| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 93.02% | -41.73% |
| Max Drawdown | -27.55% | -71.54% |
| Sharpe | 1.42 | -0.11 |
| Sortino | 2.6 | -0.17 |
| Payoff Ratio | 1.73 | 1.51 |
| Profit Factor | 1.48 | 0.98 |
| Common Sense Ratio | 2.45 | 1.06 |
| CPC Index | 1.17 | 0.69 |
| Tail Ratio | 1.66 | 1.07 |
| Outlier Win Ratio | 16.09 | 3.34 |
| Outlier Loss Ratio | 3.35 | 2.75 |
| Volatility (ann.) | 54.43% | 92.26% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.2 | -0.57 |
| Skew | 2.22 | 0.73 |
| Kurtosis | 18.93 | 3.0 |
| Expected Daily % | 0.17% | -0.14% |
| Expected Monthly % | 5.19% | -4.07% |
| Expected Yearly % | 38.93% | -23.67% |
| Kelly Criterion | 14.26% | 10.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.47% | -7.97% |
| Expected Shortfall (cVaR) | -4.47% | -7.97% |
| Year | 7104651:MKRUSD | 7104651:mkrusd:triple_gx:lsma175_100_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 94.43 | -2.11 | + |
| 2025 | 5.52 | -0.73 | -0.13 | - |
| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| MTD | -1.5% | 6.27% |
| 3M | -0.73% | -9.3% |
| 6M | -3.53% | -13.7% |
| YTD | -0.73% | 5.52% |
| 1Y | 93.02% | -41.87% |
| 3Y (ann.) | 88.07% | -40.48% |
| 5Y (ann.) | 88.07% | -40.48% |
| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| Max Drawdown | -27.55% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -9.05% | -36.63% |
| Avg. Drawdown Days | 23.0 | 188.0 |
| Recovery Factor | 3.38 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -27.55 | 178 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-09-28 | 2024-11-06 | -15.80 | 39 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| 2024-07-17 | 2024-08-08 | -9.20 | 22 |
| 2024-08-09 | 2024-08-13 | -8.25 | 4 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-19 | 2024-11-21 | -4.18 | 2 |
| Metric | 7104651:mkrusd:triple_gx:lsma175_100_40 | 7104651:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 32.14% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 65.71% | 46.5% |
| Worst Month | -7.31% | -37.3% |
| Best Year | 94.43% | 5.52% |
| Worst Year | -0.73% | -44.78% |
| Avg. Up Day | 4.81% | 4.82% |
| Avg. Down Day | -2.77% | -3.2% |
| Avg. Up Week | 12.73% | 11.76% |
| Avg. Down Week | -7.15% | -7.28% |
| Avg. Up Month | 40.71% | 28.55% |
| Avg. Down Month | -6.12% | -19.51% |
| Win Days % | 45.61% | 46.32% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 59.09% | 43.86% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |