| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009:MKRUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -11.93% | -41.73% |
| Max Drawdown | -38.77% | -71.54% |
| Sharpe | 0.04 | -0.11 |
| Sortino | 0.07 | -0.17 |
| Payoff Ratio | 1.53 | 1.41 |
| Profit Factor | 1.01 | 0.98 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 1.01 | 1.07 |
| Outlier Win Ratio | 17.12 | 3.29 |
| Outlier Loss Ratio | 3.73 | 2.84 |
| Volatility (ann.) | 54.58% | 92.26% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.3 | -0.57 |
| Skew | 2.2 | 0.73 |
| Kurtosis | 19.69 | 3.0 |
| Expected Daily % | -0.03% | -0.14% |
| Expected Monthly % | -0.97% | -4.07% |
| Expected Yearly % | -6.15% | -23.67% |
| Kelly Criterion | -3.72% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -7.97% |
| Expected Shortfall (cVaR) | -4.69% | -7.97% |
| Year | 7098009:MKRUSD | 7098009:mkrusd:triple_gx:lsma120_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 17.02 | -0.38 | + |
| 2025 | 5.52 | -24.74 | -4.48 | - |
| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009:MKRUSD |
|---|---|---|
| MTD | -9.64% | 6.27% |
| 3M | -26.18% | -9.3% |
| 6M | -4.98% | -13.7% |
| YTD | -24.74% | 5.52% |
| 1Y | -11.93% | -41.87% |
| 3Y (ann.) | -11.49% | -40.48% |
| 5Y (ann.) | -11.49% | -40.48% |
| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009:MKRUSD |
|---|---|---|
| Max Drawdown | -38.77% | -71.54% |
| Longest DD Days | 158.0 | 375.0 |
| Avg. Drawdown | -20.89% | -36.63% |
| Avg. Drawdown Days | 71.0 | 188.0 |
| Recovery Factor | -0.31 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2024-12-03 | -38.77 | 158 |
| 2025-02-11 | 2025-05-31 | -32.42 | 109 |
| 2024-06-12 | 2024-06-27 | -12.20 | 15 |
| 2025-02-09 | 2025-02-10 | -0.18 | 1 |
| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -12.49% | -15.11% |
| Best Week | 27.01% | 45.65% |
| Worst Week | -16.85% | -19.71% |
| Best Month | 31.47% | 46.5% |
| Worst Month | -24.45% | -37.3% |
| Best Year | 17.02% | 5.52% |
| Worst Year | -24.74% | -44.78% |
| Avg. Up Day | 4.3% | 4.33% |
| Avg. Down Day | -2.82% | -3.08% |
| Avg. Up Week | 5.96% | 10.33% |
| Avg. Down Week | -6.62% | -9.42% |
| Avg. Up Month | 13.85% | 32.79% |
| Avg. Down Month | -11.18% | -21.35% |
| Win Days % | 37.31% | 46.32% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 50.0% | 43.86% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |