| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 335.27% | -28.58% |
| Max Drawdown | -48.88% | -74.37% |
| Sharpe | 1.07 | 0.38 |
| Sortino | 1.77 | 0.6 |
| Payoff Ratio | 1.33 | 1.14 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.76 | 1.11 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.34 | 1.05 |
| Outlier Win Ratio | 15.43 | 3.74 |
| Outlier Loss Ratio | 3.55 | 3.09 |
| Volatility (ann.) | 59.23% | 100.74% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.19 | -0.13 |
| Skew | 1.54 | 1.5 |
| Kurtosis | 17.6 | 12.95 |
| Expected Daily % | 0.13% | -0.03% |
| Expected Monthly % | 3.84% | -0.86% |
| Expected Yearly % | 44.44% | -8.07% |
| Kelly Criterion | 9.14% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -8.57% |
| Expected Shortfall (cVaR) | -4.93% | -8.57% |
| Year | 7217664:UNIUSD | 7217664:uniusd:triple_gx:lsma165_70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -11.66 | 0.30 | + |
| 2023 | 39.98 | 58.78 | 1.47 | + |
| 2024 | 82.95 | 206.26 | 2.49 | + |
| 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.) | 76.48% | 2.4% |
| 5Y (ann.) | 57.98% | -9.94% |
| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| Max Drawdown | -48.88% | -74.37% |
| Longest DD Days | 251.0 | 698.0 |
| Avg. Drawdown | -11.49% | -25.45% |
| Avg. Drawdown Days | 43.0 | 128.0 |
| Recovery Factor | 6.86 | -0.38 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-01-13 | -48.88 | 251 |
| 2023-06-26 | 2023-12-26 | -26.48 | 183 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2023-12-29 | 2024-03-06 | -23.17 | 68 |
| 2023-03-19 | 2023-06-25 | -23.13 | 98 |
| 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 |
| 2023-02-05 | 2023-03-13 | -12.11 | 36 |
| 2024-03-07 | 2024-04-20 | -10.27 | 44 |
| Metric | 7217664:uniusd:triple_gx:lsma165_70_25 | 7217664:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 39.0% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 83.19% | 85.34% |
| Worst Month | -17.47% | -45.74% |
| Best Year | 206.26% | 82.95% |
| Worst Year | -11.66% | -54.19% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.2% | -3.76% |
| Avg. Up Week | 10.44% | 12.48% |
| Avg. Down Week | -6.1% | -9.84% |
| Avg. Up Month | 20.64% | 24.42% |
| Avg. Down Month | -6.72% | -20.31% |
| Win Days % | 48.09% | 49.61% |
| Win Month % | 62.07% | 46.15% |
| Win Week % | 55.95% | 46.51% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 75.0% | 50.0% |