| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 677.36% | -17.41% |
| Max Drawdown | -47.18% | -79.31% |
| Sharpe | 1.32 | 0.37 |
| Sortino | 2.49 | 0.59 |
| Payoff Ratio | 1.46 | 1.14 |
| Profit Factor | 1.43 | 1.06 |
| Common Sense Ratio | 1.75 | 1.18 |
| CPC Index | 0.98 | 0.58 |
| Tail Ratio | 1.22 | 1.12 |
| Outlier Win Ratio | 16.0 | 4.25 |
| Outlier Loss Ratio | 3.63 | 3.13 |
| Volatility (ann.) | 62.08% | 90.2% |
| R^2 | 0.48 | 0.48 |
| Calmar | 1.88 | -0.07 |
| Skew | 2.68 | 0.97 |
| Kurtosis | 21.19 | 4.72 |
| Expected Daily % | 0.17% | -0.02% |
| Expected Monthly % | 5.4% | -0.49% |
| Expected Yearly % | 66.98% | -4.67% |
| Kelly Criterion | 10.5% | 3.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -7.67% |
| Expected Shortfall (cVaR) | -5.12% | -7.67% |
| Year | 7091429:MKRUSD | 7091429:mkrusd:triple_gx:lsma160_110_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.20 | 47.71 | -0.65 | + |
| 2023 | 233.12 | 36.60 | 0.16 | - |
| 2024 | -12.32 | 259.65 | -21.07 | + |
| 2025 | 5.52 | 7.12 | 1.29 | + |
| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| MTD | -0.98% | 6.27% |
| 3M | 7.12% | -9.3% |
| 6M | 9.29% | -13.7% |
| YTD | 7.12% | 5.52% |
| 1Y | 102.21% | -41.87% |
| 3Y (ann.) | 112.46% | 4.67% |
| 5Y (ann.) | 88.68% | -5.75% |
| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429:MKRUSD |
|---|---|---|
| Max Drawdown | -47.18% | -79.31% |
| Longest DD Days | 190.0 | 705.0 |
| Avg. Drawdown | -10.46% | -19.67% |
| Avg. Drawdown Days | 33.0 | 106.0 |
| Recovery Factor | 14.36 | -0.22 |
| 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 |
| 2022-11-11 | 2023-02-07 | -26.18 | 88 |
| 2023-07-05 | 2024-01-11 | -26.15 | 190 |
| 2024-04-17 | 2024-07-09 | -22.19 | 83 |
| 2024-07-17 | 2024-09-27 | -19.01 | 72 |
| 2024-11-28 | 2025-04-09 | -19.00 | 132 |
| 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 |
| Metric | 7091429:mkrusd:triple_gx:lsma160_110_15 | 7091429: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 | -14.94% | -37.3% |
| Best Year | 259.65% | 233.12% |
| Worst Year | 7.12% | -73.2% |
| Avg. Up Day | 4.33% | 4.36% |
| Avg. Down Day | -2.97% | -3.81% |
| Avg. Up Week | 7.97% | 10.6% |
| Avg. Down Week | -5.09% | -8.75% |
| Avg. Up Month | 22.57% | 30.39% |
| Avg. Down Month | -9.21% | -16.45% |
| Win Days % | 46.88% | 48.25% |
| Win Month % | 58.06% | 51.28% |
| Win Week % | 63.04% | 47.4% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |