| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 301.41% | -37.82% |
| Max Drawdown | -52.6% | -74.37% |
| Sharpe | 1.01 | 0.34 |
| Sortino | 1.73 | 0.53 |
| Payoff Ratio | 1.37 | 1.25 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.63 | 1.1 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 15.62 | 3.87 |
| Outlier Loss Ratio | 3.78 | 3.13 |
| Volatility (ann.) | 60.88% | 100.88% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.03 | -0.19 |
| Skew | 1.96 | 1.5 |
| Kurtosis | 19.56 | 12.94 |
| Expected Daily % | 0.12% | -0.04% |
| Expected Monthly % | 3.63% | -1.21% |
| Expected Yearly % | 41.55% | -11.2% |
| Kelly Criterion | 7.61% | 9.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -8.59% |
| Expected Shortfall (cVaR) | -5.07% | -8.59% |
| Year | 7229514:UNIUSD | 7229514:uniusd:triple_gx:lsma170_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.00 | -49.57 | 1.05 | - |
| 2023 | 39.98 | 134.42 | 3.36 | + |
| 2024 | 82.95 | 273.60 | 3.30 | + |
| 2025 | -54.19 | -9.11 | 0.17 | + |
| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| MTD | -7.28% | 14.91% |
| 3M | -2.74% | -22.98% |
| 6M | 19.06% | -52.55% |
| YTD | -9.11% | -54.19% |
| 1Y | 173.75% | -43.72% |
| 3Y (ann.) | 73.53% | 2.4% |
| 5Y (ann.) | 54.33% | -13.79% |
| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| Max Drawdown | -52.6% | -74.37% |
| Longest DD Days | 564.0 | 698.0 |
| Avg. Drawdown | -9.65% | -25.45% |
| Avg. Drawdown Days | 43.0 | 128.0 |
| Recovery Factor | 5.73 | -0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-22 | -52.60 | 564 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 2025-05-11 | 2025-05-31 | -24.38 | 20 |
| 2024-12-09 | 2025-05-10 | -19.21 | 152 |
| 2024-10-11 | 2024-11-06 | -18.10 | 26 |
| 2024-09-08 | 2024-10-10 | -13.37 | 32 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-01-12 | 2024-03-02 | -10.28 | 50 |
| 2024-01-05 | 2024-01-10 | -7.42 | 5 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 65.66% | 85.34% |
| Worst Month | -32.86% | -45.74% |
| Best Year | 273.6% | 82.95% |
| Worst Year | -49.57% | -54.19% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.12% | -3.41% |
| Avg. Up Week | 8.96% | 11.55% |
| Avg. Down Week | -6.74% | -9.05% |
| Avg. Up Month | 18.62% | 33.01% |
| Avg. Down Month | -10.33% | -16.33% |
| Win Days % | 46.65% | 49.4% |
| Win Month % | 65.52% | 46.15% |
| Win Week % | 58.33% | 46.2% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 50.0% |