| Metric | 7227504:uniusd:triple_gx:lsma230_115_45 | 7227504:UNIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 117.55% | -16.96% |
| Max Drawdown | -21.71% | -74.37% |
| Sharpe | 1.46 | 0.36 |
| Sortino | 2.75 | 0.59 |
| Payoff Ratio | 1.27 | 1.1 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | 1.91 | 1.28 |
| CPC Index | 0.92 | 0.55 |
| Tail Ratio | 1.32 | 1.22 |
| Outlier Win Ratio | 15.68 | 3.76 |
| Outlier Loss Ratio | 3.42 | 2.81 |
| Volatility (ann.) | 64.18% | 109.02% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.11 | -0.22 |
| Skew | 2.91 | 1.08 |
| Kurtosis | 24.11 | 4.29 |
| Expected Daily % | 0.2% | -0.05% |
| Expected Monthly % | 6.16% | -1.42% |
| Expected Yearly % | 47.5% | -8.87% |
| Kelly Criterion | 11.33% | 0.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -9.28% |
| Expected Shortfall (cVaR) | -5.27% | -9.28% |
| Year | 7227504:UNIUSD | 7227504:uniusd:triple_gx:lsma230_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 126.65 | 1.56 | + |
| 2025 | -54.19 | -4.02 | 0.07 | + |
| Metric | 7227504:uniusd:triple_gx:lsma230_115_45 | 7227504:UNIUSD |
|---|---|---|
| MTD | 1.78% | 14.91% |
| 3M | 1.78% | -22.98% |
| 6M | 39.35% | -52.55% |
| YTD | -4.02% | -54.19% |
| 1Y | 117.55% | -43.72% |
| 3Y (ann.) | 110.98% | -16.35% |
| 5Y (ann.) | 110.98% | -16.35% |
| Metric | 7227504:uniusd:triple_gx:lsma230_115_45 | 7227504:UNIUSD |
|---|---|---|
| Max Drawdown | -21.71% | -74.37% |
| Longest DD Days | 102.0 | 173.0 |
| Avg. Drawdown | -8.23% | -23.49% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 5.41 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2024-06-17 | 2024-09-27 | -18.46 | 102 |
| 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 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2025-05-23 | 2025-05-26 | -7.01 | 3 |
| 2025-02-15 | 2025-05-22 | -6.50 | 96 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| Metric | 7227504:uniusd:triple_gx:lsma230_115_45 | 7227504:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -13.21% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -12.81% | -36.28% |
| Best Year | 126.65% | 81.27% |
| Worst Year | -4.02% | -54.19% |
| Avg. Up Day | 4.38% | 4.39% |
| Avg. Down Day | -3.44% | -3.98% |
| Avg. Up Week | 11.7% | 14.29% |
| Avg. Down Week | -5.38% | -8.84% |
| Avg. Up Month | 29.77% | 27.68% |
| Avg. Down Month | -9.25% | -21.51% |
| Win Days % | 50.34% | 47.63% |
| Win Month % | 62.5% | 46.15% |
| Win Week % | 56.0% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |