| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499:UNIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 173.61% | -16.96% |
| Max Drawdown | -21.71% | -74.37% |
| Sharpe | 1.81 | 0.36 |
| Sortino | 3.56 | 0.59 |
| Payoff Ratio | 1.32 | 1.11 |
| Profit Factor | 1.56 | 1.06 |
| Common Sense Ratio | 2.12 | 1.28 |
| CPC Index | 1.07 | 0.56 |
| Tail Ratio | 1.36 | 1.22 |
| Outlier Win Ratio | 14.89 | 3.76 |
| Outlier Loss Ratio | 3.43 | 2.75 |
| Volatility (ann.) | 63.98% | 109.02% |
| R^2 | 0.35 | 0.35 |
| Calmar | 7.51 | -0.22 |
| Skew | 3.03 | 1.08 |
| Kurtosis | 23.95 | 4.29 |
| Expected Daily % | 0.26% | -0.05% |
| Expected Monthly % | 8.05% | -1.42% |
| Expected Yearly % | 65.41% | -8.87% |
| Kelly Criterion | 15.19% | 0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -9.28% |
| Expected Shortfall (cVaR) | -5.19% | -9.28% |
| Year | 7227499:UNIUSD | 7227499:uniusd:triple_gx:lsma225_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 175.31 | 2.16 | + |
| 2025 | -54.19 | -0.62 | 0.01 | + |
| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499:UNIUSD |
|---|---|---|
| MTD | 5.39% | 14.91% |
| 3M | 5.39% | -22.98% |
| 6M | 44.29% | -52.55% |
| YTD | -0.62% | -54.19% |
| 1Y | 173.61% | -43.72% |
| 3Y (ann.) | 162.96% | -16.35% |
| 5Y (ann.) | 162.96% | -16.35% |
| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499:UNIUSD |
|---|---|---|
| Max Drawdown | -21.71% | -74.37% |
| Longest DD Days | 95.0 | 173.0 |
| Avg. Drawdown | -6.81% | -23.49% |
| Avg. Drawdown Days | 17.0 | 45.0 |
| Recovery Factor | 8.0 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2024-12-09 | 2025-02-14 | -18.03 | 67 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-05-29 | 2025-05-31 | -11.58 | 2 |
| 2024-06-17 | 2024-08-06 | -8.05 | 50 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2025-05-23 | 2025-05-26 | -7.01 | 3 |
| 2025-02-15 | 2025-05-21 | -6.50 | 95 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -11.83% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -9.51% | -36.28% |
| Best Year | 175.31% | 81.27% |
| Worst Year | -0.62% | -54.19% |
| Avg. Up Day | 4.37% | 4.38% |
| Avg. Down Day | -3.3% | -3.96% |
| Avg. Up Week | 12.46% | 14.29% |
| Avg. Down Week | -3.92% | -8.19% |
| Avg. Up Month | 31.61% | 27.68% |
| Avg. Down Month | -3.78% | -21.51% |
| Win Days % | 51.68% | 47.63% |
| Win Month % | 62.5% | 46.15% |
| Win Week % | 53.85% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |