| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 149.11% | -1.64% |
| Max Drawdown | -28.38% | -74.37% |
| Sharpe | 1.26 | 0.53 |
| Sortino | 2.36 | 0.87 |
| Payoff Ratio | 1.37 | 1.17 |
| Profit Factor | 1.39 | 1.09 |
| Common Sense Ratio | 1.62 | 1.22 |
| CPC Index | 0.92 | 0.62 |
| Tail Ratio | 1.16 | 1.13 |
| Outlier Win Ratio | 17.62 | 3.8 |
| Outlier Loss Ratio | 3.39 | 2.75 |
| Volatility (ann.) | 63.03% | 113.52% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.94 | -0.01 |
| Skew | 3.08 | 1.33 |
| Kurtosis | 25.78 | 7.83 |
| Expected Daily % | 0.17% | -0.0% |
| Expected Monthly % | 4.92% | -0.09% |
| Expected Yearly % | 57.83% | -0.82% |
| Kelly Criterion | 10.72% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -9.61% |
| Expected Shortfall (cVaR) | -5.21% | -9.61% |
| Year | 7227397:UNIUSD | 7227397:uniusd:triple_gx:lsma230_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 110.00 | 1.35 | + |
| 2025 | -45.74 | 18.63 | -0.41 | + |
| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| MTD | -11.88% | 24.9% |
| 3M | -13.95% | -33.15% |
| 6M | 25.79% | 18.0% |
| YTD | 18.63% | -45.74% |
| 1Y | 133.66% | -16.27% |
| 3Y (ann.) | 83.46% | -1.1% |
| 5Y (ann.) | 83.46% | -1.1% |
| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| Max Drawdown | -28.38% | -74.37% |
| Longest DD Days | 183.0 | 342.0 |
| Avg. Drawdown | -10.03% | -23.49% |
| Avg. Drawdown Days | 28.0 | 66.0 |
| Recovery Factor | 5.25 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-11-16 | -28.38 | 33 |
| 2024-09-28 | 2024-11-06 | -20.35 | 39 |
| 2024-06-17 | 2024-09-27 | -18.46 | 102 |
| 2024-12-09 | 2025-06-10 | -18.45 | 183 |
| 2025-06-11 | 2025-06-28 | -17.12 | 17 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-12-05 | 2024-12-06 | -4.18 | 1 |
| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -13.89% | -25.34% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -13.21% | -28.19% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -12.81% | -36.28% |
| Best Year | 110.0% | 81.27% |
| Worst Year | 18.63% | -45.74% |
| Avg. Up Day | 4.57% | 4.59% |
| Avg. Down Day | -3.34% | -3.91% |
| Avg. Up Week | 11.29% | 12.89% |
| Avg. Down Week | -5.48% | -10.35% |
| Avg. Up Month | 29.96% | 25.7% |
| Avg. Down Month | -6.95% | -22.61% |
| Win Days % | 48.44% | 48.45% |
| Win Month % | 54.55% | 52.63% |
| Win Week % | 55.88% | 44.44% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |