| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 354.13% | 16.91% |
| Max Drawdown | -42.31% | -74.37% |
| Sharpe | 1.13 | 0.53 |
| Sortino | 1.99 | 0.86 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.52 | 1.18 |
| CPC Index | 0.84 | 0.63 |
| Tail Ratio | 1.15 | 1.09 |
| Outlier Win Ratio | 15.99 | 3.9 |
| Outlier Loss Ratio | 3.45 | 3.07 |
| Volatility (ann.) | 58.91% | 99.71% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.53 | 0.07 |
| Skew | 2.34 | 1.73 |
| Kurtosis | 20.14 | 13.99 |
| Expected Daily % | 0.14% | 0.01% |
| Expected Monthly % | 4.17% | 0.42% |
| Expected Yearly % | 45.98% | 3.98% |
| Kelly Criterion | 9.12% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -8.44% |
| Expected Shortfall (cVaR) | -4.89% | -8.44% |
| Year | 7227151:UNIUSD | 7227151:uniusd:triple_gx:lsma225_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.35 | -30.10 | 86.63 | - |
| 2023 | 39.98 | 95.11 | 2.38 | + |
| 2024 | 82.95 | 235.07 | 2.83 | + |
| 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.) | 60.9% | 2.4% |
| 5Y (ann.) | 64.62% | 5.28% |
| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| Max Drawdown | -42.31% | -74.37% |
| Longest DD Days | 523.0 | 574.0 |
| Avg. Drawdown | -9.68% | -24.35% |
| Avg. Drawdown Days | 46.0 | 90.0 |
| Recovery Factor | 8.37 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-11-06 | -42.31 | 523 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 2024-12-09 | 2025-05-28 | -18.03 | 170 |
| 2024-10-10 | 2024-11-06 | -16.71 | 27 |
| 2022-05-24 | 2022-05-30 | -16.55 | 6 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-05-29 | 2025-05-31 | -11.58 | 2 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2024-01-12 | 2024-03-01 | -7.90 | 49 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| Metric | 7227151:uniusd:triple_gx:lsma225_100_45 | 7227151:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -13.89% | -19.44% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -24.94% | -27.41% |
| Best Month | 68.0% | 85.34% |
| Worst Month | -24.44% | -45.74% |
| Best Year | 235.07% | 82.95% |
| Worst Year | -30.1% | -54.19% |
| Avg. Up Day | 4.16% | 4.17% |
| Avg. Down Day | -3.2% | -3.51% |
| Avg. Up Week | 9.09% | 11.34% |
| Avg. Down Week | -6.29% | -8.25% |
| Avg. Up Month | 19.0% | 23.43% |
| Avg. Down Month | -8.1% | -15.38% |
| Win Days % | 48.64% | 49.14% |
| Win Month % | 64.0% | 48.65% |
| Win Week % | 58.9% | 46.63% |
| Win Quarter % | 75.0% | 46.15% |
| Win Year % | 50.0% | 50.0% |