| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 263.66% | -59.41% |
| Max Drawdown | -37.93% | -79.6% |
| Sharpe | 0.91 | 0.22 |
| Sortino | 1.65 | 0.35 |
| Payoff Ratio | 1.46 | 1.17 |
| Profit Factor | 1.31 | 1.03 |
| Common Sense Ratio | 1.58 | 1.08 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 1.21 | 1.04 |
| Outlier Win Ratio | 16.52 | 3.52 |
| Outlier Loss Ratio | 3.89 | 2.95 |
| Volatility (ann.) | 61.55% | 100.72% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.22 | -0.29 |
| Skew | 4.81 | 1.42 |
| Kurtosis | 79.36 | 12.28 |
| Expected Daily % | 0.1% | -0.07% |
| Expected Monthly % | 3.2% | -2.17% |
| Expected Yearly % | 38.09% | -20.18% |
| Kelly Criterion | 6.97% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.15% | -8.61% |
| Expected Shortfall (cVaR) | -5.15% | -8.61% |
| Year | 7221302:UNIUSD | 7221302:uniusd:triple_gx:lsma100_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.40 | -8.06 | 0.12 | + |
| 2023 | 39.98 | 37.80 | 0.95 | - |
| 2024 | 82.95 | 237.89 | 2.87 | + |
| 2025 | -54.19 | -15.05 | 0.28 | + |
| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| MTD | -13.73% | 14.91% |
| 3M | -3.42% | -22.98% |
| 6M | -11.09% | -52.55% |
| YTD | -15.05% | -54.19% |
| 1Y | 16.2% | -43.72% |
| 3Y (ann.) | 64.87% | 2.4% |
| 5Y (ann.) | 46.28% | -23.33% |
| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| Max Drawdown | -37.93% | -79.6% |
| Longest DD Days | 474.0 | 1055.0 |
| Avg. Drawdown | -10.68% | -40.83% |
| Avg. Drawdown Days | 49.0 | 308.0 |
| Recovery Factor | 6.95 | -0.75 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2022-08-03 | -37.93 | 155 |
| 2022-11-06 | 2024-02-23 | -36.36 | 474 |
| 2025-05-11 | 2025-05-31 | -27.29 | 20 |
| 2024-05-26 | 2024-10-10 | -26.40 | 137 |
| 2024-10-15 | 2024-11-06 | -23.57 | 22 |
| 2024-11-27 | 2025-04-09 | -18.66 | 133 |
| 2022-01-24 | 2022-02-28 | -9.65 | 35 |
| 2024-03-07 | 2024-04-19 | -7.85 | 43 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2024-02-24 | 2024-03-01 | -6.83 | 6 |
| Metric | 7221302:uniusd:triple_gx:lsma100_40_35 | 7221302:UNIUSD |
|---|---|---|
| Best Day | 54.94% | 54.94% |
| Worst Day | -19.44% | -19.44% |
| Best Week | 50.53% | 53.07% |
| Worst Week | -19.52% | -32.59% |
| Best Month | 46.73% | 85.34% |
| Worst Month | -25.72% | -45.74% |
| Best Year | 237.89% | 82.95% |
| Worst Year | -15.05% | -65.4% |
| Avg. Up Day | 4.29% | 4.32% |
| Avg. Down Day | -2.95% | -3.69% |
| Avg. Up Week | 10.44% | 14.19% |
| Avg. Down Week | -4.86% | -9.14% |
| Avg. Up Month | 15.31% | 28.81% |
| Avg. Down Month | -7.59% | -19.36% |
| Win Days % | 44.84% | 49.11% |
| Win Month % | 61.76% | 43.9% |
| Win Week % | 50.0% | 45.3% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 50.0% | 50.0% |