| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 33.41% | -16.96% |
| Max Drawdown | -30.98% | -74.37% |
| Sharpe | 0.74 | 0.36 |
| Sortino | 1.34 | 0.59 |
| Payoff Ratio | 1.42 | 1.15 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.47 | 1.28 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.22 | 1.22 |
| Outlier Win Ratio | 16.01 | 3.74 |
| Outlier Loss Ratio | 3.95 | 2.79 |
| Volatility (ann.) | 63.02% | 109.02% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.03 | -0.22 |
| Skew | 3.0 | 1.08 |
| Kurtosis | 25.34 | 4.29 |
| Expected Daily % | 0.08% | -0.05% |
| Expected Monthly % | 2.24% | -1.42% |
| Expected Yearly % | 15.5% | -8.87% |
| Kelly Criterion | 2.61% | 2.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -9.28% |
| Expected Shortfall (cVaR) | -5.3% | -9.28% |
| Year | 7221473:UNIUSD | 7221473:uniusd:triple_gx:lsma115_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 11.21 | 0.14 | - |
| 2025 | -54.19 | 19.96 | -0.37 | + |
| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| MTD | -11.37% | 14.91% |
| 3M | 12.64% | -22.98% |
| 6M | -2.52% | -52.55% |
| YTD | 19.96% | -54.19% |
| 1Y | 40.73% | -43.72% |
| 3Y (ann.) | 31.9% | -16.35% |
| 5Y (ann.) | 31.9% | -16.35% |
| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| Max Drawdown | -30.98% | -74.37% |
| Longest DD Days | 170.0 | 173.0 |
| Avg. Drawdown | -14.93% | -23.49% |
| Avg. Drawdown Days | 52.0 | 45.0 |
| Recovery Factor | 1.08 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2024-11-11 | -30.98 | 170 |
| 2024-11-28 | 2025-04-09 | -27.10 | 132 |
| 2025-04-13 | 2025-05-31 | -20.30 | 48 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-11-26 | 2024-11-27 | -0.18 | 1 |
| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -14.1% | -15.38% |
| Best Week | 26.53% | 39.62% |
| Worst Week | -19.24% | -23.38% |
| Best Month | 77.03% | 68.0% |
| Worst Month | -19.39% | -36.28% |
| Best Year | 19.96% | 81.27% |
| Worst Year | 11.21% | -54.19% |
| Avg. Up Day | 4.21% | 4.24% |
| Avg. Down Day | -2.97% | -3.69% |
| Avg. Up Week | 9.48% | 15.56% |
| Avg. Down Week | -6.24% | -7.23% |
| Avg. Up Month | 39.59% | 46.21% |
| Avg. Down Month | -10.86% | -14.77% |
| Win Days % | 42.86% | 47.63% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 50.0% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |