| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028:MKRUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 22.97% | -41.73% |
| Max Drawdown | -33.43% | -71.54% |
| Sharpe | 0.63 | -0.11 |
| Sortino | 1.01 | -0.17 |
| Payoff Ratio | 1.4 | 1.32 |
| Profit Factor | 1.18 | 0.98 |
| Common Sense Ratio | 1.59 | 1.06 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.35 | 1.07 |
| Outlier Win Ratio | 15.19 | 3.18 |
| Outlier Loss Ratio | 3.5 | 3.19 |
| Volatility (ann.) | 56.89% | 92.26% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.66 | -0.57 |
| Skew | 1.48 | 0.73 |
| Kurtosis | 16.84 | 3.0 |
| Expected Daily % | 0.05% | -0.14% |
| Expected Monthly % | 1.6% | -4.07% |
| Expected Yearly % | 10.89% | -23.67% |
| Kelly Criterion | 4.48% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.8% | -7.97% |
| Expected Shortfall (cVaR) | -4.8% | -7.97% |
| Year | 7105028:MKRUSD | 7105028:mkrusd:triple_gx:lsma160_115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 45.90 | -1.02 | + |
| 2025 | 5.52 | -15.72 | -2.85 | - |
| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028:MKRUSD |
|---|---|---|
| MTD | -6.24% | 6.27% |
| 3M | -15.72% | -9.3% |
| 6M | -13.06% | -13.7% |
| YTD | -15.72% | 5.52% |
| 1Y | 22.97% | -41.87% |
| 3Y (ann.) | 21.97% | -40.48% |
| 5Y (ann.) | 21.97% | -40.48% |
| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028:MKRUSD |
|---|---|---|
| Max Drawdown | -33.43% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -16.56% | -36.63% |
| Avg. Drawdown Days | 56.0 | 188.0 |
| Recovery Factor | 0.69 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -33.43 | 178 |
| 2024-07-17 | 2024-11-23 | -32.27 | 129 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-19 | 2024-06-26 | -7.38 | 7 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028: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 | -10.1% | -37.3% |
| Best Year | 45.9% | 5.52% |
| Worst Year | -15.72% | -44.78% |
| Avg. Up Day | 4.48% | 4.5% |
| Avg. Down Day | -3.21% | -3.42% |
| Avg. Up Week | 12.71% | 12.04% |
| Avg. Down Week | -7.39% | -7.7% |
| Avg. Up Month | 25.5% | 28.55% |
| Avg. Down Month | -7.45% | -22.12% |
| Win Days % | 44.35% | 46.32% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 40.91% | 43.86% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |