| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 269.39% | -15.41% |
| Max Drawdown | -52.13% | -74.37% |
| Sharpe | 0.87 | 0.45 |
| Sortino | 1.45 | 0.73 |
| Payoff Ratio | 1.27 | 1.15 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.44 | 1.13 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.16 | 1.06 |
| Outlier Win Ratio | 14.98 | 3.87 |
| Outlier Loss Ratio | 3.4 | 3.12 |
| Volatility (ann.) | 64.11% | 103.82% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.82 | -0.06 |
| Skew | 1.77 | 1.56 |
| Kurtosis | 17.24 | 13.17 |
| Expected Daily % | 0.1% | -0.01% |
| Expected Monthly % | 2.95% | -0.37% |
| Expected Yearly % | 38.63% | -4.1% |
| Kelly Criterion | 7.38% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -8.81% |
| Expected Shortfall (cVaR) | -5.37% | -8.81% |
| Year | 7230334:UNIUSD | 7230334:uniusd:triple_gx:lsma165_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -22.63 | 0.58 | + |
| 2023 | 39.98 | 147.06 | 3.68 | + |
| 2024 | 82.95 | 141.65 | 1.71 | + |
| 2025 | -45.74 | -20.03 | 0.44 | + |
| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| MTD | -26.64% | 24.9% |
| 3M | -28.37% | -33.15% |
| 6M | -19.86% | 18.0% |
| YTD | -20.03% | -45.74% |
| 1Y | 33.0% | -16.27% |
| 3Y (ann.) | 74.8% | 4.58% |
| 5Y (ann.) | 42.64% | -4.45% |
| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| Max Drawdown | -52.13% | -74.37% |
| Longest DD Days | 420.0 | 698.0 |
| Avg. Drawdown | -10.45% | -25.45% |
| Avg. Drawdown Days | 43.0 | 147.0 |
| Recovery Factor | 5.17 | -0.21 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-07-01 | -52.13 | 420 |
| 2025-06-11 | 2025-11-16 | -43.77 | 158 |
| 2024-12-09 | 2025-06-10 | -31.72 | 183 |
| 2024-03-07 | 2024-08-21 | -31.12 | 167 |
| 2024-08-22 | 2024-11-06 | -24.89 | 76 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2023-07-02 | 2023-07-13 | -6.32 | 11 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -25.34% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 68.0% | 85.34% |
| Worst Month | -26.64% | -45.74% |
| Best Year | 147.06% | 82.95% |
| Worst Year | -22.63% | -45.74% |
| Avg. Up Day | 4.3% | 4.31% |
| Avg. Down Day | -3.39% | -3.76% |
| Avg. Up Week | 10.83% | 11.87% |
| Avg. Down Week | -7.26% | -9.18% |
| Avg. Up Month | 19.82% | 30.55% |
| Avg. Down Month | -6.11% | -21.06% |
| Win Days % | 48.24% | 49.7% |
| Win Month % | 63.33% | 48.89% |
| Win Week % | 56.18% | 47.96% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 50.0% | 50.0% |