| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 158.12% | -28.58% |
| Max Drawdown | -49.21% | -74.37% |
| Sharpe | 0.8 | 0.38 |
| Sortino | 1.28 | 0.6 |
| Payoff Ratio | 1.3 | 1.12 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.5 | 1.11 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.23 | 1.05 |
| Outlier Win Ratio | 15.35 | 3.62 |
| Outlier Loss Ratio | 3.81 | 3.09 |
| Volatility (ann.) | 56.1% | 100.74% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.7 | -0.13 |
| Skew | 1.02 | 1.5 |
| Kurtosis | 13.87 | 12.95 |
| Expected Daily % | 0.08% | -0.03% |
| Expected Monthly % | 2.46% | -0.86% |
| Expected Yearly % | 26.75% | -8.07% |
| Kelly Criterion | 4.74% | 4.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.71% | -8.57% |
| Expected Shortfall (cVaR) | -4.71% | -8.57% |
| Year | 7219750:UNIUSD | 7219750:uniusd:triple_gx:lsma165_60_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -24.31 | 0.62 | + |
| 2023 | 39.98 | 83.95 | 2.10 | + |
| 2024 | 82.95 | 75.08 | 0.91 | - |
| 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.) | 57.7% | 2.4% |
| 5Y (ann.) | 34.29% | -9.94% |
| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| Max Drawdown | -49.21% | -74.37% |
| Longest DD Days | 258.0 | 698.0 |
| Avg. Drawdown | -11.26% | -25.45% |
| Avg. Drawdown Days | 48.0 | 128.0 |
| Recovery Factor | 3.21 | -0.38 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-01-20 | -49.21 | 258 |
| 2024-04-23 | 2024-11-25 | -26.30 | 216 |
| 2025-05-11 | 2025-05-31 | -24.07 | 20 |
| 2023-12-29 | 2024-03-05 | -23.17 | 67 |
| 2023-03-19 | 2023-06-25 | -19.53 | 98 |
| 2023-06-26 | 2023-11-06 | -18.38 | 133 |
| 2024-12-13 | 2025-04-09 | -13.50 | 117 |
| 2023-02-05 | 2023-03-13 | -12.11 | 36 |
| 2024-03-07 | 2024-04-20 | -10.27 | 44 |
| 2023-01-23 | 2023-01-29 | -8.76 | 6 |
| Metric | 7219750:uniusd:triple_gx:lsma165_60_30 | 7219750:UNIUSD |
|---|---|---|
| Best Day | 24.63% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 39.0% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 38.85% | 85.34% |
| Worst Month | -34.26% | -45.74% |
| Best Year | 83.95% | 82.95% |
| Worst Year | -24.31% | -54.19% |
| Avg. Up Day | 4.0% | 4.02% |
| Avg. Down Day | -3.07% | -3.58% |
| Avg. Up Week | 8.41% | 11.42% |
| Avg. Down Week | -5.5% | -8.71% |
| Avg. Up Month | 18.43% | 23.33% |
| Avg. Down Month | -7.94% | -17.15% |
| Win Days % | 46.15% | 49.61% |
| Win Month % | 56.67% | 46.15% |
| Win Week % | 52.27% | 46.51% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 75.0% | 50.0% |