| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 246.72% | 8.44% |
| Max Drawdown | -36.46% | -74.37% |
| Sharpe | 1.06 | 0.5 |
| Sortino | 1.87 | 0.82 |
| Payoff Ratio | 1.44 | 1.22 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | 1.59 | 1.18 |
| CPC Index | 0.89 | 0.65 |
| Tail Ratio | 1.18 | 1.09 |
| Outlier Win Ratio | 19.05 | 3.46 |
| Outlier Loss Ratio | 3.79 | 2.9 |
| Volatility (ann.) | 50.37% | 99.88% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.4 | 0.04 |
| Skew | 2.63 | 1.73 |
| Kurtosis | 27.96 | 13.96 |
| Expected Daily % | 0.11% | 0.01% |
| Expected Monthly % | 3.42% | 0.22% |
| Expected Yearly % | 36.46% | 2.05% |
| Kelly Criterion | 8.37% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.19% | -8.46% |
| Expected Shortfall (cVaR) | -4.19% | -8.46% |
| Year | 7221571:UNIUSD | 7221571:uniusd:triple_gx:lsma230_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.57 | 3.18 | -0.42 | + |
| 2023 | 39.98 | 85.84 | 2.15 | + |
| 2024 | 82.95 | 103.21 | 1.24 | + |
| 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.) | 60.45% | 2.4% |
| 5Y (ann.) | 50.9% | 2.72% |
| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| Max Drawdown | -36.46% | -74.37% |
| Longest DD Days | 184.0 | 574.0 |
| Avg. Drawdown | -8.29% | -26.42% |
| Avg. Drawdown Days | 31.0 | 98.0 |
| Recovery Factor | 6.77 | 0.11 |
| Ulcer Index | 1.42 | 1.23 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-05-31 | -36.46 | 184 |
| 2022-05-26 | 2022-06-23 | -31.52 | 28 |
| 2023-11-13 | 2024-03-06 | -24.50 | 114 |
| 2023-03-19 | 2023-06-25 | -21.51 | 98 |
| 2024-04-23 | 2024-08-06 | -14.39 | 105 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-10-15 | 2024-11-06 | -12.07 | 22 |
| 2023-06-26 | 2023-11-01 | -11.97 | 128 |
| 2024-08-17 | 2024-10-10 | -11.09 | 54 |
| 2023-01-23 | 2023-01-29 | -8.76 | 6 |
| Metric | 7221571:uniusd:triple_gx:lsma230_45_35 | 7221571:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -14.1% | -19.44% |
| Best Week | 39.0% | 53.07% |
| Worst Week | -18.22% | -27.41% |
| Best Month | 77.03% | 85.34% |
| Worst Month | -18.75% | -45.74% |
| Best Year | 103.21% | 82.95% |
| Worst Year | -11.02% | -54.19% |
| Avg. Up Day | 4.06% | 4.08% |
| Avg. Down Day | -2.82% | -3.34% |
| Avg. Up Week | 9.84% | 12.43% |
| Avg. Down Week | -5.25% | -8.89% |
| Avg. Up Month | 23.03% | 31.22% |
| Avg. Down Month | -5.07% | -24.13% |
| Win Days % | 45.97% | 49.09% |
| Win Month % | 62.96% | 48.65% |
| Win Week % | 53.52% | 46.91% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 75.0% | 50.0% |