| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 42.03% | -49.92% |
| Max Drawdown | -39.87% | -71.54% |
| Sharpe | 0.71 | -0.06 |
| Sortino | 1.22 | -0.08 |
| Payoff Ratio | 1.51 | 1.38 |
| Profit Factor | 1.19 | 0.99 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | 1.3 | 1.09 |
| Outlier Win Ratio | 13.83 | 3.09 |
| Outlier Loss Ratio | 3.57 | 2.95 |
| Volatility (ann.) | 57.47% | 94.62% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.71 | -0.54 |
| Skew | 1.91 | 0.69 |
| Kurtosis | 15.63 | 2.49 |
| Expected Daily % | 0.07% | -0.13% |
| Expected Monthly % | 1.97% | -3.77% |
| Expected Yearly % | 19.18% | -29.23% |
| Kelly Criterion | 4.93% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -8.16% |
| Expected Shortfall (cVaR) | -4.84% | -8.16% |
| Year | 7104771:MKRUSD | 7104771:mkrusd:triple_gx:lsma165_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 61.24 | -1.37 | + |
| 2025 | -9.30 | -11.91 | 1.28 | - |
| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | -1.58% | -28.5% |
| 6M | -20.68% | -3.55% |
| YTD | -11.91% | -9.3% |
| 1Y | 25.78% | -0.4% |
| 3Y (ann.) | 28.23% | -38.74% |
| 5Y (ann.) | 28.23% | -38.74% |
| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771:MKRUSD |
|---|---|---|
| Max Drawdown | -39.87% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -11.26% | -36.63% |
| Avg. Drawdown Days | 47.0 | 256.0 |
| Recovery Factor | 1.05 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -39.87 | 313 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-07-17 | 2024-11-06 | -18.20 | 112 |
| 2024-06-12 | 2024-06-27 | -13.50 | 15 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-19 | 2024-11-21 | -4.18 | 2 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-11-08 | 2024-11-11 | -2.62 | 3 |
| 2024-11-22 | 2024-11-23 | -0.33 | 1 |
| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 50.19% | 46.5% |
| Worst Month | -11.54% | -37.3% |
| Best Year | 61.24% | -9.3% |
| Worst Year | -11.91% | -44.78% |
| Avg. Up Day | 4.4% | 4.41% |
| Avg. Down Day | -2.92% | -3.21% |
| Avg. Up Week | 8.56% | 11.03% |
| Avg. Down Week | -5.31% | -6.64% |
| Avg. Up Month | 27.22% | 28.55% |
| Avg. Down Month | -3.05% | -21.0% |
| Win Days % | 42.86% | 45.7% |
| Win Month % | 53.85% | 50.0% |
| Win Week % | 47.37% | 43.42% |
| Win Quarter % | 66.67% | 14.29% |
| Win Year % | 50.0% | 0.0% |