| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 63.07% | -41.73% |
| Max Drawdown | -35.71% | -71.54% |
| Sharpe | 1.02 | -0.11 |
| Sortino | 1.76 | -0.17 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.26 | 0.98 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.79 | 0.56 |
| Tail Ratio | 1.12 | 1.07 |
| Outlier Win Ratio | 12.43 | 3.93 |
| Outlier Loss Ratio | 3.19 | 3.03 |
| Volatility (ann.) | 67.67% | 92.26% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.68 | -0.57 |
| Skew | 1.76 | 0.73 |
| Kurtosis | 11.98 | 3.0 |
| Expected Daily % | 0.13% | -0.14% |
| Expected Monthly % | 3.83% | -4.07% |
| Expected Yearly % | 27.7% | -23.67% |
| Kelly Criterion | 8.09% | 2.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.64% | -7.97% |
| Expected Shortfall (cVaR) | -5.64% | -7.97% |
| Year | 7104734:MKRUSD | 7104734:mkrusd:triple_gx:lsma125_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 45.41 | -1.01 | + |
| 2025 | 5.52 | 12.15 | 2.20 | + |
| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| MTD | -9.57% | 6.27% |
| 3M | -34.13% | -9.3% |
| 6M | 8.98% | -13.7% |
| YTD | 12.15% | 5.52% |
| 1Y | 63.07% | -41.87% |
| 3Y (ann.) | 59.96% | -40.48% |
| 5Y (ann.) | 59.96% | -40.48% |
| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| Max Drawdown | -35.71% | -71.54% |
| Longest DD Days | 127.0 | 375.0 |
| Avg. Drawdown | -12.43% | -36.63% |
| Avg. Drawdown Days | 28.0 | 188.0 |
| Recovery Factor | 1.77 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-28 | 2025-05-31 | -35.71 | 92 |
| 2024-07-17 | 2024-11-21 | -30.09 | 127 |
| 2024-12-04 | 2025-02-20 | -25.26 | 78 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-06-17 | 2024-06-19 | -8.24 | 2 |
| 2025-02-24 | 2025-02-25 | -7.22 | 1 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-06-12 | 2024-06-15 | -2.61 | 3 |
| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 45.65% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 55.92% | 46.5% |
| Worst Month | -20.46% | -37.3% |
| Best Year | 45.41% | 5.52% |
| Worst Year | 12.15% | -44.78% |
| Avg. Up Day | 4.38% | 4.38% |
| Avg. Down Day | -3.3% | -3.57% |
| Avg. Up Week | 12.73% | 13.89% |
| Avg. Down Week | -7.8% | -8.36% |
| Avg. Up Month | 35.56% | 31.64% |
| Avg. Down Month | -8.9% | -17.02% |
| Win Days % | 47.62% | 46.32% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 50.0% | 43.86% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |