| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 57.77% | -16.96% |
| Max Drawdown | -24.53% | -74.37% |
| Sharpe | 1.02 | 0.36 |
| Sortino | 1.83 | 0.59 |
| Payoff Ratio | 1.46 | 1.2 |
| Profit Factor | 1.27 | 1.06 |
| Common Sense Ratio | 1.56 | 1.28 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.23 | 1.22 |
| Outlier Win Ratio | 15.81 | 3.81 |
| Outlier Loss Ratio | 4.04 | 2.74 |
| Volatility (ann.) | 59.56% | 109.02% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.24 | -0.22 |
| Skew | 2.25 | 1.08 |
| Kurtosis | 15.91 | 4.29 |
| Expected Daily % | 0.12% | -0.05% |
| Expected Monthly % | 3.57% | -1.42% |
| Expected Yearly % | 25.61% | -8.87% |
| Kelly Criterion | 3.98% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -9.28% |
| Expected Shortfall (cVaR) | -4.96% | -9.28% |
| Year | 7219750:UNIUSD | 7219750:uniusd:triple_gx:lsma165_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 49.00 | 0.60 | - |
| 2025 | -54.19 | 5.88 | -0.11 | + |
| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| MTD | -4.88% | 14.91% |
| 3M | 10.54% | -22.98% |
| 6M | 18.55% | -52.55% |
| YTD | 5.88% | -54.19% |
| 1Y | 46.4% | -43.72% |
| 3Y (ann.) | 54.96% | -16.35% |
| 5Y (ann.) | 54.96% | -16.35% |
| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| Max Drawdown | -24.53% | -74.37% |
| Longest DD Days | 137.0 | 173.0 |
| Avg. Drawdown | -11.27% | -23.49% |
| Avg. Drawdown Days | 36.0 | 45.0 |
| Recovery Factor | 2.36 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-15 | 2024-11-24 | -24.53 | 40 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2024-05-26 | 2024-10-10 | -21.96 | 137 |
| 2024-12-13 | 2025-04-09 | -13.50 | 117 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2024-11-28 | 2024-12-11 | -7.06 | 13 |
| 2025-04-13 | 2025-05-10 | -6.41 | 27 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| 2024-11-26 | 2024-11-27 | -2.31 | 1 |
| 2024-05-24 | 2024-05-25 | -0.18 | 1 |
| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| Best Day | 24.63% | 29.16% |
| Worst Day | -12.56% | -15.38% |
| Best Week | 26.52% | 39.62% |
| Worst Week | -14.73% | -23.38% |
| Best Month | 21.87% | 68.0% |
| Worst Month | -6.7% | -36.28% |
| Best Year | 49.0% | 81.27% |
| Worst Year | 5.88% | -54.19% |
| Avg. Up Day | 4.27% | 4.3% |
| Avg. Down Day | -2.92% | -3.59% |
| Avg. Up Week | 7.68% | 14.27% |
| Avg. Down Week | -4.14% | -7.56% |
| Avg. Up Month | 13.89% | 27.69% |
| Avg. Down Month | -3.92% | -20.01% |
| Win Days % | 42.94% | 47.63% |
| Win Month % | 54.55% | 46.15% |
| Win Week % | 50.0% | 38.6% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |