| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 282.51% | -1.64% |
| Max Drawdown | -31.72% | -74.37% |
| Sharpe | 1.61 | 0.53 |
| Sortino | 3.07 | 0.87 |
| Payoff Ratio | 1.47 | 1.22 |
| Profit Factor | 1.5 | 1.09 |
| Common Sense Ratio | 2.1 | 1.22 |
| CPC Index | 1.09 | 0.64 |
| Tail Ratio | 1.4 | 1.13 |
| Outlier Win Ratio | 15.23 | 3.99 |
| Outlier Loss Ratio | 3.33 | 2.83 |
| Volatility (ann.) | 69.79% | 113.52% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.54 | -0.01 |
| Skew | 2.59 | 1.33 |
| Kurtosis | 18.47 | 7.83 |
| Expected Daily % | 0.24% | -0.0% |
| Expected Monthly % | 7.32% | -0.09% |
| Expected Yearly % | 95.58% | -0.82% |
| Kelly Criterion | 15.21% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -9.61% |
| Expected Shortfall (cVaR) | -5.7% | -9.61% |
| Year | 7231389:UNIUSD | 7231389:uniusd:triple_gx:lsma165_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 188.95 | 2.32 | + |
| 2025 | -45.74 | 32.38 | -0.71 | + |
| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389:UNIUSD |
|---|---|---|
| MTD | -8.77% | 24.9% |
| 3M | -10.92% | -33.15% |
| 6M | 19.79% | 18.0% |
| YTD | 32.38% | -45.74% |
| 1Y | 113.97% | -16.27% |
| 3Y (ann.) | 143.99% | -1.1% |
| 5Y (ann.) | 143.99% | -1.1% |
| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389:UNIUSD |
|---|---|---|
| Max Drawdown | -31.72% | -74.37% |
| Longest DD Days | 158.0 | 342.0 |
| Avg. Drawdown | -9.35% | -23.49% |
| Avg. Drawdown Days | 22.0 | 66.0 |
| Recovery Factor | 8.91 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-10 | -31.72 | 152 |
| 2025-06-11 | 2025-11-16 | -31.35 | 158 |
| 2025-05-11 | 2025-06-09 | -24.07 | 29 |
| 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 |
| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -14.1% | -25.34% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -21.84% | -28.19% |
| Best Month | 81.14% | 68.0% |
| Worst Month | -8.77% | -36.28% |
| Best Year | 188.95% | 81.27% |
| Worst Year | 32.38% | -45.74% |
| Avg. Up Day | 4.94% | 4.96% |
| Avg. Down Day | -3.36% | -4.06% |
| Avg. Up Week | 14.19% | 13.87% |
| Avg. Down Week | -5.09% | -9.46% |
| Avg. Up Month | 25.2% | 21.9% |
| Avg. Down Month | -2.36% | -24.8% |
| Win Days % | 49.52% | 48.45% |
| Win Month % | 81.82% | 52.63% |
| Win Week % | 54.05% | 44.44% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |