| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184:UNIUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 156.13% | -16.96% |
| Max Drawdown | -24.07% | -74.37% |
| Sharpe | 1.6 | 0.36 |
| Sortino | 3.14 | 0.59 |
| Payoff Ratio | 1.62 | 1.3 |
| Profit Factor | 1.48 | 1.06 |
| Common Sense Ratio | 1.99 | 1.28 |
| CPC Index | 1.09 | 0.66 |
| Tail Ratio | 1.34 | 1.22 |
| Outlier Win Ratio | 14.18 | 4.08 |
| Outlier Loss Ratio | 3.76 | 2.85 |
| Volatility (ann.) | 71.15% | 109.02% |
| R^2 | 0.43 | 0.43 |
| Calmar | 6.1 | -0.22 |
| Skew | 2.67 | 1.08 |
| Kurtosis | 17.72 | 4.29 |
| Expected Daily % | 0.25% | -0.05% |
| Expected Monthly % | 7.5% | -1.42% |
| Expected Yearly % | 60.04% | -8.87% |
| Kelly Criterion | 11.47% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -9.28% |
| Expected Shortfall (cVaR) | -5.81% | -9.28% |
| Year | 7215184:UNIUSD | 7215184:uniusd:triple_gx:lsma195_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 140.18 | 1.72 | + |
| 2025 | -54.19 | 6.64 | -0.12 | + |
| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184:UNIUSD |
|---|---|---|
| MTD | -0.85% | 14.91% |
| 3M | -2.21% | -22.98% |
| 6M | 29.93% | -52.55% |
| YTD | 6.64% | -54.19% |
| 1Y | 116.08% | -43.72% |
| 3Y (ann.) | 146.8% | -16.35% |
| 5Y (ann.) | 146.8% | -16.35% |
| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184:UNIUSD |
|---|---|---|
| Max Drawdown | -24.07% | -74.37% |
| Longest DD Days | 115.0 | 173.0 |
| Avg. Drawdown | -9.36% | -23.49% |
| Avg. Drawdown Days | 23.0 | 45.0 |
| Recovery Factor | 6.49 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2024-06-17 | 2024-10-10 | -18.46 | 115 |
| 2024-12-09 | 2025-03-05 | -18.03 | 86 |
| 2024-10-15 | 2024-11-06 | -17.15 | 22 |
| 2025-03-06 | 2025-04-12 | -13.17 | 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 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184: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 | -3.86% | -36.28% |
| Best Year | 140.18% | 81.27% |
| Worst Year | 6.64% | -54.19% |
| Avg. Up Day | 5.07% | 5.09% |
| Avg. Down Day | -3.13% | -3.9% |
| Avg. Up Week | 10.11% | 16.21% |
| Avg. Down Week | -4.02% | -7.72% |
| Avg. Up Month | 30.56% | 35.95% |
| Avg. Down Month | -2.77% | -13.52% |
| Win Days % | 45.28% | 47.63% |
| Win Month % | 54.55% | 46.15% |
| Win Week % | 53.12% | 38.6% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |