| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 251.26% | -46.98% |
| Max Drawdown | -43.35% | -74.37% |
| Sharpe | 0.88 | 0.29 |
| Sortino | 1.59 | 0.46 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.82 | 0.6 |
| Tail Ratio | 1.19 | 1.04 |
| Outlier Win Ratio | 14.86 | 3.51 |
| Outlier Loss Ratio | 3.85 | 3.1 |
| Volatility (ann.) | 64.25% | 100.42% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.05 | -0.23 |
| Skew | 4.48 | 1.46 |
| Kurtosis | 69.14 | 12.57 |
| Expected Daily % | 0.1% | -0.05% |
| Expected Monthly % | 3.11% | -1.54% |
| Expected Yearly % | 36.9% | -14.67% |
| Kelly Criterion | 6.86% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.38% | -8.56% |
| Expected Shortfall (cVaR) | -5.38% | -8.56% |
| Year | 7221473:UNIUSD | 7221473:uniusd:triple_gx:lsma115_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.81 | -32.43 | 0.59 | + |
| 2023 | 39.98 | 89.53 | 2.24 | + |
| 2024 | 82.95 | 128.65 | 1.55 | + |
| 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.) | 71.99% | 2.4% |
| 5Y (ann.) | 45.45% | -17.24% |
| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| Max Drawdown | -43.35% | -74.37% |
| Longest DD Days | 635.0 | 753.0 |
| Avg. Drawdown | -11.47% | -33.94% |
| Avg. Drawdown Days | 71.0 | 173.0 |
| Recovery Factor | 5.8 | -0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-24 | 2023-10-21 | -43.35 | 635 |
| 2024-04-23 | 2024-11-24 | -40.35 | 215 |
| 2024-11-28 | 2025-04-09 | -27.10 | 132 |
| 2025-04-13 | 2025-05-31 | -20.30 | 48 |
| 2023-11-13 | 2024-01-11 | -10.16 | 59 |
| 2024-04-15 | 2024-04-20 | -8.61 | 5 |
| 2023-10-24 | 2023-11-01 | -8.04 | 8 |
| 2024-03-07 | 2024-04-14 | -7.85 | 38 |
| 2025-04-10 | 2025-04-12 | -7.17 | 2 |
| 2024-02-24 | 2024-03-01 | -6.83 | 6 |
| Metric | 7221473:uniusd:triple_gx:lsma115_45_35 | 7221473:UNIUSD |
|---|---|---|
| Best Day | 54.94% | 54.94% |
| Worst Day | -19.44% | -19.44% |
| Best Week | 54.66% | 53.07% |
| Worst Week | -19.52% | -32.59% |
| Best Month | 77.03% | 85.34% |
| Worst Month | -21.85% | -45.74% |
| Best Year | 128.65% | 82.95% |
| Worst Year | -32.43% | -54.81% |
| Avg. Up Day | 4.24% | 4.26% |
| Avg. Down Day | -3.05% | -3.65% |
| Avg. Up Week | 10.38% | 13.04% |
| Avg. Down Week | -5.47% | -8.5% |
| Avg. Up Month | 21.74% | 30.31% |
| Avg. Down Month | -9.22% | -19.37% |
| Win Days % | 45.84% | 49.14% |
| Win Month % | 60.0% | 46.34% |
| Win Week % | 50.55% | 45.25% |
| Win Quarter % | 64.29% | 42.86% |
| Win Year % | 75.0% | 50.0% |