| Metric | 7104781:mkrusd:triple_gx:lsma170_105_40 | 7104781:MKRUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 595.59% | -34.5% |
| Max Drawdown | -46.08% | -79.31% |
| Sharpe | 1.15 | 0.32 |
| Sortino | 2.07 | 0.5 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.59 | 1.19 |
| CPC Index | 0.86 | 0.61 |
| Tail Ratio | 1.2 | 1.14 |
| Outlier Win Ratio | 14.29 | 4.21 |
| Outlier Loss Ratio | 3.3 | 3.21 |
| Volatility (ann.) | 64.92% | 91.39% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.56 | -0.14 |
| Skew | 2.14 | 0.92 |
| Kurtosis | 15.95 | 4.29 |
| Expected Daily % | 0.15% | -0.03% |
| Expected Monthly % | 4.51% | -0.96% |
| Expected Yearly % | 62.4% | -10.04% |
| Kelly Criterion | 10.3% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.38% | -7.79% |
| Expected Shortfall (cVaR) | -5.38% | -7.79% |
| Year | 7104781:MKRUSD | 7104781:mkrusd:triple_gx:lsma170_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.28 | -8.63 | 0.11 | + |
| 2023 | 233.12 | 138.78 | 0.60 | - |
| 2024 | -12.32 | 303.65 | -24.64 | + |
| 2025 | -9.30 | -21.01 | 2.26 | - |
| Metric | 7104781:mkrusd:triple_gx:lsma170_105_40 | 7104781:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | -1.58% | -28.5% |
| 6M | -26.45% | -3.55% |
| YTD | -21.01% | -9.3% |
| 1Y | 18.62% | -0.4% |
| 3Y (ann.) | 89.38% | 13.76% |
| 5Y (ann.) | 72.1% | -11.17% |
| Metric | 7104781:mkrusd:triple_gx:lsma170_105_40 | 7104781:MKRUSD |
|---|---|---|
| Max Drawdown | -46.08% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.05% | -20.51% |
| Avg. Drawdown Days | 36.0 | 129.0 |
| Recovery Factor | 12.92 | -0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -46.08 | 313 |
| 2022-04-16 | 2022-10-09 | -42.51 | 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 |
| 2024-04-05 | 2024-07-13 | -19.92 | 99 |
| 2024-07-17 | 2024-11-06 | -18.37 | 112 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-01-12 | 2024-03-06 | -9.82 | 54 |
| 2024-03-22 | 2024-03-28 | -9.66 | 6 |
| Metric | 7104781:mkrusd:triple_gx:lsma170_105_40 | 7104781: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 | -22.23% | -37.3% |
| Best Year | 303.65% | 233.12% |
| Worst Year | -21.01% | -75.28% |
| Avg. Up Day | 4.28% | 4.29% |
| Avg. Down Day | -3.2% | -3.54% |
| Avg. Up Week | 9.11% | 9.38% |
| Avg. Down Week | -6.82% | -8.36% |
| Avg. Up Month | 29.02% | 30.19% |
| Avg. Down Month | -9.53% | -23.11% |
| Win Days % | 48.65% | 47.87% |
| Win Month % | 58.62% | 52.27% |
| Win Week % | 60.87% | 46.84% |
| Win Quarter % | 71.43% | 43.75% |
| Win Year % | 50.0% | 25.0% |