| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 94.83% | -41.73% |
| Max Drawdown | -24.92% | -71.54% |
| Sharpe | 1.44 | -0.11 |
| Sortino | 2.93 | -0.17 |
| Payoff Ratio | 2.09 | 1.76 |
| Profit Factor | 1.48 | 0.98 |
| Common Sense Ratio | 2.37 | 1.06 |
| CPC Index | 1.25 | 0.8 |
| Tail Ratio | 1.6 | 1.07 |
| Outlier Win Ratio | 16.6 | 3.58 |
| Outlier Loss Ratio | 3.63 | 2.57 |
| Volatility (ann.) | 54.28% | 92.26% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.6 | -0.57 |
| Skew | 2.88 | 0.73 |
| Kurtosis | 19.01 | 3.0 |
| Expected Daily % | 0.18% | -0.14% |
| Expected Monthly % | 5.26% | -4.07% |
| Expected Yearly % | 39.58% | -23.67% |
| Kelly Criterion | 12.01% | 15.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.46% | -7.97% |
| Expected Shortfall (cVaR) | -4.46% | -7.97% |
| Year | 7096852:MKRUSD | 7096852:mkrusd:triple_gx:lsma180_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 72.86 | -1.63 | + |
| 2025 | 5.52 | 12.71 | 2.30 | + |
| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| MTD | -3.79% | 6.27% |
| 3M | 12.71% | -9.3% |
| 6M | 40.7% | -13.7% |
| YTD | 12.71% | 5.52% |
| 1Y | 94.83% | -41.87% |
| 3Y (ann.) | 89.77% | -40.48% |
| 5Y (ann.) | 89.77% | -40.48% |
| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| Max Drawdown | -24.92% | -71.54% |
| Longest DD Days | 124.0 | 375.0 |
| Avg. Drawdown | -7.07% | -36.63% |
| Avg. Drawdown Days | 21.0 | 188.0 |
| Recovery Factor | 3.81 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-11-07 | -24.92 | 40 |
| 2024-06-28 | 2024-09-27 | -18.29 | 91 |
| 2025-05-14 | 2025-05-31 | -13.50 | 17 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2025-04-13 | 2025-05-10 | -4.49 | 27 |
| 2025-05-11 | 2025-05-13 | -4.31 | 2 |
| 2024-11-19 | 2024-11-21 | -4.18 | 2 |
| Metric | 7096852:mkrusd:triple_gx:lsma180_90_25 | 7096852:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -9.99% | -15.11% |
| Best Week | 25.59% | 45.65% |
| Worst Week | -14.36% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -9.63% | -37.3% |
| Best Year | 72.86% | 5.52% |
| Worst Year | 12.71% | -44.78% |
| Avg. Up Day | 5.13% | 5.13% |
| Avg. Down Day | -2.46% | -2.91% |
| Avg. Up Week | 8.93% | 10.53% |
| Avg. Down Week | -5.83% | -7.66% |
| Avg. Up Month | 31.83% | 30.28% |
| Avg. Down Month | -7.55% | -19.04% |
| Win Days % | 40.5% | 46.32% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 58.33% | 43.86% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |