| Metric | 7227280:uniusd:triple_gx:lsma230_105_45 | 7227280:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 303.45% | 8.44% |
| Max Drawdown | -35.16% | -74.37% |
| Sharpe | 1.06 | 0.5 |
| Sortino | 1.85 | 0.82 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.47 | 1.18 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.13 | 1.09 |
| Outlier Win Ratio | 15.91 | 3.91 |
| Outlier Loss Ratio | 3.46 | 3.15 |
| Volatility (ann.) | 59.48% | 99.88% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.67 | 0.04 |
| Skew | 2.25 | 1.73 |
| Kurtosis | 19.59 | 13.96 |
| Expected Daily % | 0.13% | 0.01% |
| Expected Monthly % | 3.84% | 0.22% |
| Expected Yearly % | 41.73% | 2.05% |
| Kelly Criterion | 8.6% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.95% | -8.46% |
| Expected Shortfall (cVaR) | -4.95% | -8.46% |
| Year | 7227280:UNIUSD | 7227280:uniusd:triple_gx:lsma230_105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.57 | -30.44 | 4.02 | - |
| 2023 | 39.98 | 108.46 | 2.71 | + |
| 2024 | 82.95 | 189.87 | 2.29 | + |
| 2025 | -54.19 | -4.02 | 0.07 | + |
| Metric | 7227280:uniusd:triple_gx:lsma230_105_45 | 7227280:UNIUSD |
|---|---|---|
| MTD | 1.78% | 14.91% |
| 3M | 1.78% | -22.98% |
| 6M | 29.68% | -52.55% |
| YTD | -4.02% | -54.19% |
| 1Y | 111.87% | -43.72% |
| 3Y (ann.) | 58.61% | 2.4% |
| 5Y (ann.) | 58.66% | 2.72% |
| Metric | 7227280:uniusd:triple_gx:lsma230_105_45 | 7227280:UNIUSD |
|---|---|---|
| Max Drawdown | -35.16% | -74.37% |
| Longest DD Days | 508.0 | 574.0 |
| Avg. Drawdown | -10.21% | -26.42% |
| Avg. Drawdown Days | 56.0 | 98.0 |
| Recovery Factor | 8.63 | 0.11 |
| Ulcer Index | 1.23 | 1.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-10-22 | -35.16 | 508 |
| 2024-03-07 | 2024-11-06 | -31.12 | 244 |
| 2024-12-09 | 2025-05-28 | -18.03 | 170 |
| 2022-05-26 | 2022-05-30 | -16.52 | 4 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-05-29 | 2025-05-31 | -11.58 | 2 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2023-11-24 | 2024-01-11 | -9.08 | 48 |
| 2023-10-24 | 2023-11-01 | -8.04 | 8 |
| 2024-01-12 | 2024-03-01 | -7.42 | 49 |
| Metric | 7227280:uniusd:triple_gx:lsma230_105_45 | 7227280:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -13.89% | -19.44% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -24.94% | -27.41% |
| Best Month | 68.0% | 85.34% |
| Worst Month | -18.93% | -45.74% |
| Best Year | 189.87% | 82.95% |
| Worst Year | -30.44% | -54.19% |
| Avg. Up Day | 4.15% | 4.16% |
| Avg. Down Day | -3.27% | -3.52% |
| Avg. Up Week | 9.97% | 11.7% |
| Avg. Down Week | -7.58% | -9.2% |
| Avg. Up Month | 18.09% | 22.71% |
| Avg. Down Month | -12.88% | -20.33% |
| Win Days % | 48.89% | 49.09% |
| Win Month % | 72.0% | 48.65% |
| Win Week % | 59.72% | 46.91% |
| Win Quarter % | 66.67% | 46.15% |
| Win Year % | 50.0% | 50.0% |