| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 180.33% | -26.36% |
| Max Drawdown | -49.74% | -74.37% |
| Sharpe | 0.78 | 0.42 |
| Sortino | 1.25 | 0.67 |
| Payoff Ratio | 1.36 | 1.09 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.44 | 1.13 |
| CPC Index | 0.75 | 0.57 |
| Tail Ratio | 1.18 | 1.06 |
| Outlier Win Ratio | 16.71 | 3.78 |
| Outlier Loss Ratio | 3.82 | 3.16 |
| Volatility (ann.) | 58.86% | 104.17% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.66 | -0.11 |
| Skew | 1.39 | 1.58 |
| Kurtosis | 17.33 | 13.25 |
| Expected Daily % | 0.08% | -0.02% |
| Expected Monthly % | 2.37% | -0.69% |
| Expected Yearly % | 29.39% | -7.36% |
| Kelly Criterion | 4.68% | 2.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -8.85% |
| Expected Shortfall (cVaR) | -4.94% | -8.85% |
| Year | 7215181:UNIUSD | 7215181:uniusd:triple_gx:lsma190_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.00 | -23.14 | 0.49 | + |
| 2023 | 39.98 | 68.64 | 1.72 | + |
| 2024 | 82.95 | 141.83 | 1.71 | + |
| 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.) | 53.87% | 4.58% |
| 5Y (ann.) | 33.04% | -8.12% |
| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| Max Drawdown | -49.74% | -74.37% |
| Longest DD Days | 543.0 | 684.0 |
| Avg. Drawdown | -12.77% | -36.05% |
| Avg. Drawdown Days | 57.0 | 218.0 |
| Recovery Factor | 3.63 | -0.35 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-01 | -49.74 | 543 |
| 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 |
| 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 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-11-28 | 2024-12-03 | -7.06 | 5 |
| Metric | 7215181:uniusd:triple_gx:lsma190_70_20 | 7215181:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -25.34% |
| Best Week | 29.87% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 51.54% | 85.34% |
| Worst Month | -23.63% | -45.74% |
| Best Year | 141.83% | 82.95% |
| Worst Year | -23.14% | -47.0% |
| Avg. Up Day | 4.33% | 4.35% |
| Avg. Down Day | -3.17% | -4.0% |
| Avg. Up Week | 8.17% | 11.25% |
| Avg. Down Week | -5.27% | -9.6% |
| Avg. Up Month | 16.5% | 23.84% |
| Avg. Down Month | -6.22% | -14.81% |
| Win Days % | 44.99% | 49.35% |
| Win Month % | 58.33% | 47.73% |
| Win Week % | 52.43% | 47.4% |
| Win Quarter % | 71.43% | 46.67% |
| Win Year % | 50.0% | 50.0% |