| Metric | 7091204:mkrusd:triple_gx:lsma180_100_15 | 7091204:MKRUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 866.27% | -26.18% |
| Max Drawdown | -47.18% | -79.31% |
| Sharpe | 1.46 | 0.34 |
| Sortino | 2.84 | 0.53 |
| Payoff Ratio | 1.56 | 1.23 |
| Profit Factor | 1.51 | 1.05 |
| Common Sense Ratio | 1.95 | 1.16 |
| CPC Index | 1.1 | 0.62 |
| Tail Ratio | 1.3 | 1.1 |
| Outlier Win Ratio | 16.72 | 4.28 |
| Outlier Loss Ratio | 3.63 | 3.07 |
| Volatility (ann.) | 61.6% | 90.53% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.21 | -0.11 |
| Skew | 2.86 | 0.98 |
| Kurtosis | 22.15 | 4.73 |
| Expected Daily % | 0.2% | -0.03% |
| Expected Monthly % | 5.99% | -0.78% |
| Expected Yearly % | 76.31% | -7.31% |
| Kelly Criterion | 12.74% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.06% | -7.71% |
| Expected Shortfall (cVaR) | -5.06% | -7.71% |
| Year | 7091204:MKRUSD | 7091204:mkrusd:triple_gx:lsma180_100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.05 | 28.65 | -0.38 | + |
| 2023 | 233.12 | 59.32 | 0.25 | - |
| 2024 | -12.32 | 285.02 | -23.13 | + |
| 2025 | 5.52 | 22.44 | 4.07 | + |
| Metric | 7091204:mkrusd:triple_gx:lsma180_100_15 | 7091204:MKRUSD |
|---|---|---|
| MTD | 1.82% | 6.27% |
| 3M | 22.44% | -9.3% |
| 6M | 24.92% | -13.7% |
| YTD | 22.44% | 5.52% |
| 1Y | 133.67% | -41.87% |
| 3Y (ann.) | 134.68% | 4.67% |
| 5Y (ann.) | 104.28% | -9.12% |
| Metric | 7091204:mkrusd:triple_gx:lsma180_100_15 | 7091204:MKRUSD |
|---|---|---|
| Max Drawdown | -47.18% | -79.31% |
| Longest DD Days | 181.0 | 705.0 |
| Avg. Drawdown | -8.67% | -22.4% |
| Avg. Drawdown Days | 28.0 | 127.0 |
| Recovery Factor | 18.36 | -0.33 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-09-25 | -47.18 | 173 |
| 2023-03-14 | 2023-07-03 | -28.06 | 111 |
| 2023-07-05 | 2024-01-02 | -27.30 | 181 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2023-03-06 | 2023-03-12 | -17.49 | 6 |
| 2024-04-17 | 2024-07-06 | -17.17 | 80 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-02-08 | 2023-03-01 | -13.27 | 21 |
| 2024-09-28 | 2024-11-06 | -12.63 | 39 |
| 2022-10-19 | 2022-11-10 | -10.82 | 22 |
| Metric | 7091204:mkrusd:triple_gx:lsma180_100_15 | 7091204:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -18.89% | -26.61% |
| Best Month | 65.12% | 87.68% |
| Worst Month | -21.71% | -37.3% |
| Best Year | 285.02% | 233.12% |
| Worst Year | 22.44% | -76.05% |
| Avg. Up Day | 4.49% | 4.52% |
| Avg. Down Day | -2.89% | -3.67% |
| Avg. Up Week | 8.16% | 10.6% |
| Avg. Down Week | -4.55% | -8.71% |
| Avg. Up Month | 18.57% | 27.1% |
| Avg. Down Month | -10.45% | -18.12% |
| Win Days % | 46.88% | 48.22% |
| Win Month % | 72.41% | 48.72% |
| Win Week % | 61.8% | 47.65% |
| Win Quarter % | 91.67% | 42.86% |
| Win Year % | 100.0% | 50.0% |