| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 112.24% | -16.96% |
| Max Drawdown | -39.0% | -74.37% |
| Sharpe | 1.36 | 0.36 |
| Sortino | 2.6 | 0.59 |
| Payoff Ratio | 1.56 | 1.15 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.65 | 1.28 |
| CPC Index | 0.96 | 0.58 |
| Tail Ratio | 1.18 | 1.22 |
| Outlier Win Ratio | 14.35 | 4.08 |
| Outlier Loss Ratio | 3.9 | 2.85 |
| Volatility (ann.) | 70.49% | 109.02% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.72 | -0.22 |
| Skew | 2.72 | 1.08 |
| Kurtosis | 18.3 | 4.29 |
| Expected Daily % | 0.2% | -0.05% |
| Expected Monthly % | 5.96% | -1.42% |
| Expected Yearly % | 45.68% | -8.87% |
| Kelly Criterion | 8.51% | 2.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -9.28% |
| Expected Shortfall (cVaR) | -5.81% | -9.28% |
| Year | 7214870:UNIUSD | 7214870:uniusd:triple_gx:lsma165_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 100.70 | 1.24 | + |
| 2025 | -54.19 | 5.75 | -0.11 | + |
| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| MTD | -3.46% | 14.91% |
| 3M | -3.03% | -22.98% |
| 6M | 52.35% | -52.55% |
| YTD | 5.75% | -54.19% |
| 1Y | 79.05% | -43.72% |
| 3Y (ann.) | 106.03% | -16.35% |
| 5Y (ann.) | 106.03% | -16.35% |
| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| Max Drawdown | -39.0% | -74.37% |
| Longest DD Days | 163.0 | 173.0 |
| Avg. Drawdown | -8.99% | -23.49% |
| Avg. Drawdown Days | 24.0 | 45.0 |
| Recovery Factor | 2.88 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2024-11-27 | -39.00 | 163 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2025-03-06 | 2025-04-09 | -11.57 | 34 |
| 2025-02-04 | 2025-02-14 | -9.86 | 10 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2024-11-28 | 2024-12-03 | -7.06 | 5 |
| 2025-04-13 | 2025-05-10 | -6.75 | 27 |
| 2024-05-22 | 2024-05-24 | -5.92 | 2 |
| 2024-12-09 | 2024-12-11 | -4.98 | 2 |
| 2024-12-05 | 2024-12-06 | -4.18 | 1 |
| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -12.56% | -15.38% |
| Best Week | 27.08% | 39.62% |
| Worst Week | -11.83% | -23.38% |
| Best Month | 54.54% | 68.0% |
| Worst Month | -15.27% | -36.28% |
| Best Year | 100.7% | 81.27% |
| Worst Year | 5.75% | -54.19% |
| Avg. Up Day | 4.78% | 4.8% |
| Avg. Down Day | -3.07% | -4.18% |
| Avg. Up Week | 9.25% | 17.32% |
| Avg. Down Week | -4.09% | -6.67% |
| Avg. Up Month | 39.04% | 35.95% |
| Avg. Down Month | -2.01% | -14.69% |
| Win Days % | 44.31% | 47.63% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 54.55% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |