| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 120.25% | -37.2% |
| Max Drawdown | -53.06% | -74.37% |
| Sharpe | 0.63 | 0.38 |
| Sortino | 1.07 | 0.6 |
| Payoff Ratio | 1.42 | 1.14 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.37 | 1.12 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.13 | 1.06 |
| Outlier Win Ratio | 16.75 | 3.24 |
| Outlier Loss Ratio | 3.96 | 2.93 |
| Volatility (ann.) | 59.58% | 103.45% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.43 | -0.15 |
| Skew | 4.22 | 1.53 |
| Kurtosis | 82.9 | 12.89 |
| Expected Daily % | 0.06% | -0.03% |
| Expected Monthly % | 1.69% | -0.98% |
| Expected Yearly % | 21.82% | -10.98% |
| Kelly Criterion | 3.09% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -8.8% |
| Expected Shortfall (cVaR) | -5.03% | -8.8% |
| Year | 7221307:UNIUSD | 7221307:uniusd:triple_gx:lsma115_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.81 | -3.70 | 0.07 | + |
| 2023 | 39.98 | 45.90 | 1.15 | + |
| 2024 | 82.95 | 152.60 | 1.84 | + |
| 2025 | -45.74 | -37.94 | 0.83 | + |
| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| MTD | 2.54% | 24.9% |
| 3M | -16.94% | -33.15% |
| 6M | -33.22% | 18.0% |
| YTD | -37.94% | -45.74% |
| 1Y | -39.17% | -16.27% |
| 3Y (ann.) | 24.5% | 4.58% |
| 5Y (ann.) | 22.98% | -11.48% |
| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| Max Drawdown | -53.06% | -74.37% |
| Longest DD Days | 370.0 | 753.0 |
| Avg. Drawdown | -11.12% | -33.94% |
| Avg. Drawdown Days | 61.0 | 197.0 |
| Recovery Factor | 2.27 | -0.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-16 | -53.06 | 217 |
| 2022-11-06 | 2023-11-11 | -36.36 | 370 |
| 2024-04-23 | 2024-11-06 | -31.31 | 197 |
| 2022-01-24 | 2022-06-23 | -30.97 | 150 |
| 2024-11-27 | 2025-04-12 | -22.35 | 136 |
| 2023-11-16 | 2024-02-23 | -9.61 | 99 |
| 2024-03-07 | 2024-04-14 | -7.85 | 38 |
| 2024-02-24 | 2024-03-01 | -6.83 | 6 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2022-08-06 | 2022-08-10 | -5.89 | 4 |
| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| Best Day | 54.94% | 54.94% |
| Worst Day | -25.34% | -25.34% |
| Best Week | 54.66% | 53.07% |
| Worst Week | -30.89% | -32.59% |
| Best Month | 50.75% | 85.34% |
| Worst Month | -27.42% | -45.74% |
| Best Year | 152.6% | 82.95% |
| Worst Year | -37.94% | -54.81% |
| Avg. Up Day | 4.17% | 4.2% |
| Avg. Down Day | -2.93% | -3.68% |
| Avg. Up Week | 10.29% | 12.33% |
| Avg. Down Week | -5.39% | -9.05% |
| Avg. Up Month | 13.84% | 29.26% |
| Avg. Down Month | -8.16% | -17.15% |
| Win Days % | 43.1% | 49.28% |
| Win Month % | 56.1% | 48.94% |
| Win Week % | 45.87% | 46.8% |
| Win Quarter % | 68.75% | 43.75% |
| Win Year % | 50.0% | 50.0% |