| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 37.4% | -16.96% |
| Max Drawdown | -27.29% | -74.37% |
| Sharpe | 0.78 | 0.36 |
| Sortino | 1.39 | 0.59 |
| Payoff Ratio | 1.49 | 1.16 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.43 | 1.28 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.18 | 1.22 |
| Outlier Win Ratio | 16.08 | 3.81 |
| Outlier Loss Ratio | 3.94 | 2.79 |
| Volatility (ann.) | 62.74% | 109.02% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.31 | -0.22 |
| Skew | 2.49 | 1.08 |
| Kurtosis | 21.4 | 4.29 |
| Expected Daily % | 0.08% | -0.05% |
| Expected Monthly % | 2.47% | -1.42% |
| Expected Yearly % | 17.22% | -8.87% |
| Kelly Criterion | 3.38% | 2.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -9.28% |
| Expected Shortfall (cVaR) | -5.27% | -9.28% |
| Year | 7221302:UNIUSD | 7221302:uniusd:triple_gx:lsma100_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 61.74 | 0.76 | - |
| 2025 | -54.19 | -15.05 | 0.28 | + |
| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| MTD | -13.73% | 14.91% |
| 3M | -3.42% | -22.98% |
| 6M | -11.09% | -52.55% |
| YTD | -15.05% | -54.19% |
| 1Y | 16.2% | -43.72% |
| 3Y (ann.) | 35.69% | -16.35% |
| 5Y (ann.) | 35.69% | -16.35% |
| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| Max Drawdown | -27.29% | -74.37% |
| Longest DD Days | 137.0 | 173.0 |
| Avg. Drawdown | -10.83% | -23.49% |
| Avg. Drawdown Days | 29.0 | 45.0 |
| Recovery Factor | 1.37 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-05-31 | -27.29 | 20 |
| 2024-05-26 | 2024-10-10 | -26.40 | 137 |
| 2024-10-15 | 2024-11-06 | -23.57 | 22 |
| 2024-11-27 | 2025-04-09 | -18.66 | 133 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2025-04-13 | 2025-05-10 | -6.41 | 27 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-11-17 | 2024-11-18 | -3.58 | 1 |
| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -15.38% | -15.38% |
| Best Week | 19.66% | 39.62% |
| Worst Week | -17.15% | -23.38% |
| Best Month | 43.95% | 68.0% |
| Worst Month | -15.13% | -36.28% |
| Best Year | 61.74% | 81.27% |
| Worst Year | -15.05% | -54.19% |
| Avg. Up Day | 4.4% | 4.43% |
| Avg. Down Day | -2.95% | -3.84% |
| Avg. Up Week | 7.48% | 16.64% |
| Avg. Down Week | -5.35% | -7.01% |
| Avg. Up Month | 14.58% | 33.06% |
| Avg. Down Month | -13.58% | -21.51% |
| Win Days % | 42.14% | 47.63% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 52.63% | 38.6% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |