| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 55.75% | -49.92% |
| Max Drawdown | -39.24% | -71.54% |
| Sharpe | 0.84 | -0.06 |
| Sortino | 1.4 | -0.08 |
| Payoff Ratio | 1.58 | 1.38 |
| Profit Factor | 1.22 | 0.99 |
| Common Sense Ratio | 1.64 | 1.08 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.35 | 1.09 |
| Outlier Win Ratio | 13.61 | 3.15 |
| Outlier Loss Ratio | 3.69 | 2.94 |
| Volatility (ann.) | 55.94% | 94.62% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.94 | -0.54 |
| Skew | 1.32 | 0.69 |
| Kurtosis | 10.5 | 2.49 |
| Expected Daily % | 0.09% | -0.13% |
| Expected Monthly % | 2.49% | -3.77% |
| Expected Yearly % | 24.8% | -29.23% |
| Kelly Criterion | 5.78% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -8.16% |
| Expected Shortfall (cVaR) | -4.69% | -8.16% |
| Year | 7104793:MKRUSD | 7104793:mkrusd:triple_gx:lsma180_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 63.48 | -1.42 | + |
| 2025 | -9.30 | -4.73 | 0.51 | + |
| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | 11.32% | -28.5% |
| 6M | -4.73% | -3.55% |
| YTD | -4.73% | -9.3% |
| 1Y | 21.44% | -0.4% |
| 3Y (ann.) | 36.89% | -38.74% |
| 5Y (ann.) | 36.89% | -38.74% |
| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| Max Drawdown | -39.24% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -10.85% | -36.63% |
| Avg. Drawdown Days | 42.0 | 256.0 |
| Recovery Factor | 1.42 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -39.24 | 313 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-09-28 | 2024-11-21 | -14.19 | 54 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| 2024-07-17 | 2024-08-08 | -9.20 | 22 |
| 2024-08-09 | 2024-08-13 | -8.25 | 4 |
| 2024-11-26 | 2024-11-27 | -4.69 | 1 |
| 2024-11-28 | 2024-12-02 | -3.32 | 4 |
| 2024-11-22 | 2024-11-23 | -0.33 | 1 |
| Metric | 7104793:mkrusd:triple_gx:lsma180_105_40 | 7104793:MKRUSD |
|---|---|---|
| Best Day | 19.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 22.35% | 45.65% |
| Worst Week | -20.1% | -19.71% |
| Best Month | 34.07% | 46.5% |
| Worst Month | -11.19% | -37.3% |
| Best Year | 63.48% | -9.3% |
| Worst Year | -4.73% | -44.78% |
| Avg. Up Day | 4.45% | 4.46% |
| Avg. Down Day | -2.81% | -3.23% |
| Avg. Up Week | 9.65% | 11.32% |
| Avg. Down Week | -6.04% | -7.05% |
| Avg. Up Month | 21.01% | 23.43% |
| Avg. Down Month | -5.93% | -20.34% |
| Win Days % | 42.27% | 45.7% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 51.43% | 43.42% |
| Win Quarter % | 80.0% | 14.29% |
| Win Year % | 50.0% | 0.0% |