| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 36.22% | -41.73% |
| Max Drawdown | -35.71% | -71.54% |
| Sharpe | 0.78 | -0.11 |
| Sortino | 1.26 | -0.17 |
| Payoff Ratio | 1.36 | 1.27 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 1.15 | 1.07 |
| Outlier Win Ratio | 13.1 | 3.41 |
| Outlier Loss Ratio | 3.19 | 3.19 |
| Volatility (ann.) | 63.12% | 92.26% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.97 | -0.57 |
| Skew | 1.33 | 0.73 |
| Kurtosis | 12.24 | 3.0 |
| Expected Daily % | 0.08% | -0.14% |
| Expected Monthly % | 2.41% | -4.07% |
| Expected Yearly % | 16.71% | -23.67% |
| Kelly Criterion | 6.32% | 4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -7.97% |
| Expected Shortfall (cVaR) | -5.3% | -7.97% |
| Year | 7107161:MKRUSD | 7107161:mkrusd:triple_gx:lsma140_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 76.41 | -1.71 | + |
| 2025 | 5.52 | -22.78 | -4.13 | - |
| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| MTD | -5.1% | 6.27% |
| 3M | -32.37% | -9.3% |
| 6M | -10.53% | -13.7% |
| YTD | -22.78% | 5.52% |
| 1Y | 36.22% | -41.87% |
| 3Y (ann.) | 34.57% | -40.48% |
| 5Y (ann.) | 34.57% | -40.48% |
| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| Max Drawdown | -35.71% | -71.54% |
| Longest DD Days | 113.0 | 375.0 |
| Avg. Drawdown | -12.3% | -36.63% |
| Avg. Drawdown Days | 30.0 | 188.0 |
| Recovery Factor | 1.01 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-28 | 2025-05-31 | -35.71 | 92 |
| 2024-07-17 | 2024-11-07 | -23.40 | 113 |
| 2024-12-04 | 2025-02-27 | -23.03 | 85 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 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 |
| Metric | 7107161:mkrusd:triple_gx:lsma140_115_45 | 7107161:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 25.96% | 45.65% |
| Worst Week | -18.37% | -19.71% |
| Best Month | 57.95% | 46.5% |
| Worst Month | -22.18% | -37.3% |
| Best Year | 76.41% | 5.52% |
| Worst Year | -22.78% | -44.78% |
| Avg. Up Day | 4.7% | 4.72% |
| Avg. Down Day | -3.46% | -3.71% |
| Avg. Up Week | 10.13% | 11.33% |
| Avg. Down Week | -7.18% | -9.26% |
| Avg. Up Month | 24.58% | 31.64% |
| Avg. Down Month | -11.78% | -24.87% |
| Win Days % | 46.04% | 46.32% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 50.0% | 43.86% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |