| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 197.42% | -28.58% |
| Max Drawdown | -52.06% | -74.37% |
| Sharpe | 0.87 | 0.38 |
| Sortino | 1.41 | 0.6 |
| Payoff Ratio | 1.35 | 1.08 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.56 | 1.11 |
| CPC Index | 0.77 | 0.57 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 15.7 | 3.69 |
| Outlier Loss Ratio | 3.73 | 3.12 |
| Volatility (ann.) | 58.87% | 100.74% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.77 | -0.13 |
| Skew | 1.54 | 1.5 |
| Kurtosis | 18.3 | 12.95 |
| Expected Daily % | 0.09% | -0.03% |
| Expected Monthly % | 2.83% | -0.86% |
| Expected Yearly % | 31.32% | -8.07% |
| Kelly Criterion | 5.77% | 2.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -8.57% |
| Expected Shortfall (cVaR) | -4.93% | -8.57% |
| Year | 7214870:UNIUSD | 7214870:uniusd:triple_gx:lsma165_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -27.62 | 0.71 | + |
| 2023 | 39.98 | 70.06 | 1.75 | + |
| 2024 | 82.95 | 128.51 | 1.55 | + |
| 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.) | 56.3% | 2.4% |
| 5Y (ann.) | 40.34% | -9.94% |
| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| Max Drawdown | -52.06% | -74.37% |
| Longest DD Days | 593.0 | 698.0 |
| Avg. Drawdown | -11.37% | -25.45% |
| Avg. Drawdown Days | 55.0 | 128.0 |
| Recovery Factor | 3.79 | -0.38 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-12-21 | -52.06 | 593 |
| 2024-06-17 | 2024-11-27 | -39.00 | 163 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2023-12-29 | 2024-03-06 | -23.17 | 68 |
| 2024-03-07 | 2024-05-24 | -20.24 | 78 |
| 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 |
| 2022-04-08 | 2022-05-01 | -6.81 | 23 |
| Metric | 7214870:uniusd:triple_gx:lsma165_60_20 | 7214870:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 27.08% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 54.54% | 85.34% |
| Worst Month | -22.62% | -45.74% |
| Best Year | 128.51% | 82.95% |
| Worst Year | -27.62% | -54.19% |
| Avg. Up Day | 4.26% | 4.28% |
| Avg. Down Day | -3.17% | -3.98% |
| Avg. Up Week | 8.05% | 12.26% |
| Avg. Down Week | -5.04% | -8.86% |
| Avg. Up Month | 24.58% | 27.79% |
| Avg. Down Month | -7.03% | -14.15% |
| Win Days % | 45.95% | 49.61% |
| Win Month % | 51.72% | 46.15% |
| Win Week % | 53.33% | 46.51% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 75.0% | 50.0% |