| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 23.32% | -49.92% |
| Max Drawdown | -47.42% | -71.54% |
| Sharpe | 0.54 | -0.06 |
| Sortino | 0.89 | -0.08 |
| Payoff Ratio | 1.4 | 1.3 |
| Profit Factor | 1.13 | 0.99 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.12 | 1.09 |
| Outlier Win Ratio | 12.36 | 3.15 |
| Outlier Loss Ratio | 3.46 | 3.23 |
| Volatility (ann.) | 62.21% | 94.62% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.34 | -0.54 |
| Skew | 1.46 | 0.69 |
| Kurtosis | 11.78 | 2.49 |
| Expected Daily % | 0.04% | -0.13% |
| Expected Monthly % | 1.17% | -3.77% |
| Expected Yearly % | 11.05% | -29.23% |
| Kelly Criterion | 3.48% | 4.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -8.16% |
| Expected Shortfall (cVaR) | -5.26% | -8.16% |
| Year | 7104746:MKRUSD | 7104746:mkrusd:triple_gx:lsma145_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 51.44 | -1.15 | + |
| 2025 | -9.30 | -18.56 | 2.00 | - |
| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | -2.23% | -28.5% |
| 6M | 5.02% | -3.55% |
| YTD | -18.56% | -9.3% |
| 1Y | 13.23% | -0.4% |
| 3Y (ann.) | 16.02% | -38.74% |
| 5Y (ann.) | 16.02% | -38.74% |
| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| Max Drawdown | -47.42% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -12.19% | -36.63% |
| Avg. Drawdown Days | 47.0 | 256.0 |
| Recovery Factor | 0.49 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -47.42 | 313 |
| 2024-07-17 | 2024-11-07 | -21.41 | 113 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| 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 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-11-08 | 2024-11-11 | -2.62 | 3 |
| 2024-11-22 | 2024-11-23 | -0.33 | 1 |
| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 27.07% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 46.5% | 46.5% |
| Worst Month | -20.46% | -37.3% |
| Best Year | 51.44% | -9.3% |
| Worst Year | -18.56% | -44.78% |
| Avg. Up Day | 4.56% | 4.57% |
| Avg. Down Day | -3.27% | -3.5% |
| Avg. Up Week | 10.46% | 10.95% |
| Avg. Down Week | -7.36% | -7.51% |
| Avg. Up Month | 20.7% | 26.92% |
| Avg. Down Month | -9.07% | -20.09% |
| Win Days % | 43.78% | 45.7% |
| Win Month % | 46.15% | 50.0% |
| Win Week % | 45.95% | 43.42% |
| Win Quarter % | 66.67% | 14.29% |
| Win Year % | 50.0% | 0.0% |