| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 83.7% | -41.73% |
| Max Drawdown | -24.92% | -71.54% |
| Sharpe | 1.32 | -0.11 |
| Sortino | 2.63 | -0.17 |
| Payoff Ratio | 2.09 | 1.72 |
| Profit Factor | 1.43 | 0.98 |
| Common Sense Ratio | 2.19 | 1.06 |
| CPC Index | 1.19 | 0.78 |
| Tail Ratio | 1.53 | 1.07 |
| Outlier Win Ratio | 16.47 | 3.58 |
| Outlier Loss Ratio | 3.71 | 2.75 |
| Volatility (ann.) | 55.0% | 92.26% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.18 | -0.57 |
| Skew | 2.74 | 0.73 |
| Kurtosis | 18.13 | 3.0 |
| Expected Daily % | 0.16% | -0.14% |
| Expected Monthly % | 4.79% | -4.07% |
| Expected Yearly % | 35.54% | -23.67% |
| Kelly Criterion | 11.24% | 15.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.54% | -7.97% |
| Expected Shortfall (cVaR) | -4.54% | -7.97% |
| Year | 7097498:MKRUSD | 7097498:mkrusd:triple_gx:lsma180_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 67.35 | -1.50 | + |
| 2025 | 5.52 | 9.77 | 1.77 | + |
| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| MTD | -5.57% | 6.27% |
| 3M | 9.77% | -9.3% |
| 6M | 26.44% | -13.7% |
| YTD | 9.77% | 5.52% |
| 1Y | 83.7% | -41.87% |
| 3Y (ann.) | 79.35% | -40.48% |
| 5Y (ann.) | 79.35% | -40.48% |
| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| Max Drawdown | -24.92% | -71.54% |
| Longest DD Days | 126.0 | 375.0 |
| Avg. Drawdown | -8.09% | -36.63% |
| Avg. Drawdown Days | 21.0 | 188.0 |
| Recovery Factor | 3.36 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-11-07 | -24.92 | 40 |
| 2024-06-28 | 2024-08-13 | -18.29 | 46 |
| 2025-05-14 | 2025-05-31 | -13.50 | 17 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-12-04 | 2025-04-09 | -9.10 | 126 |
| 2024-08-14 | 2024-09-27 | -8.85 | 44 |
| 2025-04-10 | 2025-04-12 | -7.84 | 2 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2025-04-13 | 2025-05-10 | -4.83 | 27 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| Metric | 7097498:mkrusd:triple_gx:lsma180_115_25 | 7097498:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -9.99% | -15.11% |
| Best Week | 17.24% | 45.65% |
| Worst Week | -14.36% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -7.55% | -37.3% |
| Best Year | 67.35% | 5.52% |
| Worst Year | 9.77% | -44.78% |
| Avg. Up Day | 5.28% | 5.28% |
| Avg. Down Day | -2.53% | -3.08% |
| Avg. Up Week | 8.61% | 10.53% |
| Avg. Down Week | -5.83% | -7.66% |
| Avg. Up Month | 31.38% | 30.28% |
| Avg. Down Month | -7.55% | -19.04% |
| Win Days % | 40.0% | 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% |