| Metric | 7227439:uniusd:triple_gx:lsma165_115_45 | 7227439:UNIUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 260.4% | -28.58% |
| Max Drawdown | -52.13% | -74.37% |
| Sharpe | 0.94 | 0.38 |
| Sortino | 1.54 | 0.6 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.46 | 1.11 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 13.11 | 3.83 |
| Outlier Loss Ratio | 3.44 | 3.19 |
| Volatility (ann.) | 64.22% | 100.74% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.94 | -0.13 |
| Skew | 1.51 | 1.5 |
| Kurtosis | 15.06 | 12.95 |
| Expected Daily % | 0.11% | -0.03% |
| Expected Monthly % | 3.34% | -0.86% |
| Expected Yearly % | 37.78% | -8.07% |
| Kelly Criterion | 7.39% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -8.57% |
| Expected Shortfall (cVaR) | -5.36% | -8.57% |
| Year | 7227439:UNIUSD | 7227439:uniusd:triple_gx:lsma165_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -30.98 | 0.79 | + |
| 2023 | 39.98 | 113.16 | 2.83 | + |
| 2024 | 82.95 | 224.89 | 2.71 | + |
| 2025 | -54.19 | -24.60 | 0.45 | + |
| Metric | 7227439:uniusd:triple_gx:lsma165_115_45 | 7227439:UNIUSD |
|---|---|---|
| MTD | -19.97% | 14.91% |
| 3M | -20.04% | -22.98% |
| 6M | 9.47% | -52.55% |
| YTD | -24.6% | -54.19% |
| 1Y | 78.46% | -43.72% |
| 3Y (ann.) | 62.85% | 2.4% |
| 5Y (ann.) | 48.97% | -9.94% |
| Metric | 7227439:uniusd:triple_gx:lsma165_115_45 | 7227439:UNIUSD |
|---|---|---|
| Max Drawdown | -52.13% | -74.37% |
| Longest DD Days | 548.0 | 698.0 |
| Avg. Drawdown | -11.36% | -25.45% |
| Avg. Drawdown Days | 53.0 | 128.0 |
| Recovery Factor | 5.0 | -0.38 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-06 | -52.13 | 548 |
| 2024-03-07 | 2024-09-27 | -31.12 | 204 |
| 2025-02-15 | 2025-05-31 | -29.07 | 105 |
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2024-12-09 | 2025-02-14 | -18.03 | 67 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2024-01-12 | 2024-03-01 | -7.42 | 49 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| Metric | 7227439:uniusd:triple_gx:lsma165_115_45 | 7227439:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 68.0% | 85.34% |
| Worst Month | -19.97% | -45.74% |
| Best Year | 224.89% | 82.95% |
| Worst Year | -30.98% | -54.19% |
| Avg. Up Day | 4.17% | 4.17% |
| Avg. Down Day | -3.38% | -3.73% |
| Avg. Up Week | 10.89% | 11.91% |
| Avg. Down Week | -6.94% | -9.03% |
| Avg. Up Month | 30.09% | 25.74% |
| Avg. Down Month | -6.01% | -16.7% |
| Win Days % | 48.88% | 49.61% |
| Win Month % | 44.83% | 46.15% |
| Win Week % | 52.33% | 46.51% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 50.0% |