| Metric | 7091317:mkrusd:triple_gx:lsma175_105_15 | 7091317:MKRUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 1,074.58% | -21.84% |
| Max Drawdown | -47.18% | -79.31% |
| Sharpe | 1.55 | 0.35 |
| Sortino | 3.01 | 0.56 |
| Payoff Ratio | 1.52 | 1.2 |
| Profit Factor | 1.53 | 1.05 |
| Common Sense Ratio | 2.03 | 1.16 |
| CPC Index | 1.12 | 0.61 |
| Tail Ratio | 1.33 | 1.1 |
| Outlier Win Ratio | 16.07 | 4.28 |
| Outlier Loss Ratio | 3.6 | 3.08 |
| Volatility (ann.) | 62.05% | 90.37% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.47 | -0.09 |
| Skew | 2.79 | 0.97 |
| Kurtosis | 21.35 | 4.75 |
| Expected Daily % | 0.21% | -0.02% |
| Expected Monthly % | 6.52% | -0.63% |
| Expected Yearly % | 85.13% | -5.97% |
| Kelly Criterion | 13.78% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -7.69% |
| Expected Shortfall (cVaR) | -5.08% | -7.69% |
| Year | 7091317:MKRUSD | 7091317:mkrusd:triple_gx:lsma175_105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.64 | 42.10 | -0.56 | + |
| 2023 | 233.12 | 64.83 | 0.28 | - |
| 2024 | -12.32 | 303.71 | -24.65 | + |
| 2025 | 5.52 | 24.22 | 4.39 | + |
| Metric | 7091317:mkrusd:triple_gx:lsma175_105_15 | 7091317:MKRUSD |
|---|---|---|
| MTD | 1.82% | 6.27% |
| 3M | 24.22% | -9.3% |
| 6M | 26.74% | -13.7% |
| YTD | 24.22% | 5.52% |
| 1Y | 154.04% | -41.87% |
| 3Y (ann.) | 143.76% | 4.67% |
| 5Y (ann.) | 116.51% | -7.44% |
| Metric | 7091317:mkrusd:triple_gx:lsma175_105_15 | 7091317:MKRUSD |
|---|---|---|
| Max Drawdown | -47.18% | -79.31% |
| Longest DD Days | 189.0 | 705.0 |
| Avg. Drawdown | -8.39% | -18.42% |
| Avg. Drawdown Days | 27.0 | 104.0 |
| Recovery Factor | 22.77 | -0.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2022-09-25 | -47.18 | 173 |
| 2023-03-14 | 2023-07-03 | -28.06 | 111 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2023-07-05 | 2024-01-10 | -25.89 | 189 |
| 2024-04-17 | 2024-07-08 | -20.99 | 82 |
| 2023-03-06 | 2023-03-12 | -17.49 | 6 |
| 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 |
| 2024-07-24 | 2024-08-08 | -11.81 | 15 |
| Metric | 7091317:mkrusd:triple_gx:lsma175_105_15 | 7091317: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 | -14.94% | -37.3% |
| Best Year | 303.71% | 233.12% |
| Worst Year | 24.22% | -74.64% |
| Avg. Up Day | 4.42% | 4.45% |
| Avg. Down Day | -2.9% | -3.71% |
| Avg. Up Week | 8.29% | 10.66% |
| Avg. Down Week | -4.4% | -8.65% |
| Avg. Up Month | 22.03% | 28.38% |
| Avg. Down Month | -9.1% | -18.12% |
| Win Days % | 47.95% | 48.27% |
| Win Month % | 66.67% | 51.28% |
| Win Week % | 62.64% | 47.37% |
| Win Quarter % | 84.62% | 50.0% |
| Win Year % | 100.0% | 50.0% |