| Metric | 7105037:mkrusd:triple_gx:lsma165_115_40 | 7105037:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 771.42% | -12.58% |
| Max Drawdown | -39.47% | -79.31% |
| Sharpe | 1.35 | 0.39 |
| Sortino | 2.45 | 0.62 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 1.86 | 1.18 |
| CPC Index | 0.93 | 0.63 |
| Tail Ratio | 1.33 | 1.11 |
| Outlier Win Ratio | 14.53 | 4.33 |
| Outlier Loss Ratio | 3.24 | 3.24 |
| Volatility (ann.) | 64.91% | 90.22% |
| R^2 | 0.52 | 0.52 |
| Calmar | 2.43 | -0.05 |
| Skew | 2.15 | 0.97 |
| Kurtosis | 16.51 | 4.74 |
| Expected Daily % | 0.19% | -0.01% |
| Expected Monthly % | 5.71% | -0.34% |
| Expected Yearly % | 71.81% | -3.31% |
| Kelly Criterion | 12.68% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -7.67% |
| Expected Shortfall (cVaR) | -5.35% | -7.67% |
| Year | 7105037:MKRUSD | 7105037:mkrusd:triple_gx:lsma165_115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.63 | -1.75 | 0.02 | + |
| 2023 | 233.12 | 146.20 | 0.63 | - |
| 2024 | -12.32 | 257.30 | -20.88 | + |
| 2025 | 5.52 | 0.82 | 0.15 | - |
| Metric | 7105037:mkrusd:triple_gx:lsma165_115_40 | 7105037:MKRUSD |
|---|---|---|
| MTD | -6.6% | 6.27% |
| 3M | 0.82% | -9.3% |
| 6M | 3.99% | -13.7% |
| YTD | 0.82% | 5.52% |
| 1Y | 47.38% | -41.87% |
| 3Y (ann.) | 117.69% | 4.67% |
| 5Y (ann.) | 96.03% | -4.09% |
| Metric | 7105037:mkrusd:triple_gx:lsma165_115_40 | 7105037:MKRUSD |
|---|---|---|
| Max Drawdown | -39.47% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -9.77% | -18.7% |
| Avg. Drawdown Days | 32.0 | 105.0 |
| Recovery Factor | 19.54 | -0.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-16 | 2022-10-09 | -39.47 | 176 |
| 2023-03-06 | 2023-07-03 | -30.71 | 119 |
| 2024-07-17 | 2024-11-18 | -28.20 | 124 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2024-12-04 | 2025-05-31 | -23.03 | 178 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-04-17 | 2024-07-13 | -19.57 | 87 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-07-05 | 2023-07-19 | -11.65 | 14 |
| 2024-04-05 | 2024-04-16 | -10.48 | 11 |
| Metric | 7105037:mkrusd:triple_gx:lsma165_115_40 | 7105037: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 | -15.82% | -37.3% |
| Best Year | 257.3% | 233.12% |
| Worst Year | -1.75% | -71.63% |
| Avg. Up Day | 4.28% | 4.29% |
| Avg. Down Day | -3.26% | -3.51% |
| Avg. Up Week | 9.37% | 9.86% |
| Avg. Down Week | -7.25% | -8.05% |
| Avg. Up Month | 26.86% | 29.06% |
| Avg. Down Month | -9.95% | -22.74% |
| Win Days % | 50.44% | 48.37% |
| Win Month % | 70.37% | 51.28% |
| Win Week % | 64.63% | 47.67% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 75.0% | 50.0% |