| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 106.06% | -62.12% |
| Max Drawdown | -42.41% | -77.25% |
| Sharpe | 0.64 | 0.2 |
| Sortino | 1.13 | 0.31 |
| Payoff Ratio | 1.44 | 1.15 |
| Profit Factor | 1.21 | 1.03 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 16.15 | 3.3 |
| Outlier Loss Ratio | 3.97 | 2.96 |
| Volatility (ann.) | 60.27% | 100.75% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.56 | -0.32 |
| Skew | 4.98 | 1.43 |
| Kurtosis | 86.17 | 12.39 |
| Expected Daily % | 0.06% | -0.08% |
| Expected Monthly % | 1.78% | -2.34% |
| Expected Yearly % | 19.81% | -21.55% |
| Kelly Criterion | 3.26% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -8.62% |
| Expected Shortfall (cVaR) | -5.08% | -8.62% |
| Year | 7221299:UNIUSD | 7221299:uniusd:triple_gx:lsma110_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -67.71 | -17.39 | 0.26 | + |
| 2023 | 39.98 | 30.83 | 0.77 | - |
| 2024 | 82.95 | 127.08 | 1.53 | + |
| 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.) | 42.2% | 2.4% |
| 5Y (ann.) | 23.95% | -25.05% |
| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| Max Drawdown | -42.41% | -77.25% |
| Longest DD Days | 474.0 | 1052.0 |
| Avg. Drawdown | -14.8% | -75.81% |
| Avg. Drawdown Days | 86.0 | 612.0 |
| Recovery Factor | 2.5 | -0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-24 | 2022-10-25 | -42.41 | 274 |
| 2022-11-06 | 2024-02-23 | -36.36 | 474 |
| 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 |
| 2024-03-07 | 2024-04-14 | -7.85 | 38 |
| 2024-02-24 | 2024-03-01 | -6.83 | 6 |
| 2024-04-23 | 2024-05-25 | -6.71 | 32 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-04-15 | 2024-04-18 | -5.01 | 3 |
| Metric | 7221299:uniusd:triple_gx:lsma110_40_35 | 7221299:UNIUSD |
|---|---|---|
| Best Day | 54.94% | 54.94% |
| Worst Day | -19.44% | -19.44% |
| Best Week | 54.66% | 53.07% |
| Worst Week | -19.67% | -32.59% |
| Best Month | 50.75% | 85.34% |
| Worst Month | -27.42% | -45.74% |
| Best Year | 127.08% | 82.95% |
| Worst Year | -17.39% | -67.71% |
| Avg. Up Day | 4.21% | 4.23% |
| Avg. Down Day | -2.92% | -3.67% |
| Avg. Up Week | 11.02% | 13.45% |
| Avg. Down Week | -5.26% | -8.8% |
| Avg. Up Month | 19.44% | 33.2% |
| Avg. Down Month | -6.48% | -17.81% |
| Win Days % | 42.93% | 49.02% |
| Win Month % | 48.57% | 43.9% |
| Win Week % | 44.21% | 45.0% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 50.0% | 50.0% |