| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 355.17% | -17.41% |
| Max Drawdown | -52.09% | -79.31% |
| Sharpe | 1.03 | 0.37 |
| Sortino | 1.85 | 0.59 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.49 | 1.18 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.16 | 1.12 |
| Outlier Win Ratio | 14.23 | 4.25 |
| Outlier Loss Ratio | 3.32 | 3.25 |
| Volatility (ann.) | 65.42% | 90.2% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.15 | -0.07 |
| Skew | 2.22 | 0.97 |
| Kurtosis | 16.66 | 4.72 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.96% | -0.49% |
| Expected Yearly % | 46.06% | -4.67% |
| Kelly Criterion | 8.44% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -7.67% |
| Expected Shortfall (cVaR) | -5.45% | -7.67% |
| Year | 7097481:MKRUSD | 7097481:mkrusd:triple_gx:lsma160_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.20 | 11.40 | -0.16 | + |
| 2023 | 233.12 | 54.94 | 0.24 | - |
| 2024 | -12.32 | 184.55 | -14.98 | + |
| 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.) | 99.47% | 4.67% |
| 5Y (ann.) | 59.87% | -5.75% |
| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| Max Drawdown | -52.09% | -79.31% |
| Longest DD Days | 300.0 | 705.0 |
| Avg. Drawdown | -14.46% | -19.67% |
| Avg. Drawdown Days | 49.0 | 106.0 |
| Recovery Factor | 6.82 | -0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2022-10-03 | -52.09 | 207 |
| 2024-07-17 | 2024-11-23 | -34.16 | 129 |
| 2023-03-06 | 2023-12-31 | -32.56 | 300 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2024-12-04 | 2025-04-09 | -21.82 | 126 |
| 2022-10-19 | 2022-11-10 | -19.89 | 22 |
| 2024-06-28 | 2024-07-16 | -18.29 | 18 |
| 2025-04-13 | 2025-05-31 | -16.89 | 48 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-01-12 | 2024-03-09 | -15.19 | 57 |
| Metric | 7097481:mkrusd:triple_gx:lsma160_115_25 | 7097481:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 43.58% | 45.65% |
| Worst Week | -18.36% | -26.61% |
| Best Month | 79.01% | 87.68% |
| Worst Month | -28.57% | -37.3% |
| Best Year | 184.55% | 233.12% |
| Worst Year | -7.32% | -73.2% |
| Avg. Up Day | 4.29% | 4.3% |
| Avg. Down Day | -3.22% | -3.62% |
| Avg. Up Week | 9.13% | 10.96% |
| Avg. Down Week | -5.84% | -8.66% |
| Avg. Up Month | 23.32% | 30.5% |
| Avg. Down Month | -12.42% | -22.27% |
| Win Days % | 47.68% | 48.25% |
| Win Month % | 58.62% | 51.28% |
| Win Week % | 52.81% | 47.4% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |