| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 487.77% | -34.5% |
| Max Drawdown | -45.26% | -79.31% |
| Sharpe | 1.08 | 0.32 |
| Sortino | 1.91 | 0.5 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.55 | 1.19 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.19 | 1.14 |
| Outlier Win Ratio | 14.37 | 4.21 |
| Outlier Loss Ratio | 3.2 | 3.21 |
| Volatility (ann.) | 65.46% | 91.39% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.42 | -0.14 |
| Skew | 2.05 | 0.92 |
| Kurtosis | 15.6 | 4.29 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.11% | -0.96% |
| Expected Yearly % | 55.7% | -10.04% |
| Kelly Criterion | 9.44% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.44% | -7.79% |
| Expected Shortfall (cVaR) | -5.44% | -7.79% |
| Year | 7105044:MKRUSD | 7105044:mkrusd:triple_gx:lsma170_115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.28 | -11.17 | 0.15 | + |
| 2023 | 233.12 | 141.00 | 0.60 | - |
| 2024 | -12.32 | 309.09 | -25.09 | + |
| 2025 | -9.30 | -32.88 | 3.54 | - |
| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | -14.54% | -28.5% |
| 6M | -35.71% | -3.55% |
| YTD | -32.88% | -9.3% |
| 1Y | 6.99% | -0.4% |
| 3Y (ann.) | 80.16% | 13.76% |
| 5Y (ann.) | 64.18% | -11.17% |
| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| Max Drawdown | -45.26% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.72% | -20.51% |
| Avg. Drawdown Days | 34.0 | 129.0 |
| Recovery Factor | 10.78 | -0.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -45.26 | 313 |
| 2022-04-16 | 2022-10-09 | -43.56 | 176 |
| 2023-03-06 | 2023-07-03 | -30.71 | 119 |
| 2024-07-17 | 2024-11-07 | -28.35 | 113 |
| 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 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2023-07-05 | 2023-07-19 | -11.65 | 14 |
| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044: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 | -22.23% | -37.3% |
| Best Year | 309.09% | 233.12% |
| Worst Year | -32.88% | -75.28% |
| Avg. Up Day | 4.33% | 4.33% |
| Avg. Down Day | -3.31% | -3.57% |
| Avg. Up Week | 9.17% | 9.46% |
| Avg. Down Week | -7.38% | -8.07% |
| Avg. Up Month | 28.91% | 30.19% |
| Avg. Down Month | -10.87% | -24.33% |
| Win Days % | 48.73% | 47.87% |
| Win Month % | 62.07% | 52.27% |
| Win Week % | 61.11% | 46.84% |
| Win Quarter % | 71.43% | 43.75% |
| Win Year % | 50.0% | 25.0% |