| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 173.06% | -60.83% |
| Max Drawdown | -37.93% | -79.6% |
| Sharpe | 0.77 | 0.21 |
| Sortino | 1.41 | 0.33 |
| Payoff Ratio | 1.47 | 1.16 |
| Profit Factor | 1.26 | 1.03 |
| Common Sense Ratio | 1.49 | 1.07 |
| CPC Index | 0.8 | 0.59 |
| Tail Ratio | 1.19 | 1.04 |
| Outlier Win Ratio | 15.9 | 3.29 |
| Outlier Loss Ratio | 3.97 | 2.93 |
| Volatility (ann.) | 60.26% | 100.76% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.91 | -0.3 |
| Skew | 5.14 | 1.43 |
| Kurtosis | 86.17 | 12.32 |
| Expected Daily % | 0.08% | -0.08% |
| Expected Monthly % | 2.48% | -2.26% |
| Expected Yearly % | 28.55% | -20.89% |
| Kelly Criterion | 5.04% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.06% | -8.62% |
| Expected Shortfall (cVaR) | -5.06% | -8.62% |
| Year | 7221308:UNIUSD | 7221308:uniusd:triple_gx:lsma105_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.61 | -8.06 | 0.12 | + |
| 2023 | 39.98 | 34.70 | 0.87 | - |
| 2024 | 82.95 | 153.82 | 1.85 | + |
| 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.) | 49.87% | 2.4% |
| 5Y (ann.) | 34.6% | -24.21% |
| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| Max Drawdown | -37.93% | -79.6% |
| Longest DD Days | 474.0 | 1055.0 |
| Avg. Drawdown | -11.32% | -76.99% |
| Avg. Drawdown Days | 57.0 | 614.0 |
| Recovery Factor | 4.56 | -0.76 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2022-08-03 | -37.93 | 155 |
| 2022-11-06 | 2024-02-23 | -36.36 | 474 |
| 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 |
| 2022-01-24 | 2022-02-28 | -9.65 | 35 |
| 2024-11-27 | 2025-02-03 | -9.61 | 68 |
| 2024-03-07 | 2024-04-14 | -7.85 | 38 |
| 2024-02-24 | 2024-03-01 | -6.83 | 6 |
| Metric | 7221308:uniusd:triple_gx:lsma105_40_35 | 7221308:UNIUSD |
|---|---|---|
| Best Day | 54.94% | 54.94% |
| Worst Day | -19.44% | -19.44% |
| Best Week | 50.53% | 53.07% |
| Worst Week | -19.52% | -32.59% |
| Best Month | 46.73% | 85.34% |
| Worst Month | -25.72% | -45.74% |
| Best Year | 153.82% | 82.95% |
| Worst Year | -13.13% | -66.61% |
| Avg. Up Day | 4.23% | 4.26% |
| Avg. Down Day | -2.88% | -3.66% |
| Avg. Up Week | 10.4% | 12.86% |
| Avg. Down Week | -4.3% | -9.19% |
| Avg. Up Month | 15.81% | 27.65% |
| Avg. Down Month | -6.47% | -17.7% |
| Win Days % | 43.54% | 49.06% |
| Win Month % | 54.29% | 43.9% |
| Win Week % | 44.33% | 45.3% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 50.0% | 50.0% |