| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 14.42% | -41.73% |
| Max Drawdown | -36.96% | -71.54% |
| Sharpe | 0.51 | -0.11 |
| Sortino | 0.8 | -0.17 |
| Payoff Ratio | 1.39 | 1.24 |
| Profit Factor | 1.14 | 0.98 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.26 | 1.07 |
| Outlier Win Ratio | 15.03 | 3.18 |
| Outlier Loss Ratio | 3.41 | 3.19 |
| Volatility (ann.) | 57.53% | 92.26% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.37 | -0.57 |
| Skew | 1.38 | 0.73 |
| Kurtosis | 16.16 | 3.0 |
| Expected Daily % | 0.04% | -0.14% |
| Expected Monthly % | 1.04% | -4.07% |
| Expected Yearly % | 6.97% | -23.67% |
| Kelly Criterion | 4.35% | 2.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.87% | -7.97% |
| Expected Shortfall (cVaR) | -4.87% | -7.97% |
| Year | 7102687:MKRUSD | 7102687:mkrusd:triple_gx:lsma155_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 37.30 | -0.83 | + |
| 2025 | 5.52 | -16.66 | -3.02 | - |
| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| MTD | -9.26% | 6.27% |
| 3M | -16.66% | -9.3% |
| 6M | -13.54% | -13.7% |
| YTD | -16.66% | 5.52% |
| 1Y | 14.42% | -41.87% |
| 3Y (ann.) | 13.81% | -40.48% |
| 5Y (ann.) | 13.81% | -40.48% |
| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| Max Drawdown | -36.96% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -17.28% | -36.63% |
| Avg. Drawdown Days | 55.0 | 188.0 |
| Recovery Factor | 0.39 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-17 | 2024-11-25 | -36.96 | 131 |
| 2024-12-04 | 2025-05-31 | -33.51 | 178 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-22 | 2024-06-25 | -6.89 | 3 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| Metric | 7102687:mkrusd:triple_gx:lsma155_115_35 | 7102687:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -14.04% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -17.29% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -20.63% | -37.3% |
| Best Year | 37.3% | 5.52% |
| Worst Year | -16.66% | -44.78% |
| Avg. Up Day | 4.44% | 4.44% |
| Avg. Down Day | -3.2% | -3.59% |
| Avg. Up Week | 12.07% | 12.05% |
| Avg. Down Week | -6.74% | -8.68% |
| Avg. Up Month | 25.37% | 28.55% |
| Avg. Down Month | -9.64% | -24.87% |
| Win Days % | 44.44% | 46.32% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 42.31% | 43.86% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |