| Metric | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748:MKRUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 579.48% | -31.6% |
| Max Drawdown | -43.61% | -79.31% |
| Sharpe | 1.1 | 0.33 |
| Sortino | 1.93 | 0.53 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.56 | 1.22 |
| CPC Index | 0.81 | 0.62 |
| Tail Ratio | 1.21 | 1.16 |
| Outlier Win Ratio | 12.67 | 4.19 |
| Outlier Loss Ratio | 3.28 | 3.19 |
| Volatility (ann.) | 68.05% | 91.75% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.58 | -0.12 |
| Skew | 1.85 | 0.89 |
| Kurtosis | 13.2 | 4.1 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.35% | -0.84% |
| Expected Yearly % | 61.45% | -9.06% |
| Kelly Criterion | 8.29% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.65% | -7.82% |
| Expected Shortfall (cVaR) | -5.65% | -7.82% |
| Year | 7104748:MKRUSD | 7104748:mkrusd:triple_gx:lsma140_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.18 | -12.99 | 0.18 | + |
| 2023 | 233.12 | 130.10 | 0.56 | - |
| 2024 | -12.32 | 275.90 | -22.39 | + |
| 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.) | 91.0% | 13.76% |
| 5Y (ann.) | 68.93% | -9.87% |
| Metric | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748:MKRUSD |
|---|---|---|
| Max Drawdown | -43.61% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.47% | -19.01% |
| Avg. Drawdown Days | 36.0 | 101.0 |
| Recovery Factor | 13.29 | -0.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -43.61 | 313 |
| 2022-02-26 | 2022-10-16 | -40.19 | 232 |
| 2023-03-06 | 2023-07-03 | -34.07 | 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 | -22.26 | 113 |
| 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 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| Metric | 7104748:mkrusd:triple_gx:lsma140_105_40 | 7104748: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 | 275.9% | 233.12% |
| Worst Year | -12.99% | -74.18% |
| Avg. Up Day | 4.32% | 4.32% |
| Avg. Down Day | -3.3% | -3.55% |
| Avg. Up Week | 8.92% | 9.61% |
| Avg. Down Week | -7.35% | -7.49% |
| Avg. Up Month | 25.37% | 30.27% |
| Avg. Down Month | -8.86% | -21.25% |
| Win Days % | 48.04% | 48.0% |
| Win Month % | 60.61% | 51.11% |
| Win Week % | 62.14% | 46.67% |
| Win Quarter % | 73.33% | 43.75% |
| Win Year % | 50.0% | 25.0% |