| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 427.3% | -22.85% |
| Max Drawdown | -35.89% | -77.23% |
| Sharpe | 1.15 | 0.35 |
| Sortino | 2.03 | 0.55 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | 1.7 | 1.16 |
| CPC Index | 0.88 | 0.61 |
| Tail Ratio | 1.27 | 1.1 |
| Outlier Win Ratio | 15.72 | 4.29 |
| Outlier Loss Ratio | 3.17 | 3.23 |
| Volatility (ann.) | 62.95% | 90.38% |
| R^2 | 0.49 | 0.49 |
| Calmar | 1.94 | -0.1 |
| Skew | 2.12 | 0.99 |
| Kurtosis | 17.15 | 4.8 |
| Expected Daily % | 0.15% | -0.02% |
| Expected Monthly % | 4.47% | -0.68% |
| Expected Yearly % | 51.54% | -6.28% |
| Kelly Criterion | 11.54% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -7.7% |
| Expected Shortfall (cVaR) | -5.22% | -7.7% |
| Year | 7104803:MKRUSD | 7104803:mkrusd:triple_gx:lsma190_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.97 | -17.09 | 0.23 | + |
| 2023 | 233.12 | 134.03 | 0.57 | - |
| 2024 | -12.32 | 204.25 | -16.58 | + |
| 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.) | 84.14% | 4.67% |
| 5Y (ann.) | 69.58% | -7.91% |
| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803:MKRUSD |
|---|---|---|
| Max Drawdown | -35.89% | -77.23% |
| Longest DD Days | 234.0 | 641.0 |
| Avg. Drawdown | -9.65% | -21.93% |
| Avg. Drawdown Days | 35.0 | 113.0 |
| Recovery Factor | 11.9 | -0.3 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-30 | 2022-10-16 | -35.89 | 169 |
| 2022-11-11 | 2023-07-03 | -33.54 | 234 |
| 2024-12-04 | 2025-05-31 | -31.38 | 178 |
| 2024-04-05 | 2024-07-14 | -23.67 | 100 |
| 2022-10-19 | 2022-11-10 | -22.90 | 22 |
| 2024-09-28 | 2024-11-24 | -18.41 | 57 |
| 2024-03-18 | 2024-03-21 | -15.24 | 3 |
| 2024-01-12 | 2024-03-06 | -9.82 | 54 |
| 2024-08-14 | 2024-09-27 | -9.81 | 44 |
| 2024-03-22 | 2024-03-28 | -9.66 | 6 |
| Metric | 7104803:mkrusd:triple_gx:lsma190_105_40 | 7104803: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 | -12.75% | -37.3% |
| Best Year | 204.25% | 233.12% |
| Worst Year | -17.09% | -74.97% |
| Avg. Up Day | 4.31% | 4.32% |
| Avg. Down Day | -3.26% | -3.62% |
| Avg. Up Week | 9.07% | 10.12% |
| Avg. Down Week | -7.83% | -8.47% |
| Avg. Up Month | 30.84% | 30.64% |
| Avg. Down Month | -9.55% | -22.48% |
| Win Days % | 49.64% | 48.2% |
| Win Month % | 56.52% | 50.0% |
| Win Week % | 63.89% | 47.62% |
| Win Quarter % | 63.64% | 46.15% |
| Win Year % | 50.0% | 50.0% |