| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 1.4% | -1.64% |
| Max Drawdown | -45.51% | -74.37% |
| Sharpe | 0.31 | 0.53 |
| Sortino | 0.49 | 0.87 |
| Payoff Ratio | 1.31 | 1.11 |
| Profit Factor | 1.09 | 1.09 |
| Common Sense Ratio | 1.24 | 1.22 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 1.13 |
| Outlier Win Ratio | 20.06 | 3.58 |
| Outlier Loss Ratio | 3.68 | 2.75 |
| Volatility (ann.) | 59.5% | 113.52% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.02 | -0.01 |
| Skew | 1.61 | 1.33 |
| Kurtosis | 30.73 | 7.83 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.07% | -0.09% |
| Expected Yearly % | 0.7% | -0.82% |
| Kelly Criterion | -1.85% | 1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -9.61% |
| Expected Shortfall (cVaR) | -5.07% | -9.61% |
| Year | 7221483:UNIUSD | 7221483:uniusd:triple_gx:lsma125_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 29.30 | 0.36 | - |
| 2025 | -45.74 | -21.58 | 0.47 | + |
| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| MTD | 2.54% | 24.9% |
| 3M | -15.43% | -33.15% |
| 6M | -20.89% | 18.0% |
| YTD | -21.58% | -45.74% |
| 1Y | -5.06% | -16.27% |
| 3Y (ann.) | 0.93% | -1.1% |
| 5Y (ann.) | 0.93% | -1.1% |
| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| Max Drawdown | -45.51% | -74.37% |
| Longest DD Days | 353.0 | 342.0 |
| Avg. Drawdown | -14.42% | -23.49% |
| Avg. Drawdown Days | 74.0 | 66.0 |
| Recovery Factor | 0.03 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-11-16 | -45.51 | 353 |
| 2024-06-04 | 2024-10-14 | -19.70 | 132 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-10-15 | 2024-11-06 | -12.07 | 22 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-11-26 | 2024-11-27 | -0.18 | 1 |
| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -25.34% | -25.34% |
| Best Week | 26.53% | 39.62% |
| Worst Week | -28.19% | -28.19% |
| Best Month | 77.03% | 68.0% |
| Worst Month | -19.55% | -36.28% |
| Best Year | 29.3% | 81.27% |
| Worst Year | -21.58% | -45.74% |
| Avg. Up Day | 4.23% | 4.25% |
| Avg. Down Day | -3.22% | -3.84% |
| Avg. Up Week | 7.45% | 12.69% |
| Avg. Down Week | -6.19% | -8.69% |
| Avg. Up Month | 27.24% | 39.1% |
| Avg. Down Month | -12.36% | -17.38% |
| Win Days % | 42.19% | 48.45% |
| Win Month % | 50.0% | 52.63% |
| Win Week % | 48.78% | 44.44% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |