| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 587.62% | -36.54% |
| Max Drawdown | -39.24% | -79.31% |
| Sharpe | 1.17 | 0.31 |
| Sortino | 2.07 | 0.48 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.63 | 1.19 |
| CPC Index | 0.88 | 0.61 |
| Tail Ratio | 1.23 | 1.14 |
| Outlier Win Ratio | 14.47 | 4.11 |
| Outlier Loss Ratio | 3.33 | 3.2 |
| Volatility (ann.) | 63.83% | 91.67% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.84 | -0.15 |
| Skew | 2.04 | 0.92 |
| Kurtosis | 15.63 | 4.26 |
| Expected Daily % | 0.15% | -0.04% |
| Expected Monthly % | 4.48% | -1.03% |
| Expected Yearly % | 61.93% | -10.75% |
| Kelly Criterion | 10.56% | 5.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.29% | -7.82% |
| Expected Shortfall (cVaR) | -5.29% | -7.82% |
| Year | 7104793:MKRUSD | 7104793:mkrusd:triple_gx:lsma180_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.05 | -18.64 | 0.25 | + |
| 2023 | 233.12 | 148.20 | 0.64 | - |
| 2024 | -12.32 | 257.45 | -20.89 | + |
| 2025 | -9.30 | -4.73 | 0.51 | + |
| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 11.32% | -28.5% |
| 6M | -4.73% | -3.55% |
| YTD | -4.73% | -9.3% |
| 1Y | 21.44% | -0.4% |
| 3Y (ann.) | 96.09% | 13.76% |
| 5Y (ann.) | 72.26% | -12.04% |
| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| Max Drawdown | -39.24% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.15% | -22.4% |
| Avg. Drawdown Days | 35.0 | 142.0 |
| Recovery Factor | 14.98 | -0.46 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -39.24 | 313 |
| 2022-04-30 | 2022-10-17 | -35.89 | 170 |
| 2023-03-06 | 2023-07-03 | -30.82 | 119 |
| 2022-11-11 | 2023-03-05 | -27.84 | 114 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-04-05 | 2024-06-19 | -19.92 | 75 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-09-28 | 2024-11-21 | -14.19 | 54 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793: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 | 257.45% | 233.12% |
| Worst Year | -18.64% | -76.05% |
| Avg. Up Day | 4.32% | 4.32% |
| Avg. Down Day | -3.17% | -3.53% |
| Avg. Up Week | 8.93% | 10.02% |
| Avg. Down Week | -7.07% | -8.19% |
| Avg. Up Month | 27.05% | 28.77% |
| Avg. Down Month | -7.91% | -20.66% |
| Win Days % | 48.41% | 47.78% |
| Win Month % | 53.57% | 50.0% |
| Win Week % | 62.07% | 47.09% |
| Win Quarter % | 76.92% | 37.5% |
| Win Year % | 50.0% | 25.0% |