| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 12.33% | -49.92% |
| Max Drawdown | -45.26% | -71.54% |
| Sharpe | 0.43 | -0.06 |
| Sortino | 0.7 | -0.08 |
| Payoff Ratio | 1.43 | 1.35 |
| Profit Factor | 1.11 | 0.99 |
| Common Sense Ratio | 1.47 | 1.08 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.32 | 1.09 |
| Outlier Win Ratio | 14.72 | 3.3 |
| Outlier Loss Ratio | 3.67 | 3.29 |
| Volatility (ann.) | 59.49% | 94.62% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.19 | -0.54 |
| Skew | 1.61 | 0.69 |
| Kurtosis | 14.42 | 2.49 |
| Expected Daily % | 0.02% | -0.13% |
| Expected Monthly % | 0.65% | -3.77% |
| Expected Yearly % | 5.99% | -29.23% |
| Kelly Criterion | 1.72% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.05% | -8.16% |
| Expected Shortfall (cVaR) | -5.05% | -8.16% |
| Year | 7105044:MKRUSD | 7105044:mkrusd:triple_gx:lsma170_115_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -44.78 | 67.37 | -1.50 | + |
| 2025 | -9.30 | -32.88 | 3.54 | - |
| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| MTD | 0.0% | -22.63% |
| 3M | -14.54% | -28.5% |
| 6M | -35.71% | -3.55% |
| YTD | -32.88% | -9.3% |
| 1Y | 6.99% | -0.4% |
| 3Y (ann.) | 8.59% | -38.74% |
| 5Y (ann.) | 8.59% | -38.74% |
| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| Max Drawdown | -45.26% | -71.54% |
| Longest DD Days | 313.0 | 510.0 |
| Avg. Drawdown | -12.04% | -36.63% |
| Avg. Drawdown Days | 43.0 | 256.0 |
| Recovery Factor | 0.27 | -0.7 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-10-13 | -45.26 | 313 |
| 2024-07-17 | 2024-11-07 | -28.35 | 113 |
| 2024-06-28 | 2024-07-13 | -18.29 | 15 |
| 2024-06-20 | 2024-06-27 | -11.89 | 7 |
| 2024-11-12 | 2024-11-18 | -7.64 | 6 |
| 2024-06-12 | 2024-06-19 | -5.89 | 7 |
| 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 |
| 2024-11-08 | 2024-11-11 | -2.62 | 3 |
| Metric | 7105044:mkrusd:triple_gx:lsma170_115_40 | 7105044:MKRUSD |
|---|---|---|
| Best Day | 23.59% | 23.59% |
| Worst Day | -13.88% | -15.11% |
| Best Week | 25.96% | 45.65% |
| Worst Week | -15.19% | -19.71% |
| Best Month | 57.95% | 46.5% |
| Worst Month | -22.23% | -37.3% |
| Best Year | 67.37% | -9.3% |
| Worst Year | -32.88% | -44.78% |
| Avg. Up Day | 4.59% | 4.6% |
| Avg. Down Day | -3.21% | -3.41% |
| Avg. Up Week | 9.31% | 10.12% |
| Avg. Down Week | -6.26% | -7.95% |
| Avg. Up Month | 30.99% | 28.55% |
| Avg. Down Month | -6.51% | -29.66% |
| Win Days % | 42.16% | 45.7% |
| Win Month % | 53.85% | 50.0% |
| Win Week % | 45.45% | 43.42% |
| Win Quarter % | 50.0% | 14.29% |
| Win Year % | 50.0% | 0.0% |