| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 47.76% | -49.92% |
| Max Drawdown | -46.04% | -71.54% |
| Sharpe | 0.76 | -0.06 |
| Sortino | 1.32 | -0.08 |
| Payoff Ratio | 1.63 | 1.43 |
| Profit Factor | 1.21 | 0.99 |
| Common Sense Ratio | 1.56 | 1.08 |
| CPC Index | 0.81 | 0.65 |
| Tail Ratio | 1.29 | 1.09 |
| Outlier Win Ratio | 14.49 | 3.3 |
| Outlier Loss Ratio | 3.71 | 2.94 |
| Volatility (ann.) | 57.66% | 94.62% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.69 | -0.54 |
| Skew | 1.97 | 0.69 |
| Kurtosis | 15.61 | 2.49 |
| Expected Daily % | 0.08% | -0.13% |
| Expected Monthly % | 2.19% | -3.77% |
| Expected Yearly % | 21.56% | -29.23% |
| Kelly Criterion | 4.92% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.84% | -8.16% |
| Expected Shortfall (cVaR) | -4.84% | -8.16% |
| Year | 7104792:MKRUSD | 7104792:mkrusd:triple_gx:lsma175_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 86.92 | -1.94 | + |
| 2025 | -9.30 | -20.95 | 2.25 | - |
| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 1.7% | -28.5% |
| 6M | -19.87% | -3.55% |
| YTD | -20.95% | -9.3% |
| 1Y | 24.54% | -0.4% |
| 3Y (ann.) | 31.88% | -38.74% |
| 5Y (ann.) | 31.88% | -38.74% |
| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792:MKRUSD |
|---|---|---|
| Max Drawdown | -46.04% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -10.81% | -36.63% |
| Avg. Drawdown Days | 36.0 | 256.0 |
| Recovery Factor | 1.04 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -46.04 | 313 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-09-28 | 2024-11-06 | -15.80 | 39 |
| 2024-07-17 | 2024-08-13 | -12.70 | 27 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| 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 |
| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 32.14% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 65.71% | 46.5% |
| Worst Month | -17.99% | -37.3% |
| Best Year | 86.92% | -9.3% |
| Worst Year | -20.95% | -44.78% |
| Avg. Up Day | 4.61% | 4.62% |
| Avg. Down Day | -2.82% | -3.24% |
| Avg. Up Week | 10.81% | 10.2% |
| Avg. Down Week | -5.46% | -7.04% |
| Avg. Up Month | 26.43% | 23.43% |
| Avg. Down Month | -3.56% | -19.83% |
| Win Days % | 41.05% | 45.7% |
| Win Month % | 46.15% | 50.0% |
| Win Week % | 44.44% | 43.42% |
| Win Quarter % | 50.0% | 14.29% |
| Win Year % | 50.0% | 0.0% |