| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 149.95% | -16.96% |
| Max Drawdown | -24.07% | -74.37% |
| Sharpe | 1.59 | 0.36 |
| Sortino | 3.0 | 0.59 |
| Payoff Ratio | 1.45 | 1.18 |
| Profit Factor | 1.47 | 1.06 |
| Common Sense Ratio | 1.97 | 1.28 |
| CPC Index | 1.04 | 0.6 |
| Tail Ratio | 1.34 | 1.22 |
| Outlier Win Ratio | 13.85 | 3.92 |
| Outlier Loss Ratio | 3.54 | 2.83 |
| Volatility (ann.) | 69.92% | 109.02% |
| R^2 | 0.41 | 0.41 |
| Calmar | 5.86 | -0.22 |
| Skew | 2.54 | 1.08 |
| Kurtosis | 18.2 | 4.29 |
| Expected Daily % | 0.24% | -0.05% |
| Expected Monthly % | 7.3% | -1.42% |
| Expected Yearly % | 58.1% | -8.87% |
| Kelly Criterion | 13.53% | 3.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.72% | -9.28% |
| Expected Shortfall (cVaR) | -5.72% | -9.28% |
| Year | 7217664:UNIUSD | 7217664:uniusd:triple_gx:lsma165_70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 146.70 | 1.81 | + |
| 2025 | -54.19 | 1.32 | -0.02 | + |
| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| MTD | 2.54% | 14.91% |
| 3M | 3.24% | -22.98% |
| 6M | 8.63% | -52.55% |
| YTD | 1.32% | -54.19% |
| 1Y | 111.76% | -43.72% |
| 3Y (ann.) | 141.08% | -16.35% |
| 5Y (ann.) | 141.08% | -16.35% |
| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| Max Drawdown | -24.07% | -74.37% |
| Longest DD Days | 163.0 | 173.0 |
| Avg. Drawdown | -10.41% | -23.49% |
| Avg. Drawdown Days | 36.0 | 45.0 |
| Recovery Factor | 6.23 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2024-05-26 | 2024-11-05 | -22.99 | 163 |
| 2024-12-09 | 2025-05-10 | -19.21 | 152 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-11-28 | 2024-12-03 | -7.39 | 5 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-12-05 | 2024-12-08 | -4.52 | 3 |
| 2024-11-26 | 2024-11-27 | -2.31 | 1 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 30.44% | 39.62% |
| Worst Week | -11.79% | -23.38% |
| Best Month | 83.19% | 68.0% |
| Worst Month | -6.51% | -36.28% |
| Best Year | 146.7% | 81.27% |
| Worst Year | 1.32% | -54.19% |
| Avg. Up Day | 4.6% | 4.62% |
| Avg. Down Day | -3.16% | -3.9% |
| Avg. Up Week | 13.34% | 17.43% |
| Avg. Down Week | -4.18% | -8.76% |
| Avg. Up Month | 20.74% | 25.01% |
| Avg. Down Month | -2.95% | -24.54% |
| Win Days % | 48.77% | 47.63% |
| Win Month % | 72.73% | 46.15% |
| Win Week % | 50.0% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |