| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 599.71% | 38.47% |
| Max Drawdown | -34.41% | -74.37% |
| Sharpe | 1.21 | 0.58 |
| Sortino | 2.17 | 0.96 |
| Payoff Ratio | 1.33 | 1.2 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.56 | 1.19 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.16 | 1.09 |
| Outlier Win Ratio | 15.47 | 3.82 |
| Outlier Loss Ratio | 3.4 | 2.99 |
| Volatility (ann.) | 59.98% | 103.1% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.16 | 0.13 |
| Skew | 2.42 | 1.74 |
| Kurtosis | 20.3 | 14.0 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.63% | 0.76% |
| Expected Yearly % | 62.64% | 8.48% |
| Kelly Criterion | 10.67% | 7.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -8.71% |
| Expected Shortfall (cVaR) | -4.96% | -8.71% |
| Year | 7227384:UNIUSD | 7227384:uniusd:triple_gx:lsma225_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -0.35 | -16.56 | 47.65 | - |
| 2023 | 39.98 | 128.63 | 3.22 | + |
| 2024 | 82.95 | 198.60 | 2.39 | + |
| 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.) | 103.03% | 4.58% |
| 5Y (ann.) | 74.38% | 9.75% |
| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384:UNIUSD |
|---|---|---|
| Max Drawdown | -34.41% | -74.37% |
| Longest DD Days | 265.0 | 574.0 |
| Avg. Drawdown | -10.33% | -24.35% |
| Avg. Drawdown Days | 34.0 | 104.0 |
| Recovery Factor | 17.43 | 0.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-06-23 | -34.41 | 22 |
| 2024-03-07 | 2024-08-13 | -31.12 | 159 |
| 2025-10-14 | 2025-11-16 | -28.38 | 33 |
| 2022-06-26 | 2023-03-18 | -26.99 | 265 |
| 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 |
| 2022-05-24 | 2022-05-30 | -16.55 | 6 |
| 2023-03-19 | 2023-06-23 | -16.22 | 96 |
| 2025-05-29 | 2025-06-10 | -13.84 | 12 |
| Metric | 7227384:uniusd:triple_gx:lsma225_110_45 | 7227384: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 | -14.1% | -45.74% |
| Best Year | 198.6% | 82.95% |
| Worst Year | -16.56% | -45.74% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.18% | -3.53% |
| Avg. Up Week | 10.3% | 11.18% |
| Avg. Down Week | -6.24% | -9.04% |
| Avg. Up Month | 22.71% | 22.83% |
| Avg. Down Month | -5.77% | -17.82% |
| Win Days % | 49.05% | 49.29% |
| Win Month % | 60.71% | 51.16% |
| Win Week % | 59.04% | 48.13% |
| Win Quarter % | 69.23% | 46.67% |
| Win Year % | 75.0% | 50.0% |