| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 176.24% | -46.17% |
| Max Drawdown | -49.74% | -74.37% |
| Sharpe | 0.83 | 0.29 |
| Sortino | 1.35 | 0.46 |
| Payoff Ratio | 1.37 | 1.15 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.57 | 1.1 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 16.06 | 3.77 |
| Outlier Loss Ratio | 3.72 | 3.2 |
| Volatility (ann.) | 59.78% | 101.03% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.76 | -0.24 |
| Skew | 1.47 | 1.51 |
| Kurtosis | 17.75 | 12.99 |
| Expected Daily % | 0.09% | -0.05% |
| Expected Monthly % | 2.64% | -1.58% |
| Expected Yearly % | 28.92% | -14.34% |
| Kelly Criterion | 5.46% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -8.62% |
| Expected Shortfall (cVaR) | -5.01% | -8.62% |
| Year | 7215160:UNIUSD | 7215160:uniusd:triple_gx:lsma180_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.12 | -28.51 | 0.53 | + |
| 2023 | 39.98 | 60.72 | 1.52 | + |
| 2024 | 82.95 | 124.51 | 1.50 | + |
| 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.) | 52.55% | 2.4% |
| 5Y (ann.) | 37.71% | -17.72% |
| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| Max Drawdown | -49.74% | -74.37% |
| Longest DD Days | 548.0 | 698.0 |
| Avg. Drawdown | -13.28% | -36.45% |
| Avg. Drawdown Days | 66.0 | 191.0 |
| Recovery Factor | 3.54 | -0.62 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-06 | -49.74 | 548 |
| 2024-06-17 | 2024-11-27 | -33.77 | 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 | -20.00 | 78 |
| 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 |
| 2022-04-07 | 2022-05-01 | -6.98 | 24 |
| 2023-11-13 | 2023-12-26 | -6.97 | 43 |
| Metric | 7215160:uniusd:triple_gx:lsma180_70_20 | 7215160:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 29.87% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 51.54% | 85.34% |
| Worst Month | -18.87% | -45.74% |
| Best Year | 124.51% | 82.95% |
| Worst Year | -28.51% | -54.19% |
| Avg. Up Day | 4.46% | 4.47% |
| Avg. Down Day | -3.24% | -3.88% |
| Avg. Up Week | 8.87% | 12.2% |
| Avg. Down Week | -5.86% | -9.46% |
| Avg. Up Month | 19.28% | 27.79% |
| Avg. Down Month | -6.29% | -16.99% |
| Win Days % | 45.3% | 49.22% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 51.19% | 45.88% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |