| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 43.04% | -16.96% |
| Max Drawdown | -36.46% | -74.37% |
| Sharpe | 0.87 | 0.36 |
| Sortino | 1.66 | 0.59 |
| Payoff Ratio | 1.43 | 1.18 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.3 | 1.28 |
| CPC Index | 0.82 | 0.59 |
| Tail Ratio | 0.99 | 1.22 |
| Outlier Win Ratio | 21.73 | 3.45 |
| Outlier Loss Ratio | 3.75 | 2.7 |
| Volatility (ann.) | 56.17% | 109.02% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.13 | -0.22 |
| Skew | 3.98 | 1.08 |
| Kurtosis | 39.7 | 4.29 |
| Expected Daily % | 0.09% | -0.05% |
| Expected Monthly % | 2.79% | -1.42% |
| Expected Yearly % | 19.6% | -8.87% |
| Kelly Criterion | 5.0% | 3.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.7% | -9.28% |
| Expected Shortfall (cVaR) | -4.7% | -9.28% |
| Year | 7221571:UNIUSD | 7221571:uniusd:triple_gx:lsma230_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 60.75 | 0.75 | - |
| 2025 | -54.19 | -11.02 | 0.20 | + |
| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| MTD | -10.85% | 14.91% |
| 3M | -9.33% | -22.98% |
| 6M | -27.69% | -52.55% |
| YTD | -11.02% | -54.19% |
| 1Y | 43.04% | -43.72% |
| 3Y (ann.) | 41.04% | -16.35% |
| 5Y (ann.) | 41.04% | -16.35% |
| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| Max Drawdown | -36.46% | -74.37% |
| Longest DD Days | 184.0 | 173.0 |
| Avg. Drawdown | -7.77% | -23.49% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 1.18 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-05-31 | -36.46 | 184 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-10-15 | 2024-11-06 | -12.07 | 22 |
| 2024-08-17 | 2024-10-10 | -11.09 | 54 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-08-15 | 2024-08-16 | -3.68 | 1 |
| 2024-08-07 | 2024-08-08 | -2.26 | 1 |
| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -14.1% | -15.38% |
| Best Week | 26.53% | 39.62% |
| Worst Week | -18.22% | -23.38% |
| Best Month | 77.03% | 68.0% |
| Worst Month | -18.75% | -36.28% |
| Best Year | 60.75% | 81.27% |
| Worst Year | -11.02% | -54.19% |
| Avg. Up Day | 4.45% | 4.49% |
| Avg. Down Day | -3.12% | -3.8% |
| Avg. Up Week | 10.78% | 15.98% |
| Avg. Down Week | -5.43% | -8.1% |
| Avg. Up Month | 38.64% | 46.21% |
| Avg. Down Month | -1.86% | -36.28% |
| Win Days % | 44.14% | 47.63% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 52.0% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |