| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 89.4% | -1.64% |
| Max Drawdown | -36.48% | -74.37% |
| Sharpe | 0.95 | 0.53 |
| Sortino | 1.68 | 0.87 |
| Payoff Ratio | 1.46 | 1.08 |
| Profit Factor | 1.27 | 1.09 |
| Common Sense Ratio | 1.33 | 1.22 |
| CPC Index | 0.81 | 0.57 |
| Tail Ratio | 1.05 | 1.13 |
| Outlier Win Ratio | 16.22 | 3.97 |
| Outlier Loss Ratio | 3.76 | 2.87 |
| Volatility (ann.) | 66.67% | 113.52% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.45 | -0.01 |
| Skew | 2.25 | 1.33 |
| Kurtosis | 17.62 | 7.83 |
| Expected Daily % | 0.12% | -0.0% |
| Expected Monthly % | 3.42% | -0.09% |
| Expected Yearly % | 37.62% | -0.82% |
| Kelly Criterion | 5.43% | 0.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.57% | -9.61% |
| Expected Shortfall (cVaR) | -5.57% | -9.61% |
| Year | 7215181:UNIUSD | 7215181:uniusd:triple_gx:lsma190_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 111.76 | 1.38 | + |
| 2025 | -45.74 | -10.56 | 0.23 | + |
| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| MTD | -23.63% | 24.9% |
| 3M | -15.74% | -33.15% |
| 6M | -16.07% | 18.0% |
| YTD | -10.56% | -45.74% |
| 1Y | 40.09% | -16.27% |
| 3Y (ann.) | 52.9% | -1.1% |
| 5Y (ann.) | 52.9% | -1.1% |
| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| Max Drawdown | -36.48% | -74.37% |
| Longest DD Days | 155.0 | 342.0 |
| Avg. Drawdown | -12.45% | -23.49% |
| Avg. Drawdown Days | 37.0 | 66.0 |
| Recovery Factor | 2.45 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-10-13 | -36.48 | 155 |
| 2025-10-14 | 2025-11-16 | -34.30 | 33 |
| 2024-06-17 | 2024-11-06 | -28.66 | 142 |
| 2024-12-09 | 2025-03-05 | -18.03 | 86 |
| 2025-03-06 | 2025-04-12 | -12.81 | 37 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 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 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -13.89% | -25.34% |
| Best Week | 29.87% | 39.62% |
| Worst Week | -25.66% | -28.19% |
| Best Month | 51.54% | 68.0% |
| Worst Month | -23.63% | -36.28% |
| Best Year | 111.76% | 81.27% |
| Worst Year | -10.56% | -45.74% |
| Avg. Up Day | 4.7% | 4.72% |
| Avg. Down Day | -3.22% | -4.36% |
| Avg. Up Week | 8.38% | 13.1% |
| Avg. Down Week | -3.63% | -8.74% |
| Avg. Up Month | 22.92% | 28.36% |
| Avg. Down Month | -1.83% | -15.89% |
| Win Days % | 43.89% | 48.45% |
| Win Month % | 52.94% | 52.63% |
| Win Week % | 51.02% | 44.44% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |