| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -14.08% | -16.96% |
| Max Drawdown | -34.49% | -74.37% |
| Sharpe | 0.02 | 0.36 |
| Sortino | 0.04 | 0.59 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.01 | 1.06 |
| Common Sense Ratio | 1.09 | 1.28 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 1.08 | 1.22 |
| Outlier Win Ratio | 17.44 | 3.49 |
| Outlier Loss Ratio | 3.92 | 2.79 |
| Volatility (ann.) | 57.46% | 109.02% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.39 | -0.22 |
| Skew | 2.49 | 1.08 |
| Kurtosis | 26.25 | 4.29 |
| Expected Daily % | -0.04% | -0.05% |
| Expected Monthly % | -1.16% | -1.42% |
| Expected Yearly % | -7.31% | -8.87% |
| Kelly Criterion | -4.71% | -1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -9.28% |
| Expected Shortfall (cVaR) | -4.94% | -9.28% |
| Year | 7221299:UNIUSD | 7221299:uniusd:triple_gx:lsma110_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 2.33 | 0.03 | - |
| 2025 | -54.19 | -16.04 | 0.30 | + |
| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| MTD | -27.42% | 14.91% |
| 3M | -19.23% | -22.98% |
| 6M | -24.51% | -52.55% |
| YTD | -16.04% | -54.19% |
| 1Y | -18.29% | -43.72% |
| 3Y (ann.) | -13.56% | -16.35% |
| 5Y (ann.) | -13.56% | -16.35% |
| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| Max Drawdown | -34.49% | -74.37% |
| Longest DD Days | 176.0 | 173.0 |
| Avg. Drawdown | -18.65% | -23.49% |
| Avg. Drawdown Days | 73.0 | 45.0 |
| Recovery Factor | -0.41 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-26 | 2024-11-18 | -34.49 | 176 |
| 2025-04-13 | 2025-05-31 | -29.99 | 48 |
| 2024-11-27 | 2025-04-12 | -22.35 | 136 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-05-24 | 2024-05-25 | -0.18 | 1 |
| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -14.1% | -15.38% |
| Best Week | 19.66% | 39.62% |
| Worst Week | -19.67% | -23.38% |
| Best Month | 43.95% | 68.0% |
| Worst Month | -27.42% | -36.28% |
| Best Year | 2.33% | 81.27% |
| Worst Year | -16.04% | -54.19% |
| Avg. Up Day | 4.08% | 4.11% |
| Avg. Down Day | -2.99% | -3.82% |
| Avg. Up Week | 7.7% | 14.59% |
| Avg. Down Week | -5.77% | -7.27% |
| Avg. Up Month | 22.26% | 46.21% |
| Avg. Down Month | -8.92% | -14.77% |
| Win Days % | 39.61% | 47.63% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 40.54% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |