| Metric | 7104794:mkrusd:triple_gx:lsma185_105_40 | 7104794:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 543.63% | -31.08% |
| Max Drawdown | -35.89% | -79.31% |
| Sharpe | 1.25 | 0.31 |
| Sortino | 2.22 | 0.49 |
| Payoff Ratio | 1.31 | 1.17 |
| Profit Factor | 1.38 | 1.05 |
| Common Sense Ratio | 1.79 | 1.15 |
| CPC Index | 0.91 | 0.59 |
| Tail Ratio | 1.3 | 1.1 |
| Outlier Win Ratio | 15.67 | 4.28 |
| Outlier Loss Ratio | 3.22 | 3.23 |
| Volatility (ann.) | 62.63% | 90.55% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.23 | -0.14 |
| Skew | 2.14 | 0.98 |
| Kurtosis | 17.41 | 4.75 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 5.02% | -0.97% |
| Expected Yearly % | 59.28% | -8.89% |
| Kelly Criterion | 12.76% | 3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -7.72% |
| Expected Shortfall (cVaR) | -5.18% | -7.72% |
| Year | 7104794:MKRUSD | 7104794:mkrusd:triple_gx:lsma185_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -77.64 | -17.20 | 0.22 | + |
| 2023 | 233.12 | 148.20 | 0.64 | - |
| 2024 | -12.32 | 228.67 | -18.56 | + |
| 2025 | 5.52 | -4.71 | -0.85 | - |
| Metric | 7104794:mkrusd:triple_gx:lsma185_105_40 | 7104794:MKRUSD |
|---|---|---|
| MTD | -4.71% | 6.27% |
| 3M | -4.71% | -9.3% |
| 6M | -7.4% | -13.7% |
| YTD | -4.71% | 5.52% |
| 1Y | 41.13% | -41.87% |
| 3Y (ann.) | 96.78% | 4.67% |
| 5Y (ann.) | 80.2% | -11.11% |
| Metric | 7104794:mkrusd:triple_gx:lsma185_105_40 | 7104794:MKRUSD |
|---|---|---|
| Max Drawdown | -35.89% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -9.64% | -28.0% |
| Avg. Drawdown Days | 32.0 | 163.0 |
| Recovery Factor | 15.15 | -0.39 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-30 | 2022-10-16 | -35.89 | 169 |
| 2023-03-06 | 2023-07-03 | -30.82 | 119 |
| 2024-12-04 | 2025-05-31 | -27.88 | 178 |
| 2022-11-11 | 2023-03-05 | -27.84 | 114 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-04-05 | 2024-07-14 | -22.53 | 100 |
| 2024-09-28 | 2024-11-24 | -18.17 | 57 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-01-12 | 2024-03-06 | -9.82 | 54 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| Metric | 7104794:mkrusd:triple_gx:lsma185_105_40 | 7104794: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 | 228.67% | 233.12% |
| Worst Year | -17.2% | -77.64% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.21% | -3.61% |
| Avg. Up Week | 9.16% | 10.12% |
| Avg. Down Week | -7.86% | -8.61% |
| Avg. Up Month | 28.95% | 30.19% |
| Avg. Down Month | -9.34% | -23.44% |
| Win Days % | 50.47% | 48.17% |
| Win Month % | 62.5% | 50.0% |
| Win Week % | 65.75% | 47.34% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 50.0% | 50.0% |