| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 131.42% | -31.77% |
| Max Drawdown | -39.7% | -74.37% |
| Sharpe | 0.67 | 0.4 |
| Sortino | 1.05 | 0.64 |
| Payoff Ratio | 1.27 | 1.08 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.45 | 1.12 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.22 | 1.05 |
| Outlier Win Ratio | 16.15 | 3.41 |
| Outlier Loss Ratio | 3.55 | 2.96 |
| Volatility (ann.) | 57.12% | 103.52% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.62 | -0.13 |
| Skew | 0.91 | 1.53 |
| Kurtosis | 21.22 | 12.94 |
| Expected Daily % | 0.06% | -0.03% |
| Expected Monthly % | 1.84% | -0.83% |
| Expected Yearly % | 23.34% | -9.11% |
| Kelly Criterion | 3.99% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.81% | -8.8% |
| Expected Shortfall (cVaR) | -4.81% | -8.8% |
| Year | 7221631:UNIUSD | 7221631:uniusd:triple_gx:lsma125_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.90 | -27.96 | 0.55 | + |
| 2023 | 39.98 | 69.36 | 1.73 | + |
| 2024 | 82.95 | 132.48 | 1.60 | + |
| 2025 | -45.74 | -18.41 | 0.40 | + |
| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| MTD | 2.54% | 24.9% |
| 3M | -16.32% | -33.15% |
| 6M | -18.18% | 18.0% |
| YTD | -18.41% | -45.74% |
| 1Y | 22.77% | -16.27% |
| 3Y (ann.) | 40.93% | 4.58% |
| 5Y (ann.) | 24.79% | -9.6% |
| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631:UNIUSD |
|---|---|---|
| Max Drawdown | -39.7% | -74.37% |
| Longest DD Days | 257.0 | 753.0 |
| Avg. Drawdown | -9.94% | -36.23% |
| Avg. Drawdown Days | 46.0 | 228.0 |
| Recovery Factor | 3.31 | -0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-28 | 2022-11-05 | -39.70 | 250 |
| 2025-04-13 | 2025-11-16 | -37.08 | 217 |
| 2022-11-06 | 2023-07-21 | -36.36 | 257 |
| 2024-04-23 | 2024-11-06 | -36.23 | 197 |
| 2023-07-22 | 2023-11-01 | -14.25 | 102 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-03-07 | 2024-04-20 | -10.27 | 44 |
| 2025-03-19 | 2025-04-09 | -9.98 | 21 |
| 2025-02-04 | 2025-02-14 | -9.86 | 10 |
| 2024-01-05 | 2024-01-10 | -8.09 | 5 |
| Metric | 7221631:uniusd:triple_gx:lsma125_50_35 | 7221631: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 | 61.18% | 85.34% |
| Worst Month | -21.41% | -45.74% |
| Best Year | 132.48% | 82.95% |
| Worst Year | -27.96% | -50.9% |
| Avg. Up Day | 4.08% | 4.1% |
| Avg. Down Day | -3.21% | -3.8% |
| Avg. Up Week | 7.83% | 10.04% |
| Avg. Down Week | -5.95% | -9.49% |
| Avg. Up Month | 17.11% | 24.01% |
| Avg. Down Month | -9.57% | -18.29% |
| Win Days % | 46.25% | 49.42% |
| Win Month % | 56.76% | 50.0% |
| Win Week % | 54.55% | 47.03% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |