| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 466.09% | 28.44% |
| Max Drawdown | -34.41% | -74.37% |
| Sharpe | 1.11 | 0.56 |
| Sortino | 1.97 | 0.92 |
| Payoff Ratio | 1.31 | 1.2 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.51 | 1.19 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | 1.15 | 1.09 |
| Outlier Win Ratio | 15.77 | 3.81 |
| Outlier Loss Ratio | 3.37 | 3.03 |
| Volatility (ann.) | 60.24% | 103.25% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.87 | 0.1 |
| Skew | 2.37 | 1.74 |
| Kurtosis | 20.18 | 13.97 |
| Expected Daily % | 0.14% | 0.02% |
| Expected Monthly % | 4.11% | 0.58% |
| Expected Yearly % | 54.25% | 6.46% |
| Kelly Criterion | 10.04% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.0% | -8.73% |
| Expected Shortfall (cVaR) | -5.0% | -8.73% |
| Year | 7227397:UNIUSD | 7227397:uniusd:triple_gx:lsma230_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.57 | -22.60 | 2.99 | - |
| 2023 | 39.98 | 130.27 | 3.26 | + |
| 2024 | 82.95 | 167.76 | 2.02 | + |
| 2025 | -45.74 | 18.63 | -0.41 | + |
| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| MTD | -11.88% | 24.9% |
| 3M | -13.95% | -33.15% |
| 6M | 25.79% | 18.0% |
| YTD | 18.63% | -45.74% |
| 1Y | 133.66% | -16.27% |
| 3Y (ann.) | 94.0% | 4.58% |
| 5Y (ann.) | 64.45% | 7.45% |
| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397:UNIUSD |
|---|---|---|
| Max Drawdown | -34.41% | -74.37% |
| Longest DD Days | 265.0 | 574.0 |
| Avg. Drawdown | -10.6% | -26.42% |
| Avg. Drawdown Days | 40.0 | 114.0 |
| Recovery Factor | 13.54 | 0.38 |
| Ulcer Index | 1.2 | 1.2 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-06-23 | -34.41 | 22 |
| 2024-03-07 | 2024-11-06 | -31.12 | 244 |
| 2025-10-14 | 2025-11-16 | -28.38 | 33 |
| 2022-06-26 | 2023-03-18 | -26.99 | 265 |
| 2024-12-09 | 2025-06-10 | -18.45 | 183 |
| 2025-06-11 | 2025-06-28 | -17.12 | 17 |
| 2022-05-26 | 2022-05-30 | -16.52 | 4 |
| 2023-03-19 | 2023-06-23 | -16.22 | 96 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-06-26 | 2023-07-01 | -11.10 | 5 |
| Metric | 7227397:uniusd:triple_gx:lsma230_110_45 | 7227397: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 | 167.76% | 82.95% |
| Worst Year | -22.6% | -45.74% |
| Avg. Up Day | 4.25% | 4.26% |
| Avg. Down Day | -3.23% | -3.56% |
| Avg. Up Week | 10.32% | 11.18% |
| Avg. Down Week | -7.38% | -9.92% |
| Avg. Up Month | 20.22% | 22.3% |
| Avg. Down Month | -7.59% | -17.82% |
| Win Days % | 48.92% | 49.25% |
| Win Month % | 64.29% | 51.16% |
| Win Week % | 60.49% | 48.39% |
| Win Quarter % | 61.54% | 46.67% |
| Win Year % | 75.0% | 50.0% |