| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -29.36% | -1.64% |
| Max Drawdown | -53.06% | -74.37% |
| Sharpe | -0.12 | 0.53 |
| Sortino | -0.18 | 0.87 |
| Payoff Ratio | 1.3 | 1.02 |
| Profit Factor | 0.97 | 1.09 |
| Common Sense Ratio | 0.99 | 1.22 |
| CPC Index | 0.5 | 0.54 |
| Tail Ratio | 1.02 | 1.13 |
| Outlier Win Ratio | 19.32 | 3.44 |
| Outlier Loss Ratio | 3.84 | 2.76 |
| Volatility (ann.) | 57.04% | 113.52% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.39 | -0.01 |
| Skew | 0.81 | 1.33 |
| Kurtosis | 28.65 | 7.83 |
| Expected Daily % | -0.06% | -0.0% |
| Expected Monthly % | -1.81% | -0.09% |
| Expected Yearly % | -15.95% | -0.82% |
| Kelly Criterion | -6.49% | -2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.93% | -9.61% |
| Expected Shortfall (cVaR) | -4.93% | -9.61% |
| Year | 7221307:UNIUSD | 7221307:uniusd:triple_gx:lsma115_40_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 13.83 | 0.17 | - |
| 2025 | -45.74 | -37.94 | 0.83 | + |
| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| MTD | 2.54% | 24.9% |
| 3M | -16.94% | -33.15% |
| 6M | -33.22% | 18.0% |
| YTD | -37.94% | -45.74% |
| 1Y | -39.17% | -16.27% |
| 3Y (ann.) | -20.63% | -1.1% |
| 5Y (ann.) | -20.63% | -1.1% |
| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| Max Drawdown | -53.06% | -74.37% |
| Longest DD Days | 217.0 | 342.0 |
| Avg. Drawdown | -16.19% | -23.49% |
| Avg. Drawdown Days | 58.0 | 66.0 |
| Recovery Factor | -0.55 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-16 | -53.06 | 217 |
| 2024-05-25 | 2024-10-10 | -26.51 | 138 |
| 2024-10-15 | 2024-11-06 | -23.57 | 22 |
| 2024-11-27 | 2025-04-12 | -22.35 | 136 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-11-17 | 2024-11-18 | -3.58 | 1 |
| 2024-11-14 | 2024-11-15 | -0.18 | 1 |
| Metric | 7221307:uniusd:triple_gx:lsma115_40_35 | 7221307:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -25.34% | -25.34% |
| Best Week | 19.66% | 39.62% |
| Worst Week | -30.89% | -28.19% |
| Best Month | 43.95% | 68.0% |
| Worst Month | -27.42% | -36.28% |
| Best Year | 13.83% | 81.27% |
| Worst Year | -37.94% | -45.74% |
| Avg. Up Day | 3.98% | 4.01% |
| Avg. Down Day | -3.07% | -3.93% |
| Avg. Up Week | 7.1% | 11.57% |
| Avg. Down Week | -7.3% | -8.92% |
| Avg. Up Month | 11.98% | 37.07% |
| Avg. Down Month | -18.32% | -15.77% |
| Win Days % | 39.9% | 48.45% |
| Win Month % | 55.56% | 52.63% |
| Win Week % | 47.06% | 44.44% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |