| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 69.73% | -16.96% |
| Max Drawdown | -32.56% | -74.37% |
| Sharpe | 1.05 | 0.36 |
| Sortino | 1.83 | 0.59 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.45 | 1.28 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | 1.15 | 1.22 |
| Outlier Win Ratio | 12.53 | 3.92 |
| Outlier Loss Ratio | 3.36 | 2.99 |
| Volatility (ann.) | 71.91% | 109.02% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.03 | -0.22 |
| Skew | 2.1 | 1.08 |
| Kurtosis | 15.62 | 4.29 |
| Expected Daily % | 0.14% | -0.05% |
| Expected Monthly % | 4.15% | -1.42% |
| Expected Yearly % | 30.28% | -8.87% |
| Kelly Criterion | 6.46% | 0.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.98% | -9.28% |
| Expected Shortfall (cVaR) | -5.98% | -9.28% |
| Year | 7227458:UNIUSD | 7227458:uniusd:triple_gx:lsma175_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 136.77 | 1.68 | + |
| 2025 | -54.19 | -28.32 | 0.52 | + |
| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| MTD | -19.97% | 14.91% |
| 3M | -23.98% | -22.98% |
| 6M | 4.07% | -52.55% |
| YTD | -28.32% | -54.19% |
| 1Y | 69.73% | -43.72% |
| 3Y (ann.) | 66.22% | -16.35% |
| 5Y (ann.) | 66.22% | -16.35% |
| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| Max Drawdown | -32.56% | -74.37% |
| Longest DD Days | 142.0 | 173.0 |
| Avg. Drawdown | -10.46% | -23.49% |
| Avg. Drawdown Days | 30.0 | 45.0 |
| Recovery Factor | 2.14 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-05-31 | -32.56 | 105 |
| 2024-06-17 | 2024-11-06 | -27.06 | 142 |
| 2024-12-09 | 2025-02-14 | -18.03 | 67 |
| 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 |
| 2024-11-26 | 2024-11-27 | -2.31 | 1 |
| 2024-06-14 | 2024-06-15 | -0.18 | 1 |
| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -19.67% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -19.97% | -36.28% |
| Best Year | 136.77% | 81.27% |
| Worst Year | -28.32% | -54.19% |
| Avg. Up Day | 4.31% | 4.32% |
| Avg. Down Day | -3.63% | -3.92% |
| Avg. Up Week | 10.92% | 13.05% |
| Avg. Down Week | -5.45% | -8.02% |
| Avg. Up Month | 42.91% | 31.93% |
| Avg. Down Month | -4.51% | -17.94% |
| Win Days % | 49.18% | 47.63% |
| Win Month % | 33.33% | 46.15% |
| Win Week % | 50.0% | 38.6% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |