| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792:MKRUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 507.52% | -32.82% |
| Max Drawdown | -46.04% | -79.31% |
| Sharpe | 1.1 | 0.32 |
| Sortino | 1.96 | 0.51 |
| Payoff Ratio | 1.34 | 1.23 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.53 | 1.2 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.17 | 1.14 |
| Outlier Win Ratio | 14.54 | 4.2 |
| Outlier Loss Ratio | 3.35 | 3.21 |
| Volatility (ann.) | 64.68% | 91.53% |
| R^2 | 0.5 | 0.5 |
| Calmar | 1.43 | -0.13 |
| Skew | 2.16 | 0.92 |
| Kurtosis | 16.28 | 4.27 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.19% | -0.9% |
| Expected Yearly % | 57.0% | -9.47% |
| Kelly Criterion | 9.02% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -7.8% |
| Expected Shortfall (cVaR) | -5.37% | -7.8% |
| Year | 7104792:MKRUSD | 7104792:mkrusd:triple_gx:lsma175_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.64 | -22.29 | 0.30 | + |
| 2023 | 233.12 | 138.41 | 0.59 | - |
| 2024 | -12.32 | 314.82 | -25.55 | + |
| 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.) | 91.06% | 13.76% |
| 5Y (ann.) | 66.02% | -10.57% |
| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792:MKRUSD |
|---|---|---|
| Max Drawdown | -46.04% | -79.31% |
| Longest DD Days | 313.0 | 705.0 |
| Avg. Drawdown | -10.43% | -18.42% |
| Avg. Drawdown Days | 34.0 | 117.0 |
| Recovery Factor | 11.02 | -0.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -46.04 | 313 |
| 2022-04-16 | 2022-10-17 | -45.28 | 184 |
| 2023-03-06 | 2023-07-03 | -30.82 | 119 |
| 2022-11-11 | 2023-03-05 | -27.84 | 114 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-04-05 | 2024-06-27 | -18.73 | 83 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-09-28 | 2024-11-06 | -15.80 | 39 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-07-17 | 2024-08-13 | -12.70 | 27 |
| Metric | 7104792:mkrusd:triple_gx:lsma175_105_40 | 7104792: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 | -23.89% | -37.3% |
| Best Year | 314.82% | 233.12% |
| Worst Year | -22.29% | -74.64% |
| Avg. Up Day | 4.31% | 4.32% |
| Avg. Down Day | -3.21% | -3.52% |
| Avg. Up Week | 9.11% | 9.48% |
| Avg. Down Week | -6.87% | -8.15% |
| Avg. Up Month | 28.03% | 28.77% |
| Avg. Down Month | -8.68% | -22.22% |
| Win Days % | 47.86% | 47.83% |
| Win Month % | 55.17% | 52.27% |
| Win Week % | 59.34% | 46.84% |
| Win Quarter % | 71.43% | 43.75% |
| Win Year % | 50.0% | 25.0% |