| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 34.91% | -1.64% |
| Max Drawdown | -37.08% | -74.37% |
| Sharpe | 0.62 | 0.53 |
| Sortino | 1.02 | 0.87 |
| Payoff Ratio | 1.33 | 1.14 |
| Profit Factor | 1.18 | 1.09 |
| Common Sense Ratio | 1.43 | 1.22 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.21 | 1.13 |
| Outlier Win Ratio | 18.85 | 3.74 |
| Outlier Loss Ratio | 3.55 | 2.69 |
| Volatility (ann.) | 60.91% | 113.52% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.59 | -0.01 |
| Skew | 1.67 | 1.33 |
| Kurtosis | 27.88 | 7.83 |
| Expected Daily % | 0.05% | -0.0% |
| Expected Monthly % | 1.59% | -0.09% |
| Expected Yearly % | 16.15% | -0.82% |
| Kelly Criterion | 2.44% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -9.61% |
| Expected Shortfall (cVaR) | -5.14% | -9.61% |
| Year | 7221631:UNIUSD | 7221631:uniusd:triple_gx:lsma125_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 65.36 | 0.80 | - |
| 2025 | -45.74 | -18.41 | 0.40 | + |
| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| MTD | 2.54% | 24.9% |
| 3M | -16.32% | -33.15% |
| 6M | -18.18% | 18.0% |
| YTD | -18.41% | -45.74% |
| 1Y | 22.77% | -16.27% |
| 3Y (ann.) | 22.03% | -1.1% |
| 5Y (ann.) | 22.03% | -1.1% |
| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| Max Drawdown | -37.08% | -74.37% |
| Longest DD Days | 217.0 | 342.0 |
| Avg. Drawdown | -8.66% | -23.49% |
| Avg. Drawdown Days | 30.0 | 66.0 |
| Recovery Factor | 0.94 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-16 | -37.08 | 217 |
| 2024-06-04 | 2024-11-06 | -30.89 | 155 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-03-19 | 2025-04-09 | -9.98 | 21 |
| 2025-02-04 | 2025-02-14 | -9.86 | 10 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2024-11-28 | 2024-12-20 | -7.06 | 22 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2025-03-12 | 2025-03-15 | -3.38 | 3 |
| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -25.34% | -25.34% |
| Best Week | 22.89% | 39.62% |
| Worst Week | -28.19% | -28.19% |
| Best Month | 61.18% | 68.0% |
| Worst Month | -18.38% | -36.28% |
| Best Year | 65.36% | 81.27% |
| Worst Year | -18.41% | -45.74% |
| Avg. Up Day | 4.27% | 4.29% |
| Avg. Down Day | -3.21% | -3.76% |
| Avg. Up Week | 6.82% | 11.22% |
| Avg. Down Week | -6.11% | -8.95% |
| Avg. Up Month | 20.06% | 24.8% |
| Avg. Down Month | -11.03% | -17.38% |
| Win Days % | 44.28% | 48.45% |
| Win Month % | 57.14% | 52.63% |
| Win Week % | 58.14% | 44.44% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |