| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375:UNIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 604.87% | -31.19% |
| Max Drawdown | -53.09% | -74.37% |
| Sharpe | 1.26 | 0.37 |
| Sortino | 2.17 | 0.58 |
| Payoff Ratio | 1.34 | 1.15 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 1.73 | 1.1 |
| CPC Index | 0.91 | 0.6 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 14.54 | 3.93 |
| Outlier Loss Ratio | 3.59 | 3.18 |
| Volatility (ann.) | 63.29% | 100.56% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.56 | -0.15 |
| Skew | 1.75 | 1.49 |
| Kurtosis | 16.91 | 12.94 |
| Expected Daily % | 0.17% | -0.03% |
| Expected Monthly % | 5.13% | -0.95% |
| Expected Yearly % | 62.94% | -8.92% |
| Kelly Criterion | 11.82% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -8.56% |
| Expected Shortfall (cVaR) | -5.23% | -8.56% |
| Year | 7231375:UNIUSD | 7231375:uniusd:triple_gx:lsma155_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.35 | -29.53 | 0.71 | + |
| 2023 | 39.98 | 134.41 | 3.36 | + |
| 2024 | 82.95 | 243.58 | 2.94 | + |
| 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.) | 107.1% | 2.4% |
| 5Y (ann.) | 82.58% | -10.89% |
| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375:UNIUSD |
|---|---|---|
| Max Drawdown | -53.09% | -74.37% |
| Longest DD Days | 414.0 | 698.0 |
| Avg. Drawdown | -9.31% | -22.53% |
| Avg. Drawdown Days | 36.0 | 106.0 |
| Recovery Factor | 11.39 | -0.42 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-06-25 | -53.09 | 414 |
| 2024-12-09 | 2025-05-31 | -31.72 | 173 |
| 2024-03-07 | 2024-08-14 | -31.12 | 160 |
| 2024-08-22 | 2024-09-11 | -19.41 | 20 |
| 2023-07-22 | 2023-11-01 | -13.52 | 102 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-10-15 | 2024-11-06 | -11.28 | 22 |
| 2023-06-26 | 2023-07-01 | -11.10 | 5 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2024-01-12 | 2024-03-02 | -7.75 | 50 |
| Metric | 7231375:uniusd:triple_gx:lsma155_80_60 | 7231375: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 | 81.14% | 85.34% |
| Worst Month | -20.06% | -45.74% |
| Best Year | 243.58% | 82.95% |
| Worst Year | -29.53% | -54.19% |
| Avg. Up Day | 4.28% | 4.3% |
| Avg. Down Day | -3.2% | -3.75% |
| Avg. Up Week | 12.09% | 11.16% |
| Avg. Down Week | -6.63% | -8.78% |
| Avg. Up Month | 20.44% | 28.01% |
| Avg. Down Month | -7.83% | -15.8% |
| Win Days % | 49.56% | 49.53% |
| Win Month % | 77.78% | 46.15% |
| Win Week % | 58.02% | 46.24% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |