| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 137.28% | -16.96% |
| Max Drawdown | -22.6% | -74.37% |
| Sharpe | 1.53 | 0.36 |
| Sortino | 2.87 | 0.59 |
| Payoff Ratio | 1.31 | 1.13 |
| Profit Factor | 1.4 | 1.06 |
| Common Sense Ratio | 1.77 | 1.28 |
| CPC Index | 0.92 | 0.57 |
| Tail Ratio | 1.26 | 1.22 |
| Outlier Win Ratio | 12.98 | 3.92 |
| Outlier Loss Ratio | 3.36 | 2.81 |
| Volatility (ann.) | 68.79% | 109.02% |
| R^2 | 0.4 | 0.4 |
| Calmar | 5.72 | -0.22 |
| Skew | 2.53 | 1.08 |
| Kurtosis | 18.06 | 4.29 |
| Expected Daily % | 0.23% | -0.05% |
| Expected Monthly % | 6.87% | -1.42% |
| Expected Yearly % | 54.04% | -8.87% |
| Kelly Criterion | 12.37% | 1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.63% | -9.28% |
| Expected Shortfall (cVaR) | -5.63% | -9.28% |
| Year | 7227485:UNIUSD | 7227485:uniusd:triple_gx:lsma195_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 188.41 | 2.32 | + |
| 2025 | -54.19 | -17.73 | 0.33 | + |
| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| MTD | -12.76% | 14.91% |
| 3M | -12.76% | -22.98% |
| 6M | 19.45% | -52.55% |
| YTD | -17.73% | -54.19% |
| 1Y | 137.28% | -43.72% |
| 3Y (ann.) | 129.32% | -16.35% |
| 5Y (ann.) | 129.32% | -16.35% |
| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| Max Drawdown | -22.6% | -74.37% |
| Longest DD Days | 105.0 | 173.0 |
| Avg. Drawdown | -9.04% | -23.49% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 6.07 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-05-31 | -22.60 | 105 |
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2024-08-22 | 2024-09-26 | -20.83 | 35 |
| 2024-12-09 | 2025-02-14 | -18.03 | 67 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-06-17 | 2024-08-06 | -8.05 | 50 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -15.87% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -12.76% | -36.28% |
| Best Year | 188.41% | 81.27% |
| Worst Year | -17.73% | -54.19% |
| Avg. Up Day | 4.35% | 4.35% |
| Avg. Down Day | -3.31% | -3.87% |
| Avg. Up Week | 12.17% | 13.58% |
| Avg. Down Week | -5.65% | -8.48% |
| Avg. Up Month | 45.07% | 31.93% |
| Avg. Down Month | -4.37% | -21.51% |
| Win Days % | 50.29% | 47.63% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 55.17% | 38.6% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |