| Metric | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748:MKRUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 35.26% | -49.92% |
| Max Drawdown | -43.61% | -71.54% |
| Sharpe | 0.65 | -0.06 |
| Sortino | 1.07 | -0.08 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.16 | 0.99 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.14 | 1.09 |
| Outlier Win Ratio | 12.96 | 3.54 |
| Outlier Loss Ratio | 3.37 | 3.23 |
| Volatility (ann.) | 64.72% | 94.62% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.55 | -0.54 |
| Skew | 1.5 | 0.69 |
| Kurtosis | 10.83 | 2.49 |
| Expected Daily % | 0.06% | -0.13% |
| Expected Monthly % | 1.69% | -3.77% |
| Expected Yearly % | 16.3% | -29.23% |
| Kelly Criterion | 4.1% | 3.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -8.16% |
| Expected Shortfall (cVaR) | -5.46% | -8.16% |
| Year | 7104748:MKRUSD | 7104748:mkrusd:triple_gx:lsma140_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 49.80 | -1.11 | + |
| 2025 | -9.30 | -9.71 | 1.04 | - |
| Metric | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 1.65% | -28.5% |
| 6M | 8.57% | -3.55% |
| YTD | -9.71% | -9.3% |
| 1Y | 25.54% | -0.4% |
| 3Y (ann.) | 23.87% | -38.74% |
| 5Y (ann.) | 23.87% | -38.74% |
| Metric | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748:MKRUSD |
|---|---|---|
| Max Drawdown | -43.61% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -11.9% | -36.63% |
| Avg. Drawdown Days | 47.0 | 256.0 |
| Recovery Factor | 0.81 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -43.61 | 313 |
| 2024-07-17 | 2024-11-07 | -22.26 | 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 | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748: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 | 49.8% | -9.3% |
| Worst Year | -9.71% | -44.78% |
| Avg. Up Day | 4.65% | 4.66% |
| Avg. Down Day | -3.38% | -3.61% |
| Avg. Up Week | 9.88% | 10.74% |
| Avg. Down Week | -7.46% | -7.17% |
| Avg. Up Month | 19.03% | 29.65% |
| Avg. Down Month | -12.69% | -19.13% |
| Win Days % | 44.44% | 45.7% |
| Win Month % | 61.54% | 50.0% |
| Win Week % | 50.0% | 43.42% |
| Win Quarter % | 66.67% | 14.29% |
| Win Year % | 50.0% | 0.0% |