| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 665.86% | -15.41% |
| Max Drawdown | -53.09% | -74.37% |
| Sharpe | 1.18 | 0.45 |
| Sortino | 2.04 | 0.73 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | 1.64 | 1.13 |
| CPC Index | 0.89 | 0.63 |
| Tail Ratio | 1.22 | 1.06 |
| Outlier Win Ratio | 15.12 | 3.87 |
| Outlier Loss Ratio | 3.5 | 3.09 |
| Volatility (ann.) | 63.26% | 103.82% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.39 | -0.06 |
| Skew | 1.91 | 1.56 |
| Kurtosis | 18.1 | 13.17 |
| Expected Daily % | 0.15% | -0.01% |
| Expected Monthly % | 4.63% | -0.37% |
| Expected Yearly % | 66.36% | -4.1% |
| Kelly Criterion | 11.35% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.81% |
| Expected Shortfall (cVaR) | -5.24% | -8.81% |
| Year | 7231389:UNIUSD | 7231389:uniusd:triple_gx:lsma165_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -27.03 | 0.69 | + |
| 2023 | 39.98 | 118.74 | 2.97 | + |
| 2024 | 82.95 | 262.45 | 3.16 | + |
| 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.) | 129.26% | 4.58% |
| 5Y (ann.) | 73.9% | -4.45% |
| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389:UNIUSD |
|---|---|---|
| Max Drawdown | -53.09% | -74.37% |
| Longest DD Days | 414.0 | 698.0 |
| Avg. Drawdown | -10.39% | -25.45% |
| Avg. Drawdown Days | 39.0 | 147.0 |
| Recovery Factor | 12.54 | -0.21 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-06-25 | -53.09 | 414 |
| 2024-12-09 | 2025-05-10 | -31.72 | 152 |
| 2025-06-11 | 2025-11-16 | -31.35 | 158 |
| 2024-03-07 | 2024-08-14 | -31.12 | 160 |
| 2025-05-11 | 2025-06-09 | -24.07 | 29 |
| 2024-08-22 | 2024-09-11 | -19.41 | 20 |
| 2023-07-22 | 2023-11-01 | -14.19 | 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 |
| Metric | 7231389:uniusd:triple_gx:lsma165_80_60 | 7231389: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 | 81.14% | 85.34% |
| Worst Month | -22.58% | -45.74% |
| Best Year | 262.45% | 82.95% |
| Worst Year | -27.03% | -45.74% |
| Avg. Up Day | 4.32% | 4.34% |
| Avg. Down Day | -3.24% | -3.65% |
| Avg. Up Week | 11.25% | 11.16% |
| Avg. Down Week | -6.78% | -9.58% |
| Avg. Up Month | 20.8% | 27.22% |
| Avg. Down Month | -7.52% | -16.21% |
| Win Days % | 49.3% | 49.7% |
| Win Month % | 68.97% | 48.89% |
| Win Week % | 58.89% | 47.96% |
| Win Quarter % | 76.92% | 50.0% |
| Win Year % | 75.0% | 50.0% |