| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 760.75% | -29.01% |
| Max Drawdown | -47.18% | -79.31% |
| Sharpe | 1.26 | 0.34 |
| Sortino | 2.37 | 0.54 |
| Payoff Ratio | 1.49 | 1.22 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 1.74 | 1.2 |
| CPC Index | 0.95 | 0.61 |
| Tail Ratio | 1.24 | 1.14 |
| Outlier Win Ratio | 15.5 | 4.11 |
| Outlier Loss Ratio | 3.59 | 3.06 |
| Volatility (ann.) | 62.55% | 91.36% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.73 | -0.11 |
| Skew | 2.59 | 0.92 |
| Kurtosis | 19.75 | 4.25 |
| Expected Daily % | 0.17% | -0.03% |
| Expected Monthly % | 5.01% | -0.78% |
| Expected Yearly % | 71.29% | -8.21% |
| Kelly Criterion | 9.24% | 4.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.78% |
| Expected Shortfall (cVaR) | -5.17% | -7.78% |
| Year | 7091311:MKRUSD | 7091311:mkrusd:triple_gx:lsma160_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.20 | 33.99 | -0.46 | + |
| 2023 | 233.12 | 48.41 | 0.21 | - |
| 2024 | -12.32 | 279.02 | -22.64 | + |
| 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.) | 92.92% | 13.76% |
| 5Y (ann.) | 81.84% | -9.08% |
| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311:MKRUSD |
|---|---|---|
| Max Drawdown | -47.18% | -79.31% |
| Longest DD Days | 189.0 | 705.0 |
| Avg. Drawdown | -10.39% | -19.67% |
| Avg. Drawdown Days | 30.0 | 118.0 |
| Recovery Factor | 16.12 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-09-27 | -47.18 | 175 |
| 2023-03-14 | 2023-07-03 | -31.55 | 111 |
| 2023-07-05 | 2024-01-10 | -28.86 | 189 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2024-04-17 | 2024-07-09 | -22.19 | 83 |
| 2025-06-14 | 2025-07-26 | -19.05 | 42 |
| 2024-11-28 | 2025-04-09 | -19.00 | 132 |
| 2023-03-06 | 2023-03-12 | -17.49 | 6 |
| 2025-05-14 | 2025-06-10 | -17.22 | 27 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| Metric | 7091311:mkrusd:triple_gx:lsma160_105_15 | 7091311: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 | 57.61% | 87.68% |
| Worst Month | -16.99% | -37.3% |
| Best Year | 279.02% | 233.12% |
| Worst Year | 14.2% | -73.2% |
| Avg. Up Day | 4.45% | 4.47% |
| Avg. Down Day | -2.98% | -3.68% |
| Avg. Up Week | 8.61% | 10.79% |
| Avg. Down Week | -5.75% | -8.56% |
| Avg. Up Month | 19.04% | 26.64% |
| Avg. Down Month | -9.67% | -17.14% |
| Win Days % | 45.7% | 47.81% |
| Win Month % | 60.0% | 52.27% |
| Win Week % | 60.95% | 46.88% |
| Win Quarter % | 73.33% | 43.75% |
| Win Year % | 100.0% | 25.0% |