| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 187.64% | -1.64% |
| Max Drawdown | -28.38% | -74.37% |
| Sharpe | 1.42 | 0.53 |
| Sortino | 2.73 | 0.87 |
| Payoff Ratio | 1.39 | 1.16 |
| Profit Factor | 1.44 | 1.09 |
| Common Sense Ratio | 1.69 | 1.22 |
| CPC Index | 0.98 | 0.61 |
| Tail Ratio | 1.17 | 1.13 |
| Outlier Win Ratio | 17.24 | 3.8 |
| Outlier Loss Ratio | 3.43 | 2.71 |
| Volatility (ann.) | 62.54% | 113.52% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.59 | -0.01 |
| Skew | 3.21 | 1.33 |
| Kurtosis | 26.3 | 7.83 |
| Expected Daily % | 0.19% | -0.0% |
| Expected Monthly % | 5.72% | -0.09% |
| Expected Yearly % | 69.6% | -0.82% |
| Kelly Criterion | 12.29% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -9.61% |
| Expected Shortfall (cVaR) | -5.14% | -9.61% |
| Year | 7227384:UNIUSD | 7227384:uniusd:triple_gx:lsma225_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 134.18 | 1.65 | + |
| 2025 | -45.74 | 22.83 | -0.50 | + |
| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384:UNIUSD |
|---|---|---|
| MTD | -11.88% | 24.9% |
| 3M | -13.95% | -33.15% |
| 6M | 30.25% | 18.0% |
| YTD | 22.83% | -45.74% |
| 1Y | 141.93% | -16.27% |
| 3Y (ann.) | 101.87% | -1.1% |
| 5Y (ann.) | 101.87% | -1.1% |
| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384:UNIUSD |
|---|---|---|
| Max Drawdown | -28.38% | -74.37% |
| Longest DD Days | 170.0 | 342.0 |
| Avg. Drawdown | -8.44% | -23.49% |
| Avg. Drawdown Days | 20.0 | 66.0 |
| Recovery Factor | 6.61 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-11-16 | -28.38 | 33 |
| 2024-09-28 | 2024-11-06 | -20.35 | 39 |
| 2024-12-09 | 2025-05-28 | -18.45 | 170 |
| 2025-06-11 | 2025-06-28 | -17.12 | 17 |
| 2025-05-29 | 2025-06-10 | -13.84 | 12 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 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 |
| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -13.89% | -25.34% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -11.88% | -28.19% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -11.88% | -36.28% |
| Best Year | 134.18% | 81.27% |
| Worst Year | 22.83% | -45.74% |
| Avg. Up Day | 4.51% | 4.53% |
| Avg. Down Day | -3.25% | -3.89% |
| Avg. Up Week | 11.23% | 12.89% |
| Avg. Down Week | -4.32% | -9.73% |
| Avg. Up Month | 37.25% | 26.02% |
| Avg. Down Month | -3.3% | -22.61% |
| Win Days % | 48.98% | 48.45% |
| Win Month % | 45.45% | 52.63% |
| Win Week % | 54.29% | 44.44% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |