| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 299.35% | -13.21% |
| Max Drawdown | -55.4% | -79.31% |
| Sharpe | 0.96 | 0.39 |
| Sortino | 1.68 | 0.62 |
| Payoff Ratio | 1.28 | 1.14 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.39 | 1.18 |
| CPC Index | 0.78 | 0.58 |
| Tail Ratio | 1.11 | 1.11 |
| Outlier Win Ratio | 13.59 | 4.25 |
| Outlier Loss Ratio | 3.21 | 3.23 |
| Volatility (ann.) | 66.77% | 90.43% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.96 | -0.05 |
| Skew | 2.04 | 0.94 |
| Kurtosis | 15.28 | 4.64 |
| Expected Daily % | 0.12% | -0.01% |
| Expected Monthly % | 3.52% | -0.35% |
| Expected Yearly % | 41.36% | -3.48% |
| Kelly Criterion | 7.97% | 3.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.57% | -7.69% |
| Expected Shortfall (cVaR) | -5.57% | -7.69% |
| Year | 7097469:MKRUSD | 7097469:mkrusd:triple_gx:lsma150_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.84 | 7.90 | -0.11 | + |
| 2023 | 233.12 | 43.60 | 0.19 | - |
| 2024 | -12.32 | 257.17 | -20.87 | + |
| 2025 | 5.52 | -27.84 | -5.04 | - |
| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| MTD | -12.93% | 6.27% |
| 3M | -27.84% | -9.3% |
| 6M | -16.88% | -13.7% |
| YTD | -27.84% | 5.52% |
| 1Y | 25.59% | -41.87% |
| 3Y (ann.) | 87.84% | 4.67% |
| 5Y (ann.) | 52.97% | -4.26% |
| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| Max Drawdown | -55.4% | -79.31% |
| Longest DD Days | 302.0 | 705.0 |
| Avg. Drawdown | -16.92% | -20.22% |
| Avg. Drawdown Days | 60.0 | 106.0 |
| Recovery Factor | 5.4 | -0.17 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-04 | 2022-10-09 | -55.40 | 219 |
| 2024-12-04 | 2025-05-31 | -38.55 | 178 |
| 2024-07-17 | 2024-11-23 | -36.12 | 129 |
| 2023-03-06 | 2024-01-02 | -32.56 | 302 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2022-10-19 | 2022-11-10 | -19.89 | 22 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-04-17 | 2024-06-27 | -12.82 | 71 |
| 2024-01-12 | 2024-03-09 | -11.66 | 57 |
| Metric | 7097469:mkrusd:triple_gx:lsma150_115_25 | 7097469:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 43.58% | 45.65% |
| Worst Week | -21.53% | -26.61% |
| Best Month | 79.01% | 87.68% |
| Worst Month | -28.71% | -37.3% |
| Best Year | 257.17% | 233.12% |
| Worst Year | -27.84% | -71.84% |
| Avg. Up Day | 4.23% | 4.24% |
| Avg. Down Day | -3.31% | -3.73% |
| Avg. Up Week | 9.35% | 10.84% |
| Avg. Down Week | -6.32% | -8.18% |
| Avg. Up Month | 20.72% | 27.28% |
| Avg. Down Month | -13.44% | -22.0% |
| Win Days % | 48.39% | 48.52% |
| Win Month % | 58.06% | 52.5% |
| Win Week % | 52.75% | 47.13% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |