| Metric | 7227279:uniusd:triple_gx:lsma225_105_45 | 7227279:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 543.16% | 38.47% |
| Max Drawdown | -35.16% | -74.37% |
| Sharpe | 1.19 | 0.58 |
| Sortino | 2.13 | 0.96 |
| Payoff Ratio | 1.35 | 1.2 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.46 | 1.19 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.08 | 1.09 |
| Outlier Win Ratio | 16.23 | 3.82 |
| Outlier Loss Ratio | 3.46 | 2.97 |
| Volatility (ann.) | 58.87% | 103.1% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.0 | 0.13 |
| Skew | 2.57 | 1.74 |
| Kurtosis | 21.78 | 14.0 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.42% | 0.76% |
| Expected Yearly % | 59.25% | 8.48% |
| Kelly Criterion | 9.98% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.88% | -8.71% |
| Expected Shortfall (cVaR) | -4.88% | -8.71% |
| Year | 7227279:UNIUSD | 7227279:uniusd:triple_gx:lsma225_105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.35 | -25.00 | 71.96 | - |
| 2023 | 39.98 | 106.98 | 2.68 | + |
| 2024 | 82.95 | 239.87 | 2.89 | + |
| 2025 | -45.74 | 21.91 | -0.48 | + |
| Metric | 7227279:uniusd:triple_gx:lsma225_105_45 | 7227279:UNIUSD |
|---|---|---|
| MTD | 2.05% | 24.9% |
| 3M | -0.35% | -33.15% |
| 6M | 29.28% | 18.0% |
| YTD | 21.91% | -45.74% |
| 1Y | 145.37% | -16.27% |
| 3Y (ann.) | 104.56% | 4.58% |
| 5Y (ann.) | 70.23% | 9.75% |
| Metric | 7227279:uniusd:triple_gx:lsma225_105_45 | 7227279:UNIUSD |
|---|---|---|
| Max Drawdown | -35.16% | -74.37% |
| Longest DD Days | 507.0 | 574.0 |
| Avg. Drawdown | -9.79% | -24.35% |
| Avg. Drawdown Days | 45.0 | 104.0 |
| Recovery Factor | 15.45 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-10-21 | -35.16 | 507 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 2025-10-14 | 2025-11-16 | -18.73 | 33 |
| 2024-09-28 | 2024-11-06 | -18.07 | 39 |
| 2024-12-09 | 2025-05-28 | -18.03 | 170 |
| 2025-06-11 | 2025-10-13 | -17.12 | 124 |
| 2022-05-24 | 2022-05-30 | -16.55 | 6 |
| 2025-05-29 | 2025-06-10 | -13.84 | 12 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| Metric | 7227279:uniusd:triple_gx:lsma225_105_45 | 7227279:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -13.89% | -25.34% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -24.94% | -28.19% |
| Best Month | 68.0% | 85.34% |
| Worst Month | -18.93% | -45.74% |
| Best Year | 239.87% | 82.95% |
| Worst Year | -25.0% | -45.74% |
| Avg. Up Day | 4.24% | 4.26% |
| Avg. Down Day | -3.15% | -3.54% |
| Avg. Up Week | 10.03% | 11.46% |
| Avg. Down Week | -6.08% | -9.06% |
| Avg. Up Month | 18.13% | 23.11% |
| Avg. Down Month | -8.59% | -21.23% |
| Win Days % | 48.36% | 49.29% |
| Win Month % | 71.43% | 51.16% |
| Win Week % | 58.02% | 48.13% |
| Win Quarter % | 69.23% | 46.67% |
| Win Year % | 75.0% | 50.0% |