| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 199.19% | -14.37% |
| Max Drawdown | -47.99% | -79.31% |
| Sharpe | 0.83 | 0.39 |
| Sortino | 1.47 | 0.62 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.47 | 1.21 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.2 | 1.14 |
| Outlier Win Ratio | 14.37 | 3.75 |
| Outlier Loss Ratio | 3.46 | 3.16 |
| Volatility (ann.) | 60.52% | 90.53% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.81 | -0.06 |
| Skew | 2.46 | 0.92 |
| Kurtosis | 20.45 | 4.45 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.71% | -0.38% |
| Expected Yearly % | 31.52% | -3.8% |
| Kelly Criterion | 5.81% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.7% |
| Expected Shortfall (cVaR) | -5.07% | -7.7% |
| Year | 7098007:MKRUSD | 7098007:mkrusd:triple_gx:lsma115_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.21 | 113.88 | -1.58 | + |
| 2023 | 233.12 | 19.68 | 0.08 | - |
| 2024 | -12.32 | 83.59 | -6.78 | + |
| 2025 | 5.52 | -36.34 | -6.58 | - |
| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| MTD | -13.53% | 6.27% |
| 3M | -37.76% | -9.3% |
| 6M | -19.63% | -13.7% |
| YTD | -36.34% | 5.52% |
| 1Y | -31.99% | -41.87% |
| 3Y (ann.) | 41.44% | 4.67% |
| 5Y (ann.) | 38.65% | -4.52% |
| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| Max Drawdown | -47.99% | -79.31% |
| Longest DD Days | 425.0 | 705.0 |
| Avg. Drawdown | -14.18% | -23.73% |
| Avg. Drawdown Days | 56.0 | 121.0 |
| Recovery Factor | 4.15 | -0.18 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-17 | 2025-02-10 | -47.99 | 299 |
| 2022-11-11 | 2024-01-10 | -44.29 | 425 |
| 2025-02-11 | 2025-05-31 | -41.18 | 109 |
| 2022-03-04 | 2022-05-14 | -32.80 | 71 |
| 2022-05-16 | 2022-06-19 | -17.52 | 34 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-01-12 | 2024-03-09 | -14.11 | 57 |
| 2022-08-30 | 2022-09-25 | -12.96 | 26 |
| 2022-06-25 | 2022-08-29 | -11.82 | 65 |
| 2022-01-25 | 2022-01-29 | -11.47 | 4 |
| Metric | 7098007:mkrusd:triple_gx:lsma115_45_30 | 7098007:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -12.93% | -16.78% |
| Best Week | 43.58% | 45.65% |
| Worst Week | -16.85% | -26.61% |
| Best Month | 57.67% | 87.68% |
| Worst Month | -27.52% | -37.3% |
| Best Year | 113.88% | 233.12% |
| Worst Year | -36.34% | -72.21% |
| Avg. Up Day | 3.97% | 3.99% |
| Avg. Down Day | -3.11% | -3.43% |
| Avg. Up Week | 8.96% | 11.37% |
| Avg. Down Week | -5.44% | -7.31% |
| Avg. Up Month | 18.04% | 31.92% |
| Avg. Down Month | -11.34% | -20.47% |
| Win Days % | 47.16% | 48.52% |
| Win Month % | 52.78% | 51.22% |
| Win Week % | 48.42% | 47.49% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |