| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 100.32% | -31.77% |
| Max Drawdown | -45.51% | -74.37% |
| Sharpe | 0.61 | 0.4 |
| Sortino | 0.94 | 0.64 |
| Payoff Ratio | 1.29 | 1.07 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.39 | 1.12 |
| CPC Index | 0.69 | 0.56 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 16.85 | 3.29 |
| Outlier Loss Ratio | 3.71 | 3.01 |
| Volatility (ann.) | 55.74% | 103.52% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.44 | -0.13 |
| Skew | 0.89 | 1.53 |
| Kurtosis | 23.45 | 12.94 |
| Expected Daily % | 0.05% | -0.03% |
| Expected Monthly % | 1.52% | -0.83% |
| Expected Yearly % | 18.97% | -9.11% |
| Kelly Criterion | 3.4% | 2.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.71% | -8.8% |
| Expected Shortfall (cVaR) | -4.71% | -8.8% |
| Year | 7221483:UNIUSD | 7221483:uniusd:triple_gx:lsma125_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.90 | -24.83 | 0.49 | + |
| 2023 | 39.98 | 85.51 | 2.14 | + |
| 2024 | 82.95 | 83.18 | 1.00 | + |
| 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.) | 32.18% | 4.58% |
| 5Y (ann.) | 20.12% | -9.6% |
| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| Max Drawdown | -45.51% | -74.37% |
| Longest DD Days | 353.0 | 753.0 |
| Avg. Drawdown | -12.46% | -36.23% |
| Avg. Drawdown Days | 66.0 | 228.0 |
| Recovery Factor | 2.2 | -0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-11-16 | -45.51 | 353 |
| 2022-02-28 | 2022-11-04 | -43.21 | 249 |
| 2022-11-06 | 2023-06-25 | -36.36 | 231 |
| 2024-04-23 | 2024-11-06 | -25.90 | 197 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-06-26 | 2023-07-20 | -11.10 | 24 |
| 2023-11-13 | 2024-01-11 | -10.16 | 59 |
| 2024-01-12 | 2024-03-02 | -9.71 | 50 |
| 2024-04-15 | 2024-04-20 | -8.61 | 5 |
| 2023-10-24 | 2023-11-01 | -8.04 | 8 |
| Metric | 7221483:uniusd:triple_gx:lsma125_45_35 | 7221483:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -25.34% | -25.34% |
| Best Week | 39.0% | 53.07% |
| Worst Week | -28.19% | -32.59% |
| Best Month | 77.03% | 85.34% |
| Worst Month | -21.85% | -45.74% |
| Best Year | 85.51% | 82.95% |
| Worst Year | -24.83% | -50.9% |
| Avg. Up Day | 4.02% | 4.04% |
| Avg. Down Day | -3.13% | -3.78% |
| Avg. Up Week | 8.26% | 10.84% |
| Avg. Down Week | -5.47% | -9.35% |
| Avg. Up Month | 18.74% | 28.22% |
| Avg. Down Month | -11.26% | -20.89% |
| Win Days % | 45.65% | 49.42% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 49.47% | 47.03% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 50.0% | 50.0% |