| Metric | 7104898:mkrusd:triple_gx:lsma160_110_40 | 7104898:MKRUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 38.77% | -41.73% |
| Max Drawdown | -33.43% | -71.54% |
| Sharpe | 0.83 | -0.11 |
| Sortino | 1.4 | -0.17 |
| Payoff Ratio | 1.48 | 1.35 |
| Profit Factor | 1.24 | 0.98 |
| Common Sense Ratio | 1.7 | 1.06 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.37 | 1.07 |
| Outlier Win Ratio | 15.22 | 3.18 |
| Outlier Loss Ratio | 3.43 | 2.95 |
| Volatility (ann.) | 55.58% | 92.26% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.11 | -0.57 |
| Skew | 1.75 | 0.73 |
| Kurtosis | 17.85 | 3.0 |
| Expected Daily % | 0.09% | -0.14% |
| Expected Monthly % | 2.55% | -4.07% |
| Expected Yearly % | 17.8% | -23.67% |
| Kelly Criterion | 6.65% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.66% | -7.97% |
| Expected Shortfall (cVaR) | -4.66% | -7.97% |
| Year | 7104898:MKRUSD | 7104898:mkrusd:triple_gx:lsma160_110_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 63.58 | -1.42 | + |
| 2025 | 5.52 | -15.17 | -2.75 | - |
| Metric | 7104898:mkrusd:triple_gx:lsma160_110_40 | 7104898:MKRUSD |
|---|---|---|
| MTD | -6.24% | 6.27% |
| 3M | -15.17% | -9.3% |
| 6M | -12.49% | -13.7% |
| YTD | -15.17% | 5.52% |
| 1Y | 38.77% | -41.87% |
| 3Y (ann.) | 36.99% | -40.48% |
| 5Y (ann.) | 36.99% | -40.48% |
| Metric | 7104898:mkrusd:triple_gx:lsma160_110_40 | 7104898:MKRUSD |
|---|---|---|
| Max Drawdown | -33.43% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -10.59% | -36.63% |
| Avg. Drawdown Days | 33.0 | 188.0 |
| Recovery Factor | 1.16 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -33.43 | 178 |
| 2024-07-17 | 2024-11-07 | -24.06 | 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 | 7104898:mkrusd:triple_gx:lsma160_110_40 | 7104898:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -15.19% | -19.71% |
| Best Month | 46.75% | 46.5% |
| Worst Month | -9.52% | -37.3% |
| Best Year | 63.58% | 5.52% |
| Worst Year | -15.17% | -44.78% |
| Avg. Up Day | 4.47% | 4.48% |
| Avg. Down Day | -3.03% | -3.32% |
| Avg. Up Week | 11.37% | 12.71% |
| Avg. Down Week | -6.59% | -6.69% |
| Avg. Up Month | 25.36% | 28.55% |
| Avg. Down Month | -5.96% | -14.53% |
| Win Days % | 44.35% | 46.32% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 45.83% | 43.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |