| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 32.58% | -41.73% |
| Max Drawdown | -34.16% | -71.54% |
| Sharpe | 0.74 | -0.11 |
| Sortino | 1.27 | -0.17 |
| Payoff Ratio | 1.61 | 1.36 |
| Profit Factor | 1.2 | 0.98 |
| Common Sense Ratio | 1.59 | 1.06 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | 1.32 | 1.07 |
| Outlier Win Ratio | 14.5 | 3.58 |
| Outlier Loss Ratio | 3.71 | 2.97 |
| Volatility (ann.) | 59.07% | 92.26% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.91 | -0.57 |
| Skew | 1.84 | 0.73 |
| Kurtosis | 14.62 | 3.0 |
| Expected Daily % | 0.07% | -0.14% |
| Expected Monthly % | 2.19% | -4.07% |
| Expected Yearly % | 15.14% | -23.67% |
| Kelly Criterion | 4.46% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.97% | -7.97% |
| Expected Shortfall (cVaR) | -4.97% | -7.97% |
| Year | 7097481:MKRUSD | 7097481:mkrusd:triple_gx:lsma160_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 43.06 | -0.96 | + |
| 2025 | 5.52 | -7.32 | -1.33 | - |
| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| MTD | -12.09% | 6.27% |
| 3M | -7.32% | -9.3% |
| 6M | 6.75% | -13.7% |
| YTD | -7.32% | 5.52% |
| 1Y | 32.58% | -41.87% |
| 3Y (ann.) | 31.12% | -40.48% |
| 5Y (ann.) | 31.12% | -40.48% |
| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| Max Drawdown | -34.16% | -71.54% |
| Longest DD Days | 129.0 | 375.0 |
| Avg. Drawdown | -13.57% | -36.63% |
| Avg. Drawdown Days | 37.0 | 188.0 |
| Recovery Factor | 0.95 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-11-23 | -34.16 | 129 |
| 2024-12-04 | 2025-04-09 | -21.82 | 126 |
| 2024-06-28 | 2024-07-16 | -18.29 | 18 |
| 2025-04-13 | 2025-05-31 | -16.89 | 48 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-06-17 | 2024-06-19 | -3.19 | 2 |
| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 17.24% | 45.65% |
| Worst Week | -17.29% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -19.79% | -37.3% |
| Best Year | 43.06% | 5.52% |
| Worst Year | -7.32% | -44.78% |
| Avg. Up Day | 4.58% | 4.59% |
| Avg. Down Day | -2.85% | -3.37% |
| Avg. Up Week | 7.88% | 11.54% |
| Avg. Down Week | -5.65% | -9.5% |
| Avg. Up Month | 31.38% | 30.28% |
| Avg. Down Month | -14.55% | -27.79% |
| Win Days % | 41.1% | 46.32% |
| Win Month % | 60.0% | 46.15% |
| Win Week % | 50.0% | 43.86% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |