| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 333.25% | -5.37% |
| Max Drawdown | -29.9% | -79.8% |
| Sharpe | 0.79 | 0.22 |
| Sortino | 1.36 | 0.34 |
| Payoff Ratio | 1.35 | 1.28 |
| Profit Factor | 1.46 | 1.04 |
| Common Sense Ratio | 1.74 | 1.06 |
| CPC Index | 0.99 | 0.66 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 49.65 | 3.14 |
| Outlier Loss Ratio | 3.28 | 2.68 |
| Volatility (ann.) | 14.54% | 46.97% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.74 | -0.02 |
| Skew | 2.98 | 0.95 |
| Kurtosis | 56.13 | 11.77 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.47% | -0.13% |
| Expected Yearly % | 44.27% | -1.37% |
| Kelly Criterion | 13.41% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -4.02% |
| Expected Shortfall (cVaR) | -1.22% | -4.02% |
| Year | 15688545:MKRUSD | 15688545:mkrusd:triple_med_gx:lsma170_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.64 | 32.09 | -0.43 | + |
| 2023 | 233.12 | 37.73 | 0.16 | - |
| 2024 | -12.32 | 47.65 | -3.87 | + |
| 2025 | 27.73 | 61.28 | 2.21 | + |
| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| MTD | 1.69% | -3.84% |
| 3M | 10.1% | 1.29% |
| 6M | 69.31% | 99.5% |
| YTD | 61.28% | 27.73% |
| 1Y | 60.17% | -11.05% |
| 3Y (ann.) | 45.51% | 21.19% |
| 5Y (ann.) | 51.95% | -1.56% |
| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| Max Drawdown | -29.9% | -79.8% |
| Longest DD Days | 291.0 | 705.0 |
| Avg. Drawdown | -4.47% | -11.99% |
| Avg. Drawdown Days | 25.0 | 55.0 |
| Recovery Factor | 11.14 | -0.07 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2023-07-16 | -29.90 | 291 |
| 2024-07-29 | 2025-01-19 | -16.72 | 174 |
| 2022-05-31 | 2022-07-16 | -12.77 | 46 |
| 2024-04-04 | 2024-07-12 | -12.53 | 98 |
| 2025-01-19 | 2025-03-08 | -10.90 | 48 |
| 2025-05-23 | 2025-06-23 | -9.70 | 31 |
| 2025-04-10 | 2025-04-12 | -8.88 | 2 |
| 2024-03-31 | 2024-04-04 | -8.08 | 3 |
| 2022-07-19 | 2022-09-22 | -7.68 | 65 |
| 2023-07-16 | 2023-07-27 | -6.39 | 10 |
| Metric | 15688545:mkrusd:triple_med_gx:lsma170_130 | 15688545:MKRUSD |
|---|---|---|
| Best Day | 11.82% | 29.1% |
| Worst Day | -7.55% | -16.33% |
| Best Week | 19.69% | 45.65% |
| Worst Week | -13.48% | -26.61% |
| Best Month | 41.08% | 87.68% |
| Worst Month | -12.63% | -37.3% |
| Best Year | 61.28% | 233.12% |
| Worst Year | 32.09% | -74.64% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.39% | -1.47% |
| Avg. Up Week | 6.9% | 10.05% |
| Avg. Down Week | -3.88% | -8.5% |
| Avg. Up Month | 12.59% | 23.12% |
| Avg. Down Month | -4.96% | -18.81% |
| Win Days % | 50.28% | 49.47% |
| Win Month % | 62.16% | 51.16% |
| Win Week % | 66.1% | 47.85% |
| Win Quarter % | 86.67% | 46.67% |
| Win Year % | 100.0% | 50.0% |