| Metric | 7214890:uniusd:triple_gx:lsma190_60_20 | 7214890:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 247.61% | -37.82% |
| Max Drawdown | -52.06% | -74.37% |
| Sharpe | 0.96 | 0.34 |
| Sortino | 1.58 | 0.53 |
| Payoff Ratio | 1.36 | 1.11 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.63 | 1.12 |
| CPC Index | 0.8 | 0.57 |
| Tail Ratio | 1.28 | 1.07 |
| Outlier Win Ratio | 15.68 | 3.77 |
| Outlier Loss Ratio | 3.79 | 3.16 |
| Volatility (ann.) | 59.22% | 101.08% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.93 | -0.19 |
| Skew | 1.55 | 1.53 |
| Kurtosis | 18.17 | 13.07 |
| Expected Daily % | 0.11% | -0.04% |
| Expected Monthly % | 3.33% | -1.24% |
| Expected Yearly % | 36.54% | -11.2% |
| Kelly Criterion | 6.68% | 3.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -8.61% |
| Expected Shortfall (cVaR) | -4.94% | -8.61% |
| Year | 7214890:UNIUSD | 7214890:uniusd:triple_gx:lsma190_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.00 | -25.86 | 0.55 | + |
| 2023 | 39.98 | 78.44 | 1.96 | + |
| 2024 | 82.95 | 152.03 | 1.83 | + |
| 2025 | -54.19 | 4.26 | -0.08 | + |
| Metric | 7214890:uniusd:triple_gx:lsma190_60_20 | 7214890:UNIUSD |
|---|---|---|
| MTD | -3.46% | 14.91% |
| 3M | -4.4% | -22.98% |
| 6M | 50.21% | -52.55% |
| YTD | 4.26% | -54.19% |
| 1Y | 94.7% | -43.72% |
| 3Y (ann.) | 63.31% | 2.4% |
| 5Y (ann.) | 48.56% | -14.01% |
| Metric | 7214890:uniusd:triple_gx:lsma190_60_20 | 7214890:UNIUSD |
|---|---|---|
| Max Drawdown | -52.06% | -74.37% |
| Longest DD Days | 552.0 | 684.0 |
| Avg. Drawdown | -11.33% | -36.05% |
| Avg. Drawdown Days | 57.0 | 190.0 |
| Recovery Factor | 4.76 | -0.51 |
| Ulcer Index | 1.02 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-10 | -52.06 | 552 |
| 2024-06-17 | 2024-11-27 | -32.72 | 163 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2023-12-29 | 2024-03-06 | -23.17 | 68 |
| 2024-03-07 | 2024-05-24 | -20.24 | 78 |
| 2025-03-06 | 2025-04-12 | -12.81 | 37 |
| 2025-02-04 | 2025-02-14 | -9.86 | 10 |
| 2024-11-28 | 2024-12-03 | -7.06 | 5 |
| 2023-11-13 | 2023-12-21 | -6.77 | 38 |
| 2025-04-13 | 2025-05-10 | -6.75 | 27 |
| Metric | 7214890:uniusd:triple_gx:lsma190_60_20 | 7214890:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 27.08% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 54.54% | 85.34% |
| Worst Month | -22.62% | -45.74% |
| Best Year | 152.03% | 82.95% |
| Worst Year | -25.86% | -54.19% |
| Avg. Up Day | 4.26% | 4.29% |
| Avg. Down Day | -3.14% | -3.88% |
| Avg. Up Week | 8.12% | 12.26% |
| Avg. Down Week | -4.94% | -8.68% |
| Avg. Up Month | 22.27% | 25.21% |
| Avg. Down Month | -7.67% | -13.84% |
| Win Days % | 46.28% | 49.21% |
| Win Month % | 58.06% | 44.74% |
| Win Week % | 53.33% | 45.83% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |