| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 110.53% | -16.96% |
| Max Drawdown | -33.77% | -74.37% |
| Sharpe | 1.33 | 0.36 |
| Sortino | 2.47 | 0.59 |
| Payoff Ratio | 1.5 | 1.22 |
| Profit Factor | 1.38 | 1.06 |
| Common Sense Ratio | 1.69 | 1.28 |
| CPC Index | 0.94 | 0.62 |
| Tail Ratio | 1.23 | 1.22 |
| Outlier Win Ratio | 14.04 | 4.08 |
| Outlier Loss Ratio | 3.64 | 2.91 |
| Volatility (ann.) | 72.62% | 109.02% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.09 | -0.22 |
| Skew | 2.43 | 1.08 |
| Kurtosis | 16.6 | 4.29 |
| Expected Daily % | 0.2% | -0.05% |
| Expected Monthly % | 5.89% | -1.42% |
| Expected Yearly % | 45.1% | -8.87% |
| Kelly Criterion | 8.98% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.99% | -9.28% |
| Expected Shortfall (cVaR) | -5.99% | -9.28% |
| Year | 7215160:UNIUSD | 7215160:uniusd:triple_gx:lsma180_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 96.60 | 1.19 | + |
| 2025 | -54.19 | 7.08 | -0.13 | + |
| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| MTD | -0.85% | 14.91% |
| 3M | -1.81% | -22.98% |
| 6M | 30.47% | -52.55% |
| YTD | 7.08% | -54.19% |
| 1Y | 77.61% | -43.72% |
| 3Y (ann.) | 104.43% | -16.35% |
| 5Y (ann.) | 104.43% | -16.35% |
| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| Max Drawdown | -33.77% | -74.37% |
| Longest DD Days | 163.0 | 173.0 |
| Avg. Drawdown | -11.53% | -23.49% |
| Avg. Drawdown Days | 36.0 | 45.0 |
| Recovery Factor | 3.27 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2024-11-27 | -33.77 | 163 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2024-12-09 | 2025-03-05 | -18.03 | 86 |
| 2025-03-06 | 2025-04-12 | -12.81 | 37 |
| 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 |
| 2024-12-05 | 2024-12-06 | -4.18 | 1 |
| 2024-05-26 | 2024-06-14 | -2.50 | 19 |
| 2024-05-20 | 2024-05-21 | -0.18 | 1 |
| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 29.87% | 39.62% |
| Worst Week | -11.83% | -23.38% |
| Best Month | 51.54% | 68.0% |
| Worst Month | -3.49% | -36.28% |
| Best Year | 96.6% | 81.27% |
| Worst Year | 7.08% | -54.19% |
| Avg. Up Day | 4.95% | 4.97% |
| Avg. Down Day | -3.3% | -4.06% |
| Avg. Up Week | 10.17% | 16.21% |
| Avg. Down Week | -4.26% | -7.67% |
| Avg. Up Month | 30.56% | 35.95% |
| Avg. Down Month | -2.74% | -14.69% |
| Win Days % | 45.4% | 47.63% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 50.0% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |