| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 253.0% | -37.29% |
| Max Drawdown | -49.74% | -74.37% |
| Sharpe | 0.97 | 0.34 |
| Sortino | 1.61 | 0.54 |
| Payoff Ratio | 1.42 | 1.18 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.7 | 1.13 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.33 | 1.07 |
| Outlier Win Ratio | 15.95 | 3.81 |
| Outlier Loss Ratio | 3.82 | 3.18 |
| Volatility (ann.) | 59.48% | 101.1% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.0 | -0.19 |
| Skew | 1.57 | 1.53 |
| Kurtosis | 18.12 | 13.12 |
| Expected Daily % | 0.11% | -0.04% |
| Expected Monthly % | 3.37% | -1.22% |
| Expected Yearly % | 37.07% | -11.01% |
| Kelly Criterion | 6.7% | 6.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -8.61% |
| Expected Shortfall (cVaR) | -4.96% | -8.61% |
| Year | 7215184:UNIUSD | 7215184:uniusd:triple_gx:lsma195_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.55 | -25.51 | 0.55 | + |
| 2023 | 39.98 | 62.01 | 1.55 | + |
| 2024 | 82.95 | 174.28 | 2.10 | + |
| 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.) | 63.28% | 2.4% |
| 5Y (ann.) | 49.54% | -13.83% |
| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184:UNIUSD |
|---|---|---|
| Max Drawdown | -49.74% | -74.37% |
| Longest DD Days | 548.0 | 678.0 |
| Avg. Drawdown | -11.1% | -30.99% |
| Avg. Drawdown Days | 50.0 | 162.0 |
| Recovery Factor | 5.09 | -0.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-06 | -49.74 | 548 |
| 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 |
| 2024-06-17 | 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 |
| Metric | 7215184:uniusd:triple_gx:lsma195_70_20 | 7215184: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 | 174.28% | 82.95% |
| Worst Year | -25.51% | -54.19% |
| Avg. Up Day | 4.43% | 4.45% |
| Avg. Down Day | -3.13% | -3.77% |
| Avg. Up Week | 9.02% | 12.57% |
| Avg. Down Week | -5.77% | -9.32% |
| Avg. Up Month | 17.46% | 25.21% |
| Avg. Down Month | -5.65% | -15.06% |
| Win Days % | 45.32% | 49.16% |
| Win Month % | 53.33% | 44.74% |
| Win Week % | 53.49% | 45.83% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 75.0% | 50.0% |