| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 778.51% | -24.86% |
| Max Drawdown | -39.87% | -79.31% |
| Sharpe | 1.26 | 0.36 |
| Sortino | 2.27 | 0.57 |
| Payoff Ratio | 1.34 | 1.22 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.8 | 1.2 |
| CPC Index | 0.9 | 0.62 |
| Tail Ratio | 1.32 | 1.14 |
| Outlier Win Ratio | 14.38 | 4.19 |
| Outlier Loss Ratio | 3.33 | 3.21 |
| Volatility (ann.) | 64.46% | 91.38% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.09 | -0.1 |
| Skew | 2.17 | 0.92 |
| Kurtosis | 16.27 | 4.27 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.06% | -0.65% |
| Expected Yearly % | 72.16% | -6.89% |
| Kelly Criterion | 11.29% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -7.78% |
| Expected Shortfall (cVaR) | -5.33% | -7.78% |
| Year | 7104771:MKRUSD | 7104771:mkrusd:triple_gx:lsma165_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.63 | 3.74 | -0.05 | + |
| 2023 | 233.12 | 143.94 | 0.62 | - |
| 2024 | -12.32 | 294.11 | -23.87 | + |
| 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.) | 96.22% | 13.76% |
| 5Y (ann.) | 83.3% | -7.66% |
| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771:MKRUSD |
|---|---|---|
| Max Drawdown | -39.87% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -9.05% | -18.7% |
| Avg. Drawdown Days | 32.0 | 117.0 |
| Recovery Factor | 19.53 | -0.31 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -39.87 | 313 |
| 2022-04-16 | 2022-10-09 | -39.47 | 176 |
| 2023-03-06 | 2023-07-03 | -30.71 | 119 |
| 2022-11-11 | 2023-03-05 | -27.84 | 114 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-04-17 | 2024-07-13 | -19.57 | 87 |
| 2024-07-17 | 2024-11-06 | -18.20 | 112 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-04-05 | 2024-04-16 | -10.48 | 11 |
| 2024-01-12 | 2024-03-06 | -9.82 | 54 |
| Metric | 7104771:mkrusd:triple_gx:lsma165_105_40 | 7104771: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 | -12.75% | -37.3% |
| Best Year | 294.11% | 233.12% |
| Worst Year | -11.91% | -71.63% |
| Avg. Up Day | 4.27% | 4.28% |
| Avg. Down Day | -3.18% | -3.49% |
| Avg. Up Week | 8.6% | 9.81% |
| Avg. Down Week | -6.63% | -7.69% |
| Avg. Up Month | 26.96% | 29.06% |
| Avg. Down Month | -7.65% | -20.49% |
| Win Days % | 49.13% | 47.92% |
| Win Month % | 61.29% | 52.27% |
| Win Week % | 63.16% | 47.12% |
| Win Quarter % | 80.0% | 43.75% |
| Win Year % | 75.0% | 25.0% |