| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 155.54% | -16.96% |
| Max Drawdown | -18.03% | -74.37% |
| Sharpe | 1.74 | 0.36 |
| Sortino | 3.45 | 0.59 |
| Payoff Ratio | 1.33 | 1.11 |
| Profit Factor | 1.57 | 1.06 |
| Common Sense Ratio | 2.07 | 1.28 |
| CPC Index | 1.09 | 0.56 |
| Tail Ratio | 1.31 | 1.22 |
| Outlier Win Ratio | 16.53 | 3.76 |
| Outlier Loss Ratio | 3.38 | 2.74 |
| Volatility (ann.) | 62.24% | 109.02% |
| R^2 | 0.33 | 0.33 |
| Calmar | 8.11 | -0.22 |
| Skew | 3.28 | 1.08 |
| Kurtosis | 26.92 | 4.29 |
| Expected Daily % | 0.25% | -0.05% |
| Expected Monthly % | 7.48% | -1.42% |
| Expected Yearly % | 59.85% | -8.87% |
| Kelly Criterion | 15.74% | 0.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.06% | -9.28% |
| Expected Shortfall (cVaR) | -5.06% | -9.28% |
| Year | 7227151:UNIUSD | 7227151:uniusd:triple_gx:lsma225_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 157.12 | 1.93 | + |
| 2025 | -54.19 | -0.62 | 0.01 | + |
| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| MTD | 5.39% | 14.91% |
| 3M | 5.39% | -22.98% |
| 6M | 34.09% | -52.55% |
| YTD | -0.62% | -54.19% |
| 1Y | 155.54% | -43.72% |
| 3Y (ann.) | 146.25% | -16.35% |
| 5Y (ann.) | 146.25% | -16.35% |
| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| Max Drawdown | -18.03% | -74.37% |
| Longest DD Days | 170.0 | 173.0 |
| Avg. Drawdown | -6.52% | -23.49% |
| Avg. Drawdown Days | 18.0 | 45.0 |
| Recovery Factor | 8.63 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-28 | -18.03 | 170 |
| 2024-10-10 | 2024-11-06 | -16.71 | 27 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-05-29 | 2025-05-31 | -11.58 | 2 |
| 2024-06-17 | 2024-08-06 | -8.05 | 50 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-10-01 | 2024-10-06 | -4.61 | 5 |
| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -9.77% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -5.7% | -36.28% |
| Best Year | 157.12% | 81.27% |
| Worst Year | -0.62% | -54.19% |
| Avg. Up Day | 4.43% | 4.45% |
| Avg. Down Day | -3.32% | -4.02% |
| Avg. Up Week | 11.52% | 14.29% |
| Avg. Down Week | -4.06% | -8.84% |
| Avg. Up Month | 27.62% | 27.68% |
| Avg. Down Month | -3.78% | -21.51% |
| Win Days % | 51.85% | 47.63% |
| Win Month % | 62.5% | 46.15% |
| Win Week % | 56.0% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |