| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 474.08% | -25.64% |
| Max Drawdown | -47.42% | -79.31% |
| Sharpe | 1.04 | 0.36 |
| Sortino | 1.82 | 0.57 |
| Payoff Ratio | 1.32 | 1.22 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.5 | 1.22 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.18 | 1.15 |
| Outlier Win Ratio | 12.88 | 4.15 |
| Outlier Loss Ratio | 3.31 | 3.21 |
| Volatility (ann.) | 67.11% | 91.65% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.3 | -0.1 |
| Skew | 1.87 | 0.89 |
| Kurtosis | 13.79 | 4.14 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.96% | -0.66% |
| Expected Yearly % | 54.79% | -7.14% |
| Kelly Criterion | 8.14% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -7.8% |
| Expected Shortfall (cVaR) | -5.59% | -7.8% |
| Year | 7104746:MKRUSD | 7104746:mkrusd:triple_gx:lsma145_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.93 | -15.23 | 0.21 | + |
| 2023 | 233.12 | 118.85 | 0.51 | - |
| 2024 | -12.32 | 280.00 | -22.72 | + |
| 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.) | 82.15% | 13.76% |
| 5Y (ann.) | 61.6% | -7.81% |
| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| Max Drawdown | -47.42% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.79% | -18.14% |
| Avg. Drawdown Days | 37.0 | 101.0 |
| Recovery Factor | 10.0 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -47.42 | 313 |
| 2022-02-26 | 2022-10-17 | -41.73 | 233 |
| 2023-03-06 | 2023-07-03 | -30.71 | 119 |
| 2022-11-11 | 2023-03-05 | -27.84 | 114 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-07-17 | 2024-11-07 | -21.41 | 113 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2023-10-23 | 2023-12-28 | -16.68 | 66 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| Metric | 7104746:mkrusd:triple_gx:lsma145_105_40 | 7104746:MKRUSD |
|---|---|---|
| Best Day | 31.53% | 31.53% |
| Worst Day | -16.78% | -16.78% |
| Best Week | 34.9% | 45.65% |
| Worst Week | -20.1% | -26.61% |
| Best Month | 96.21% | 87.68% |
| Worst Month | -20.46% | -37.3% |
| Best Year | 280.0% | 233.12% |
| Worst Year | -18.56% | -71.93% |
| Avg. Up Day | 4.27% | 4.28% |
| Avg. Down Day | -3.24% | -3.5% |
| Avg. Up Week | 9.04% | 9.71% |
| Avg. Down Week | -7.42% | -7.69% |
| Avg. Up Month | 25.03% | 28.0% |
| Avg. Down Month | -9.33% | -21.33% |
| Win Days % | 47.75% | 48.03% |
| Win Month % | 54.55% | 53.33% |
| Win Week % | 60.19% | 46.91% |
| Win Quarter % | 73.33% | 43.75% |
| Win Year % | 50.0% | 25.0% |