 | 0.35 |
| Sortino | 2.36 | 0.56 |
| Payoff Ratio | 1.31 | 1.23 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 1.77 | 1.16 |
| CPC Index | 0.92 | 0.63 |
| Tail Ratio | 1.26 | 1.1 |
| Outlier Win Ratio | 15.46 | 4.26 |
| Outlier Loss Ratio | 3.25 | 3.23 |
| Volatility (ann.) | 63.25% | 90.37% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.94 | -0.09 |
| Skew | 2.26 | 0.97 |
| Kurtosis | 18.11 | 4.75 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.29% | -0.63% |
| Expected Yearly % | 65.28% | -5.97% |
| Kelly Criterion | 12.36% | 6.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.69% |
| Expected Shortfall (cVaR) | -5.22% | -7.69% |
| Year | 7104651:MKRUSD | 7104651:mkrusd:triple_gx:lsma175_100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.64 | -17.25 | 0.23 | + |
| 2023 | 233.12 | 124.31 | 0.53 | - |
| 2024 | -12.32 | 304.98 | -24.75 | + |
| 2025 | 5.52 | -0.73 | -0.13 | - |
| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| MTD | -1.5% | 6.27% |
| 3M | -0.73% | -9.3% |
| 6M | -3.53% | -13.7% |
| YTD | -0.73% | 5.52% |
| 1Y | 93.02% | -41.87% |
| 3Y (ann.) | 118.42% | 4.67% |
| 5Y (ann.) | 87.8% | -7.44% |
| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| Max Drawdown | -45.28% | -79.31% |
| Longest DD Days | 234.0 | 705.0 |
| Avg. Drawdown | -9.0% | -18.42% |
| Avg. Drawdown Days | 28.0 | 104.0 |
| Recovery Factor | 14.27 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-16 | 2022-10-17 | -45.28 | 184 |
| 2022-11-11 | 2023-07-03 | -33.75 | 234 |
| 2024-12-04 | 2025-05-31 | -27.55 | 178 |
| 2024-04-05 | 2024-07-13 | -21.23 | 99 |
| 2022-10-19 | 2022-11-10 | -18.65 | 22 |
| 2024-09-28 | 2024-11-06 | -15.80 | 39 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 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 | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651: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 | 304.98% | 233.12% |
| Worst Year | -17.25% | -74.64% |
| Avg. Up Day | 4.28% | 4.29% |
| Avg. Down Day | -3.28% | -3.48% |
| Avg. Up Week | 9.37% | 9.63% |
| Avg. Down Week | -8.1% | -8.87% |
| Avg. Up Month | 31.82% | 30.19% |
| Avg. Down Month | -12.18% | -22.74% |
| Win Days % | 50.35% | 48.27% |
| Win Month % | 64.0% | 51.28% |
| Win Week % | 65.79% | 47.37% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 50.0% |