| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 300.3% | -16.16% |
| Max Drawdown | -46.33% | -79.31% |
| Sharpe | 0.98 | 0.38 |
| Sortino | 1.76 | 0.61 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.58 | 1.2 |
| CPC Index | 0.82 | 0.62 |
| Tail Ratio | 1.22 | 1.14 |
| Outlier Win Ratio | 15.79 | 4.02 |
| Outlier Loss Ratio | 3.54 | 3.17 |
| Volatility (ann.) | 60.38% | 90.48% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.11 | -0.06 |
| Skew | 2.55 | 0.93 |
| Kurtosis | 20.96 | 4.49 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.44% | -0.43% |
| Expected Yearly % | 41.45% | -4.31% |
| Kelly Criterion | 7.83% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -7.69% |
| Expected Shortfall (cVaR) | -5.04% | -7.69% |
| Year | 7098009:MKRUSD | 7098009:mkrusd:triple_gx:lsma120_45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.80 | 101.57 | -1.40 | + |
| 2023 | 233.12 | 25.97 | 0.11 | - |
| 2024 | -12.32 | 109.47 | -8.88 | + |
| 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.) | 55.61% | 4.67% |
| 5Y (ann.) | 51.48% | -5.14% |
| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009:MKRUSD |
|---|---|---|
| Max Drawdown | -46.33% | -79.31% |
| Longest DD Days | 417.0 | 705.0 |
| Avg. Drawdown | -12.85% | -25.1% |
| Avg. Drawdown Days | 53.0 | 134.0 |
| Recovery Factor | 6.48 | -0.2 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2024-01-02 | -46.33 | 417 |
| 2024-04-17 | 2024-12-03 | -43.03 | 230 |
| 2022-03-04 | 2022-05-14 | -32.80 | 71 |
| 2025-02-11 | 2025-05-31 | -32.42 | 109 |
| 2022-05-16 | 2022-06-19 | -17.52 | 34 |
| 2022-06-25 | 2022-09-25 | -16.40 | 92 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-01-12 | 2024-03-09 | -10.54 | 57 |
| 2024-03-22 | 2024-04-16 | -9.66 | 25 |
| 2022-02-26 | 2022-03-02 | -9.11 | 4 |
| Metric | 7098009:mkrusd:triple_gx:lsma120_45_30 | 7098009: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 | 109.47% | 233.12% |
| Worst Year | -24.74% | -72.8% |
| Avg. Up Day | 4.11% | 4.13% |
| Avg. Down Day | -3.02% | -3.4% |
| Avg. Up Week | 8.99% | 11.12% |
| Avg. Down Week | -5.67% | -7.7% |
| Avg. Up Month | 17.87% | 30.35% |
| Avg. Down Month | -10.21% | -21.62% |
| Win Days % | 46.9% | 48.47% |
| Win Month % | 52.78% | 51.22% |
| Win Week % | 52.27% | 47.19% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |