| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 257.72% | -43.77% |
| Max Drawdown | -52.13% | -74.37% |
| Sharpe | 0.94 | 0.31 |
| Sortino | 1.54 | 0.48 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.46 | 1.1 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 13.14 | 3.84 |
| Outlier Loss Ratio | 3.42 | 3.21 |
| Volatility (ann.) | 64.71% | 100.94% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.94 | -0.22 |
| Skew | 1.48 | 1.51 |
| Kurtosis | 14.83 | 12.98 |
| Expected Daily % | 0.11% | -0.05% |
| Expected Monthly % | 3.32% | -1.47% |
| Expected Yearly % | 37.53% | -13.4% |
| Kelly Criterion | 7.22% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.41% | -8.61% |
| Expected Shortfall (cVaR) | -5.41% | -8.61% |
| Year | 7227458:UNIUSD | 7227458:uniusd:triple_gx:lsma175_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.07 | -36.34 | 0.70 | + |
| 2023 | 39.98 | 141.18 | 3.53 | + |
| 2024 | 82.95 | 225.02 | 2.71 | + |
| 2025 | -54.19 | -28.32 | 0.52 | + |
| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| MTD | -19.97% | 14.91% |
| 3M | -23.98% | -22.98% |
| 6M | 4.07% | -52.55% |
| YTD | -28.32% | -54.19% |
| 1Y | 69.73% | -43.72% |
| 3Y (ann.) | 67.0% | 2.4% |
| 5Y (ann.) | 49.13% | -16.52% |
| Metric | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458:UNIUSD |
|---|---|---|
| Max Drawdown | -52.13% | -74.37% |
| Longest DD Days | 543.0 | 698.0 |
| Avg. Drawdown | -11.77% | -28.11% |
| Avg. Drawdown Days | 53.0 | 144.0 |
| Recovery Factor | 4.94 | -0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-01 | -52.13 | 543 |
| 2025-02-15 | 2025-05-31 | -32.56 | 105 |
| 2024-03-07 | 2024-06-15 | -31.12 | 100 |
| 2024-06-17 | 2024-11-06 | -27.06 | 142 |
| 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 | 7227458:uniusd:triple_gx:lsma175_115_45 | 7227458: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 | -22.58% | -45.74% |
| Best Year | 225.02% | 82.95% |
| Worst Year | -36.34% | -54.19% |
| Avg. Up Day | 4.22% | 4.22% |
| Avg. Down Day | -3.43% | -3.66% |
| Avg. Up Week | 10.48% | 11.5% |
| Avg. Down Week | -7.3% | -8.62% |
| Avg. Up Month | 26.89% | 25.88% |
| Avg. Down Month | -7.32% | -14.36% |
| Win Days % | 48.86% | 49.26% |
| Win Month % | 50.0% | 46.15% |
| Win Week % | 54.76% | 45.61% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 50.0% |