| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 95.99% | -41.73% |
| Max Drawdown | -20.7% | -71.54% |
| Sharpe | 1.5 | -0.11 |
| Sortino | 2.83 | -0.17 |
| Payoff Ratio | 1.74 | 1.25 |
| Profit Factor | 1.48 | 0.98 |
| Common Sense Ratio | 2.4 | 1.06 |
| CPC Index | 1.11 | 0.57 |
| Tail Ratio | 1.62 | 1.07 |
| Outlier Win Ratio | 13.96 | 3.04 |
| Outlier Loss Ratio | 4.21 | 2.73 |
| Volatility (ann.) | 51.22% | 92.26% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.39 | -0.57 |
| Skew | 2.5 | 0.73 |
| Kurtosis | 20.71 | 3.0 |
| Expected Daily % | 0.18% | -0.14% |
| Expected Monthly % | 5.31% | -4.07% |
| Expected Yearly % | 40.0% | -23.67% |
| Kelly Criterion | 10.42% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -7.97% |
| Expected Shortfall (cVaR) | -4.2% | -7.97% |
| Year | 7091304:MKRUSD | 7091304:mkrusd:triple_gx:lsma155_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 96.81 | -2.16 | + |
| 2025 | 5.52 | -0.42 | -0.08 | - |
| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| MTD | -0.98% | 6.27% |
| 3M | -0.42% | -9.3% |
| 6M | 1.6% | -13.7% |
| YTD | -0.42% | 5.52% |
| 1Y | 97.17% | -41.87% |
| 3Y (ann.) | 90.85% | -40.48% |
| 5Y (ann.) | 90.85% | -40.48% |
| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| Max Drawdown | -20.7% | -71.54% |
| Longest DD Days | 132.0 | 375.0 |
| Avg. Drawdown | -7.09% | -36.63% |
| Avg. Drawdown Days | 21.0 | 188.0 |
| Recovery Factor | 4.64 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-10-19 | -20.70 | 94 |
| 2024-11-28 | 2025-04-09 | -19.56 | 132 |
| 2024-05-23 | 2024-06-27 | -15.34 | 35 |
| 2024-11-01 | 2024-11-06 | -11.75 | 5 |
| 2025-05-14 | 2025-05-31 | -8.81 | 17 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| 2024-11-12 | 2024-11-24 | -7.64 | 12 |
| 2024-06-28 | 2024-07-06 | -5.98 | 8 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2025-05-11 | 2025-05-13 | -4.31 | 2 |
| Metric | 7091304:mkrusd:triple_gx:lsma155_105_15 | 7091304:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 19.48% | 45.65% |
| Worst Week | -12.54% | -19.71% |
| Best Month | 31.24% | 46.5% |
| Worst Month | -17.57% | -37.3% |
| Best Year | 96.81% | 5.52% |
| Worst Year | -0.42% | -44.78% |
| Avg. Up Day | 4.22% | 4.25% |
| Avg. Down Day | -2.42% | -3.42% |
| Avg. Up Week | 8.14% | 11.46% |
| Avg. Down Week | -4.21% | -9.68% |
| Avg. Up Month | 25.21% | 23.72% |
| Avg. Down Month | -9.53% | -12.26% |
| Win Days % | 43.07% | 46.32% |
| Win Month % | 60.0% | 46.15% |
| Win Week % | 59.38% | 43.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |