| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 581.67% | -26.73% |
| Max Drawdown | -56.74% | -79.31% |
| Sharpe | 1.17 | 0.34 |
| Sortino | 2.06 | 0.53 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.56 | 1.19 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.21 | 1.14 |
| Outlier Win Ratio | 11.85 | 4.35 |
| Outlier Loss Ratio | 3.31 | 3.21 |
| Volatility (ann.) | 69.88% | 90.53% |
| R^2 | 0.6 | 0.6 |
| Calmar | 1.38 | -0.11 |
| Skew | 1.87 | 0.93 |
| Kurtosis | 12.92 | 4.51 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.92% | -0.77% |
| Expected Yearly % | 61.58% | -7.48% |
| Kelly Criterion | 9.31% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -7.71% |
| Expected Shortfall (cVaR) | -5.79% | -7.71% |
| Year | 7104734:MKRUSD | 7104734:mkrusd:triple_gx:lsma125_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.23 | -30.82 | 0.40 | + |
| 2023 | 233.12 | 135.31 | 0.58 | - |
| 2024 | -12.32 | 273.37 | -22.19 | + |
| 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.) | 98.27% | 4.67% |
| 5Y (ann.) | 78.08% | -8.93% |
| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| Max Drawdown | -56.74% | -79.31% |
| Longest DD Days | 505.0 | 705.0 |
| Avg. Drawdown | -10.65% | -27.93% |
| Avg. Drawdown Days | 39.0 | 150.0 |
| Recovery Factor | 10.25 | -0.34 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-26 | 2023-07-16 | -56.74 | 505 |
| 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 |
| 2023-10-24 | 2023-12-28 | -16.53 | 65 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-01-12 | 2024-03-06 | -9.82 | 54 |
| 2024-03-22 | 2024-03-28 | -9.66 | 6 |
| Metric | 7104734:mkrusd:triple_gx:lsma125_105_40 | 7104734:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 45.65% | 45.65% |
| Worst Week | -22.59% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -32.25% | -37.3% |
| Best Year | 273.37% | 233.12% |
| Worst Year | -30.82% | -76.23% |
| Avg. Up Day | 4.15% | 4.16% |
| Avg. Down Day | -3.2% | -3.47% |
| Avg. Up Week | 9.74% | 10.19% |
| Avg. Down Week | -7.22% | -7.83% |
| Avg. Up Month | 31.09% | 30.82% |
| Avg. Down Month | -10.82% | -19.11% |
| Win Days % | 48.79% | 48.34% |
| Win Month % | 54.84% | 50.0% |
| Win Week % | 58.82% | 47.19% |
| Win Quarter % | 78.57% | 42.86% |
| Win Year % | 75.0% | 50.0% |