| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 375.01% | -37.29% |
| Max Drawdown | -52.21% | -74.37% |
| Sharpe | 1.09 | 0.34 |
| Sortino | 1.83 | 0.54 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.53 | 1.13 |
| CPC Index | 0.81 | 0.6 |
| Tail Ratio | 1.19 | 1.07 |
| Outlier Win Ratio | 13.36 | 3.86 |
| Outlier Loss Ratio | 3.45 | 3.2 |
| Volatility (ann.) | 63.86% | 101.1% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.23 | -0.19 |
| Skew | 1.61 | 1.53 |
| Kurtosis | 15.63 | 13.12 |
| Expected Daily % | 0.14% | -0.04% |
| Expected Monthly % | 4.19% | -1.22% |
| Expected Yearly % | 47.63% | -11.01% |
| Kelly Criterion | 9.46% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -8.61% |
| Expected Shortfall (cVaR) | -5.31% | -8.61% |
| Year | 7227485:UNIUSD | 7227485:uniusd:triple_gx:lsma195_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.55 | -45.23 | 0.97 | + |
| 2023 | 39.98 | 166.25 | 4.16 | + |
| 2024 | 82.95 | 295.90 | 3.57 | + |
| 2025 | -54.19 | -17.73 | 0.33 | + |
| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| MTD | -12.76% | 14.91% |
| 3M | -12.76% | -22.98% |
| 6M | 19.45% | -52.55% |
| YTD | -17.73% | -54.19% |
| 1Y | 137.28% | -43.72% |
| 3Y (ann.) | 85.65% | 2.4% |
| 5Y (ann.) | 64.4% | -13.83% |
| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485:UNIUSD |
|---|---|---|
| Max Drawdown | -52.21% | -74.37% |
| Longest DD Days | 544.0 | 678.0 |
| Avg. Drawdown | -11.08% | -30.99% |
| Avg. Drawdown Days | 46.0 | 162.0 |
| Recovery Factor | 7.18 | -0.5 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2023-11-01 | -52.21 | 544 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 2025-02-15 | 2025-05-31 | -22.60 | 105 |
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2024-08-22 | 2024-09-26 | -20.83 | 35 |
| 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 |
| Metric | 7227485:uniusd:triple_gx:lsma195_115_45 | 7227485: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 | -25.2% | -45.74% |
| Best Year | 295.9% | 82.95% |
| Worst Year | -45.23% | -54.19% |
| Avg. Up Day | 4.21% | 4.21% |
| Avg. Down Day | -3.33% | -3.64% |
| Avg. Up Week | 10.75% | 11.49% |
| Avg. Down Week | -7.63% | -9.16% |
| Avg. Up Month | 27.61% | 25.88% |
| Avg. Down Month | -8.03% | -14.35% |
| Win Days % | 49.46% | 49.16% |
| Win Month % | 52.0% | 44.74% |
| Win Week % | 57.5% | 45.83% |
| Win Quarter % | 66.67% | 46.15% |
| Win Year % | 50.0% | 50.0% |