| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803:MKRUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 24.29% | -41.73% |
| Max Drawdown | -31.38% | -71.54% |
| Sharpe | 0.67 | -0.11 |
| Sortino | 1.06 | -0.17 |
| Payoff Ratio | 1.47 | 1.29 |
| Profit Factor | 1.19 | 0.98 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.29 | 1.07 |
| Outlier Win Ratio | 16.82 | 3.04 |
| Outlier Loss Ratio | 3.28 | 2.75 |
| Volatility (ann.) | 48.73% | 92.26% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.74 | -0.57 |
| Skew | 0.89 | 0.73 |
| Kurtosis | 11.49 | 3.0 |
| Expected Daily % | 0.06% | -0.14% |
| Expected Monthly % | 1.69% | -4.07% |
| Expected Yearly % | 11.48% | -23.67% |
| Kelly Criterion | 5.83% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.11% | -7.97% |
| Expected Shortfall (cVaR) | -4.11% | -7.97% |
| Year | 7104803:MKRUSD | 7104803:mkrusd:triple_gx:lsma190_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 39.15 | -0.87 | + |
| 2025 | 5.52 | -10.68 | -1.94 | - |
| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803:MKRUSD |
|---|---|---|
| MTD | -10.68% | 6.27% |
| 3M | -10.68% | -9.3% |
| 6M | -13.21% | -13.7% |
| YTD | -10.68% | 5.52% |
| 1Y | 24.29% | -41.87% |
| 3Y (ann.) | 23.22% | -40.48% |
| 5Y (ann.) | 23.22% | -40.48% |
| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803:MKRUSD |
|---|---|---|
| Max Drawdown | -31.38% | -71.54% |
| Longest DD Days | 178.0 | 375.0 |
| Avg. Drawdown | -12.82% | -36.63% |
| Avg. Drawdown Days | 37.0 | 188.0 |
| Recovery Factor | 0.77 | -0.58 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-31 | -31.38 | 178 |
| 2024-09-28 | 2024-11-24 | -18.41 | 57 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-19 | 2024-06-27 | -12.05 | 8 |
| 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 |
| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803:MKRUSD |
|---|---|---|
| Best Day | 16.21% | 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 | 39.15% | 5.52% |
| Worst Year | -10.68% | -44.78% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -2.87% | -3.28% |
| Avg. Up Week | 11.67% | 12.96% |
| Avg. Down Week | -7.39% | -7.05% |
| Avg. Up Month | 24.9% | 28.55% |
| Avg. Down Month | -8.06% | -19.51% |
| Win Days % | 43.97% | 46.32% |
| Win Month % | 62.5% | 46.15% |
| Win Week % | 47.62% | 43.86% |
| Win Quarter % | 75.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |