| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 668.03% | -29.01% |
| Max Drawdown | -48.65% | -79.31% |
| Sharpe | 1.2 | 0.34 |
| Sortino | 2.17 | 0.54 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.69 | 1.2 |
| CPC Index | 0.9 | 0.61 |
| Tail Ratio | 1.26 | 1.14 |
| Outlier Win Ratio | 14.05 | 4.09 |
| Outlier Loss Ratio | 3.37 | 3.21 |
| Volatility (ann.) | 64.08% | 91.36% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.57 | -0.11 |
| Skew | 2.23 | 0.92 |
| Kurtosis | 16.21 | 4.25 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.74% | -0.78% |
| Expected Yearly % | 66.47% | -8.21% |
| Kelly Criterion | 11.27% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -7.78% |
| Expected Shortfall (cVaR) | -5.31% | -7.78% |
| Year | 7102690:MKRUSD | 7102690:mkrusd:triple_gx:lsma160_115_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.20 | 46.24 | -0.63 | + |
| 2023 | 233.12 | 142.00 | 0.61 | - |
| 2024 | -12.32 | 198.89 | -16.14 | + |
| 2025 | -9.30 | -27.39 | 2.95 | - |
| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 3.56% | -28.5% |
| 6M | -21.49% | -3.55% |
| YTD | -27.39% | -9.3% |
| 1Y | 8.16% | -0.4% |
| 3Y (ann.) | 67.27% | 13.76% |
| 5Y (ann.) | 76.17% | -9.08% |
| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690:MKRUSD |
|---|---|---|
| Max Drawdown | -48.65% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.93% | -19.67% |
| Avg. Drawdown Days | 34.0 | 118.0 |
| Recovery Factor | 13.73 | -0.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -48.65 | 313 |
| 2024-07-17 | 2024-11-25 | -36.23 | 131 |
| 2023-03-06 | 2023-07-03 | -32.20 | 119 |
| 2022-11-11 | 2023-03-01 | -29.36 | 110 |
| 2022-05-16 | 2022-09-25 | -29.02 | 132 |
| 2022-10-19 | 2022-11-10 | -22.27 | 22 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2022-03-10 | 2022-05-12 | -17.72 | 63 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2023-07-05 | 2023-07-19 | -11.65 | 14 |
| Metric | 7102690:mkrusd:triple_gx:lsma160_115_35 | 7102690: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 | -20.63% | -37.3% |
| Best Year | 198.89% | 233.12% |
| Worst Year | -27.39% | -73.2% |
| Avg. Up Day | 4.24% | 4.25% |
| Avg. Down Day | -3.08% | -3.49% |
| Avg. Up Week | 10.24% | 10.88% |
| Avg. Down Week | -6.54% | -8.09% |
| Avg. Up Month | 28.56% | 29.06% |
| Avg. Down Month | -7.88% | -24.85% |
| Win Days % | 48.57% | 47.81% |
| Win Month % | 58.06% | 52.27% |
| Win Week % | 54.9% | 46.88% |
| Win Quarter % | 66.67% | 43.75% |
| Win Year % | 75.0% | 25.0% |