| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375:UNIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 258.87% | -16.96% |
| Max Drawdown | -31.72% | -74.37% |
| Sharpe | 2.02 | 0.36 |
| Sortino | 3.91 | 0.59 |
| Payoff Ratio | 1.46 | 1.11 |
| Profit Factor | 1.61 | 1.06 |
| Common Sense Ratio | 2.07 | 1.28 |
| CPC Index | 1.2 | 0.56 |
| Tail Ratio | 1.29 | 1.22 |
| Outlier Win Ratio | 12.88 | 4.08 |
| Outlier Loss Ratio | 3.5 | 2.91 |
| Volatility (ann.) | 73.31% | 109.02% |
| R^2 | 0.46 | 0.46 |
| Calmar | 7.61 | -0.22 |
| Skew | 2.33 | 1.08 |
| Kurtosis | 15.52 | 4.29 |
| Expected Daily % | 0.34% | -0.05% |
| Expected Monthly % | 10.33% | -1.42% |
| Expected Yearly % | 89.44% | -8.87% |
| Kelly Criterion | 17.8% | 0.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.91% | -9.28% |
| Expected Shortfall (cVaR) | -5.91% | -9.28% |
| Year | 7231375:UNIUSD | 7231375:uniusd:triple_gx:lsma155_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 188.95 | 2.32 | + |
| 2025 | -54.19 | 24.20 | -0.45 | + |
| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375:UNIUSD |
|---|---|---|
| MTD | 10.01% | 14.91% |
| 3M | 11.62% | -22.98% |
| 6M | 34.76% | -52.55% |
| YTD | 24.2% | -54.19% |
| 1Y | 258.87% | -43.72% |
| 3Y (ann.) | 241.22% | -16.35% |
| 5Y (ann.) | 241.22% | -16.35% |
| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375:UNIUSD |
|---|---|---|
| Max Drawdown | -31.72% | -74.37% |
| Longest DD Days | 173.0 | 173.0 |
| Avg. Drawdown | -7.19% | -23.49% |
| Avg. Drawdown Days | 15.0 | 45.0 |
| Recovery Factor | 8.16 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -31.72 | 173 |
| 2024-08-22 | 2024-09-11 | -19.41 | 20 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-10-15 | 2024-11-06 | -11.28 | 22 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-08-17 | 2024-08-21 | -4.47 | 4 |
| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -14.1% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -21.84% | -23.38% |
| Best Month | 81.14% | 68.0% |
| Worst Month | 0.0% | -36.28% |
| Best Year | 188.95% | 81.27% |
| Worst Year | 24.2% | -54.19% |
| Avg. Up Day | 4.75% | 4.78% |
| Avg. Down Day | -3.25% | -4.29% |
| Avg. Up Week | 15.67% | 13.74% |
| Avg. Down Week | -5.1% | -7.8% |
| Avg. Up Month | 26.16% | 22.72% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.19% | 47.63% |
| Win Month % | 100.0% | 46.15% |
| Win Week % | 56.67% | 38.6% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |