| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499:UNIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 553.51% | 16.91% |
| Max Drawdown | -36.11% | -74.37% |
| Sharpe | 1.31 | 0.53 |
| Sortino | 2.33 | 0.86 |
| Payoff Ratio | 1.31 | 1.2 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.63 | 1.18 |
| CPC Index | 0.89 | 0.64 |
| Tail Ratio | 1.2 | 1.09 |
| Outlier Win Ratio | 14.28 | 3.9 |
| Outlier Loss Ratio | 3.46 | 3.07 |
| Volatility (ann.) | 60.54% | 99.71% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.37 | 0.07 |
| Skew | 2.19 | 1.73 |
| Kurtosis | 17.92 | 13.99 |
| Expected Daily % | 0.17% | 0.01% |
| Expected Monthly % | 5.2% | 0.42% |
| Expected Yearly % | 59.89% | 3.98% |
| Kelly Criterion | 10.94% | 6.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.99% | -8.44% |
| Expected Shortfall (cVaR) | -4.99% | -8.44% |
| Year | 7227499:UNIUSD | 7227499:uniusd:triple_gx:lsma225_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.35 | -19.52 | 56.18 | - |
| 2023 | 39.98 | 116.20 | 2.91 | + |
| 2024 | 82.95 | 277.92 | 3.35 | + |
| 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.) | 81.63% | 2.4% |
| 5Y (ann.) | 85.59% | 5.28% |
| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499:UNIUSD |
|---|---|---|
| Max Drawdown | -36.11% | -74.37% |
| Longest DD Days | 407.0 | 574.0 |
| Avg. Drawdown | -8.71% | -24.35% |
| Avg. Drawdown Days | 35.0 | 90.0 |
| Recovery Factor | 15.33 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-07-13 | -36.11 | 407 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2024-12-09 | 2025-02-14 | -18.03 | 67 |
| 2022-05-24 | 2022-05-30 | -16.55 | 6 |
| 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 |
| 2023-10-23 | 2023-11-01 | -8.21 | 9 |
| 2024-01-12 | 2024-03-01 | -7.42 | 49 |
| Metric | 7227499:uniusd:triple_gx:lsma225_115_45 | 7227499: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 | -14.98% | -45.74% |
| Best Year | 277.92% | 82.95% |
| Worst Year | -19.52% | -54.19% |
| Avg. Up Day | 4.13% | 4.14% |
| Avg. Down Day | -3.15% | -3.46% |
| Avg. Up Week | 10.76% | 11.6% |
| Avg. Down Week | -6.1% | -7.87% |
| Avg. Up Month | 21.44% | 23.43% |
| Avg. Down Month | -6.22% | -15.38% |
| Win Days % | 49.43% | 49.14% |
| Win Month % | 64.0% | 48.65% |
| Win Week % | 57.14% | 46.63% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 50.0% | 50.0% |