| Metric | 7102544:mkrusd:triple_gx:lsma140_110_35 | 7102544:MKRUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 372.0% | -20.42% |
| Max Drawdown | -43.72% | -79.31% |
| Sharpe | 1.04 | 0.37 |
| Sortino | 1.85 | 0.58 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.43 | 1.2 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.12 | 1.14 |
| Outlier Win Ratio | 13.73 | 4.28 |
| Outlier Loss Ratio | 3.38 | 3.2 |
| Volatility (ann.) | 65.19% | 90.66% |
| R^2 | 0.52 | 0.52 |
| Calmar | 1.38 | -0.08 |
| Skew | 2.18 | 0.94 |
| Kurtosis | 15.73 | 4.53 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.96% | -0.57% |
| Expected Yearly % | 47.4% | -5.55% |
| Kelly Criterion | 8.6% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -7.71% |
| Expected Shortfall (cVaR) | -5.43% | -7.71% |
| Year | 7102544:MKRUSD | 7102544:mkrusd:triple_gx:lsma140_110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.18 | 5.53 | -0.07 | + |
| 2023 | 233.12 | 118.09 | 0.51 | - |
| 2024 | -12.32 | 194.82 | -15.81 | + |
| 2025 | 5.52 | -30.44 | -5.52 | - |
| Metric | 7102544:mkrusd:triple_gx:lsma140_110_35 | 7102544:MKRUSD |
|---|---|---|
| MTD | -16.36% | 6.27% |
| 3M | -39.07% | -9.3% |
| 6M | -27.83% | -13.7% |
| YTD | -30.44% | 5.52% |
| 1Y | 8.3% | -41.87% |
| 3Y (ann.) | 76.89% | 4.67% |
| 5Y (ann.) | 60.38% | -6.72% |
| Metric | 7102544:mkrusd:triple_gx:lsma140_110_35 | 7102544:MKRUSD |
|---|---|---|
| Max Drawdown | -43.72% | -79.31% |
| Longest DD Days | 178.0 | 705.0 |
| Avg. Drawdown | -12.93% | -19.01% |
| Avg. Drawdown Days | 36.0 | 91.0 |
| Recovery Factor | 8.51 | -0.26 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -43.72 | 178 |
| 2023-03-06 | 2023-07-03 | -35.49 | 119 |
| 2022-05-16 | 2022-10-08 | -32.29 | 145 |
| 2024-04-05 | 2024-07-16 | -28.46 | 102 |
| 2022-11-11 | 2023-03-01 | -27.84 | 110 |
| 2022-03-04 | 2022-05-14 | -26.44 | 71 |
| 2024-07-17 | 2024-11-07 | -24.32 | 113 |
| 2022-10-19 | 2022-11-10 | -22.27 | 22 |
| 2023-10-24 | 2023-12-28 | -17.72 | 65 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| Metric | 7102544:mkrusd:triple_gx:lsma140_110_35 | 7102544:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -14.04% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -19.75% | -26.61% |
| Best Month | 96.16% | 87.68% |
| Worst Month | -20.46% | -37.3% |
| Best Year | 194.82% | 233.12% |
| Worst Year | -30.44% | -74.18% |
| Avg. Up Day | 4.05% | 4.06% |
| Avg. Down Day | -3.13% | -3.44% |
| Avg. Up Week | 10.16% | 9.82% |
| Avg. Down Week | -6.45% | -6.92% |
| Avg. Up Month | 25.26% | 30.82% |
| Avg. Down Month | -8.14% | -21.32% |
| Win Days % | 48.46% | 48.45% |
| Win Month % | 58.62% | 50.0% |
| Win Week % | 50.53% | 47.16% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |