| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311:MKRUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 125.83% | -49.92% |
| Max Drawdown | -19.05% | -71.54% |
| Sharpe | 1.32 | -0.06 |
| Sortino | 2.51 | -0.08 |
| Payoff Ratio | 1.82 | 1.4 |
| Profit Factor | 1.4 | 0.99 |
| Common Sense Ratio | 1.92 | 1.08 |
| CPC Index | 1.03 | 0.64 |
| Tail Ratio | 1.38 | 1.09 |
| Outlier Win Ratio | 13.72 | 3.15 |
| Outlier Loss Ratio | 4.11 | 2.71 |
| Volatility (ann.) | 54.88% | 94.62% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.1 | -0.54 |
| Skew | 2.42 | 0.69 |
| Kurtosis | 17.19 | 2.49 |
| Expected Daily % | 0.16% | -0.13% |
| Expected Monthly % | 4.63% | -3.77% |
| Expected Yearly % | 50.28% | -29.23% |
| Kelly Criterion | 7.83% | 6.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.53% | -8.16% |
| Expected Shortfall (cVaR) | -4.53% | -8.16% |
| Year | 7091311:MKRUSD | 7091311:mkrusd:triple_gx:lsma160_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 97.75 | -2.18 | + |
| 2025 | -9.30 | 14.20 | -1.53 | + |
| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 10.14% | -28.5% |
| 6M | 11.21% | -3.55% |
| YTD | 14.2% | -9.3% |
| 1Y | 55.17% | -0.4% |
| 3Y (ann.) | 78.13% | -38.74% |
| 5Y (ann.) | 78.13% | -38.74% |
| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311:MKRUSD |
|---|---|---|
| Max Drawdown | -19.05% | -71.54% |
| Longest DD Days | 132.0 | 510.0 |
| Avg. Drawdown | -8.12% | -36.63% |
| Avg. Drawdown Days | 20.0 | 256.0 |
| Recovery Factor | 6.61 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-14 | 2025-07-26 | -19.05 | 42 |
| 2024-11-28 | 2025-04-09 | -19.00 | 132 |
| 2025-05-14 | 2025-06-10 | -17.22 | 27 |
| 2024-05-23 | 2024-06-27 | -15.34 | 35 |
| 2024-07-17 | 2024-08-13 | -14.65 | 27 |
| 2025-07-29 | 2025-09-18 | -13.98 | 51 |
| 2025-09-19 | 2025-10-13 | -12.46 | 24 |
| 2024-10-31 | 2024-11-06 | -11.91 | 6 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| 2024-11-12 | 2024-11-24 | -7.64 | 12 |
| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 27.07% | 45.65% |
| Worst Week | -16.99% | -19.71% |
| Best Month | 31.24% | 46.5% |
| Worst Month | -16.99% | -37.3% |
| Best Year | 97.75% | -9.3% |
| Worst Year | 14.2% | -44.78% |
| Avg. Up Day | 4.54% | 4.58% |
| Avg. Down Day | -2.49% | -3.27% |
| Avg. Up Week | 9.1% | 11.6% |
| Avg. Down Week | -5.16% | -8.42% |
| Avg. Up Month | 17.23% | 18.3% |
| Avg. Down Month | -9.52% | -15.51% |
| Win Days % | 40.51% | 45.7% |
| Win Month % | 64.29% | 50.0% |
| Win Week % | 57.78% | 43.42% |
| Win Quarter % | 66.67% | 14.29% |
| Win Year % | 100.0% | 0.0% |