| Metric | 7104772:mkrusd:triple_gx:lsma160_105_40 | 7104772:MKRUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 33.97% | -41.73% |
| Max Drawdown | -37.29% | -71.54% |
| Sharpe | 0.78 | -0.11 |
| Sortino | 1.29 | -0.17 |
| Payoff Ratio | 1.47 | 1.34 |
| Profit Factor | 1.23 | 0.98 |
| Common Sense Ratio | 1.64 | 1.06 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | 1.33 | 1.07 |
| Outlier Win Ratio | 15.74 | 3.18 |
| Outlier Loss Ratio | 3.38 | 2.95 |
| Volatility (ann.) | 55.23% | 92.26% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.87 | -0.57 |
| Skew | 1.78 | 0.73 |
| Kurtosis | 18.36 | 3.0 |
| Expected Daily % | 0.08% | -0.14% |
| Expected Monthly % | 2.28% | -4.07% |
| Expected Yearly % | 15.75% | -23.67% |
| Kelly Criterion | 6.09% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.64% | -7.97% |
| Expected Shortfall (cVaR) | -4.64% | -7.97% |
| Year | 7104772:MKRUSD | 7104772:mkrusd:triple_gx:lsma160_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 54.52 | -1.22 | + |
| 2025 | 5.52 | -13.30 | -2.41 | - |
| Metric | 7104772:mkrusd:triple_gx:lsma160_105_40 | 7104772:MKRUSD |
|---|---|---|
| MTD | -6.24% | 6.27% |
| 3M | -13.3% | -9.3% |
| 6M | -15.75% | -13.7% |
| YTD | -13.3% | 5.52% |
| 1Y | 33.97% | -41.87% |
| 3Y (ann.) | 32.44% | -40.48% |
| 5Y (ann.) | 32.44% | -40.48% |
| Metric | 7104772:mkrusd:triple_gx:lsma160_105_40 | 7104772:MKRUSD |
|---|---|---|
| Max Drawdown | -37.29% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -10.96% | -36.63% |
| Avg. Drawdown Days | 33.0 | 188.0 |
| Recovery Factor | 0.91 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -37.29 | 178 |
| 2024-07-17 | 2024-11-07 | -23.86 | 113 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2024-06-19 | 2024-06-26 | -7.38 | 7 |
| 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 | 7104772:mkrusd:triple_gx:lsma160_105_40 | 7104772: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 | 46.75% | 46.5% |
| Worst Month | -7.52% | -37.3% |
| Best Year | 54.52% | 5.52% |
| Worst Year | -13.3% | -44.78% |
| Avg. Up Day | 4.52% | 4.52% |
| Avg. Down Day | -3.08% | -3.38% |
| Avg. Up Week | 13.08% | 12.04% |
| Avg. Down Week | -7.99% | -6.5% |
| Avg. Up Month | 25.5% | 28.55% |
| Avg. Down Month | -4.95% | -16.35% |
| Win Days % | 44.17% | 46.32% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 45.45% | 43.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |