| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028:MKRUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 534.55% | -17.41% |
| Max Drawdown | -40.18% | -79.31% |
| Sharpe | 1.19 | 0.37 |
| Sortino | 2.12 | 0.59 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 1.76 | 1.18 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.32 | 1.12 |
| Outlier Win Ratio | 14.3 | 4.32 |
| Outlier Loss Ratio | 3.26 | 3.25 |
| Volatility (ann.) | 65.41% | 90.2% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.92 | -0.07 |
| Skew | 2.06 | 0.97 |
| Kurtosis | 16.1 | 4.72 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.85% | -0.49% |
| Expected Yearly % | 58.71% | -4.67% |
| Kelly Criterion | 10.81% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.42% | -7.67% |
| Expected Shortfall (cVaR) | -5.42% | -7.67% |
| Year | 7105028:MKRUSD | 7105028:mkrusd:triple_gx:lsma160_115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.20 | -9.30 | 0.13 | + |
| 2023 | 233.12 | 132.76 | 0.57 | - |
| 2024 | -12.32 | 256.61 | -20.83 | + |
| 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.) | 101.15% | 4.67% |
| 5Y (ann.) | 77.19% | -5.75% |
| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028:MKRUSD |
|---|---|---|
| Max Drawdown | -40.18% | -79.31% |
| Longest DD Days | 213.0 | 705.0 |
| Avg. Drawdown | -12.1% | -19.67% |
| Avg. Drawdown Days | 39.0 | 106.0 |
| Recovery Factor | 13.31 | -0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2022-10-09 | -40.18 | 213 |
| 2024-12-04 | 2025-05-31 | -33.43 | 178 |
| 2024-07-17 | 2024-11-23 | -32.27 | 129 |
| 2023-03-06 | 2023-07-03 | -30.71 | 119 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-07-27 | 2023-11-26 | -12.90 | 122 |
| 2023-07-05 | 2023-07-19 | -11.65 | 14 |
| Metric | 7105028:mkrusd:triple_gx:lsma160_115_40 | 7105028:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -19.75% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -12.75% | -37.3% |
| Best Year | 256.61% | 233.12% |
| Worst Year | -15.72% | -73.2% |
| Avg. Up Day | 4.27% | 4.27% |
| Avg. Down Day | -3.23% | -3.5% |
| Avg. Up Week | 9.51% | 9.87% |
| Avg. Down Week | -7.19% | -7.66% |
| Avg. Up Month | 28.05% | 30.19% |
| Avg. Down Month | -8.87% | -20.92% |
| Win Days % | 49.26% | 48.25% |
| Win Month % | 59.26% | 51.28% |
| Win Week % | 60.24% | 47.4% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 50.0% | 50.0% |