| Metric | 7227290:uniusd:triple_gx:lsma235_105_45 | 7227290:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 429.23% | 22.49% |
| Max Drawdown | -35.16% | -74.37% |
| Sharpe | 1.23 | 0.54 |
| Sortino | 2.23 | 0.89 |
| Payoff Ratio | 1.33 | 1.22 |
| Profit Factor | 1.36 | 1.09 |
| Common Sense Ratio | 1.46 | 1.2 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.07 | 1.1 |
| Outlier Win Ratio | 16.2 | 3.91 |
| Outlier Loss Ratio | 3.49 | 3.05 |
| Volatility (ann.) | 58.16% | 99.75% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.1 | 0.09 |
| Skew | 2.54 | 1.75 |
| Kurtosis | 21.11 | 14.08 |
| Expected Daily % | 0.15% | 0.02% |
| Expected Monthly % | 4.61% | 0.55% |
| Expected Yearly % | 51.67% | 5.2% |
| Kelly Criterion | 10.14% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.81% | -8.44% |
| Expected Shortfall (cVaR) | -4.81% | -8.44% |
| Year | 7227290:UNIUSD | 7227290:uniusd:triple_gx:lsma235_105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.41 | -21.43 | -4.86 | - |
| 2023 | 39.98 | 132.25 | 3.31 | + |
| 2024 | 82.95 | 222.90 | 2.69 | + |
| 2025 | -54.19 | -10.19 | 0.19 | + |
| Metric | 7227290:uniusd:triple_gx:lsma235_105_45 | 7227290:UNIUSD |
|---|---|---|
| MTD | -4.76% | 14.91% |
| 3M | -4.76% | -22.98% |
| 6M | 21.35% | -52.55% |
| YTD | -10.19% | -54.19% |
| 1Y | 120.85% | -43.72% |
| 3Y (ann.) | 66.7% | 2.4% |
| 5Y (ann.) | 74.0% | 6.98% |
| Metric | 7227290:uniusd:triple_gx:lsma235_105_45 | 7227290:UNIUSD |
|---|---|---|
| Max Drawdown | -35.16% | -74.37% |
| Longest DD Days | 389.0 | 574.0 |
| Avg. Drawdown | -8.98% | -27.41% |
| Avg. Drawdown Days | 44.0 | 108.0 |
| Recovery Factor | 12.21 | 0.3 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-06-25 | -35.16 | 389 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 2024-09-28 | 2024-11-06 | -18.07 | 39 |
| 2024-12-09 | 2025-05-31 | -18.03 | 173 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-06-26 | 2023-07-01 | -11.10 | 5 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2023-11-24 | 2024-01-11 | -9.08 | 48 |
| 2023-10-24 | 2023-11-01 | -8.04 | 8 |
| 2024-01-12 | 2024-03-01 | -7.42 | 49 |
| Metric | 7227290:uniusd:triple_gx:lsma235_105_45 | 7227290: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 | -18.93% | -45.74% |
| Best Year | 222.9% | 82.95% |
| Worst Year | -21.43% | -54.19% |
| Avg. Up Day | 4.18% | 4.2% |
| Avg. Down Day | -3.15% | -3.45% |
| Avg. Up Week | 9.8% | 11.53% |
| Avg. Down Week | -6.7% | -9.24% |
| Avg. Up Month | 22.05% | 24.81% |
| Avg. Down Month | -10.14% | -20.33% |
| Win Days % | 48.74% | 49.13% |
| Win Month % | 68.0% | 48.65% |
| Win Week % | 59.15% | 47.2% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 50.0% | 75.0% |