| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 2.09% | -16.96% |
| Max Drawdown | -35.37% | -74.37% |
| Sharpe | 0.31 | 0.36 |
| Sortino | 0.54 | 0.59 |
| Payoff Ratio | 1.46 | 1.14 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.21 | 1.28 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.12 | 1.22 |
| Outlier Win Ratio | 16.99 | 3.49 |
| Outlier Loss Ratio | 4.14 | 2.79 |
| Volatility (ann.) | 57.31% | 109.02% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.06 | -0.22 |
| Skew | 3.16 | 1.08 |
| Kurtosis | 28.18 | 4.29 |
| Expected Daily % | 0.01% | -0.05% |
| Expected Monthly % | 0.16% | -1.42% |
| Expected Yearly % | 1.04% | -8.87% |
| Kelly Criterion | -2.13% | 1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -9.28% |
| Expected Shortfall (cVaR) | -4.89% | -9.28% |
| Year | 7221308:UNIUSD | 7221308:uniusd:triple_gx:lsma105_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 17.52 | 0.22 | - |
| 2025 | -54.19 | -13.13 | 0.24 | + |
| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| MTD | -13.73% | 14.91% |
| 3M | -16.43% | -22.98% |
| 6M | -9.08% | -52.55% |
| YTD | -13.13% | -54.19% |
| 1Y | -2.91% | -43.72% |
| 3Y (ann.) | 2.01% | -16.35% |
| 5Y (ann.) | 2.01% | -16.35% |
| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| Max Drawdown | -35.37% | -74.37% |
| Longest DD Days | 176.0 | 173.0 |
| Avg. Drawdown | -13.29% | -23.49% |
| Avg. Drawdown Days | 45.0 | 45.0 |
| Recovery Factor | 0.06 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-26 | 2024-11-18 | -35.37 | 176 |
| 2025-05-11 | 2025-05-31 | -27.29 | 20 |
| 2025-03-16 | 2025-05-10 | -12.55 | 55 |
| 2025-02-04 | 2025-02-14 | -9.86 | 10 |
| 2024-11-27 | 2025-02-03 | -9.61 | 68 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2025-02-15 | 2025-03-15 | -5.24 | 28 |
| 2024-05-24 | 2024-05-25 | -0.18 | 1 |
| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -9.02% | -15.38% |
| Best Week | 19.66% | 39.62% |
| Worst Week | -15.3% | -23.38% |
| Best Month | 43.95% | 68.0% |
| Worst Month | -17.49% | -36.28% |
| Best Year | 17.52% | 81.27% |
| Worst Year | -13.13% | -54.19% |
| Avg. Up Day | 4.17% | 4.2% |
| Avg. Down Day | -2.85% | -3.69% |
| Avg. Up Week | 7.53% | 14.59% |
| Avg. Down Week | -3.88% | -7.53% |
| Avg. Up Month | 16.32% | 31.93% |
| Avg. Down Month | -7.49% | -13.76% |
| Win Days % | 39.35% | 47.63% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 36.84% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |