| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 157.93% | -1.64% |
| Max Drawdown | -28.38% | -74.37% |
| Sharpe | 1.3 | 0.53 |
| Sortino | 2.47 | 0.87 |
| Payoff Ratio | 1.39 | 1.15 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.63 | 1.22 |
| CPC Index | 0.93 | 0.61 |
| Tail Ratio | 1.16 | 1.13 |
| Outlier Win Ratio | 17.29 | 3.8 |
| Outlier Loss Ratio | 3.47 | 2.75 |
| Volatility (ann.) | 62.86% | 113.52% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.09 | -0.01 |
| Skew | 3.16 | 1.33 |
| Kurtosis | 25.86 | 7.83 |
| Expected Daily % | 0.17% | -0.0% |
| Expected Monthly % | 5.11% | -0.09% |
| Expected Yearly % | 60.6% | -0.82% |
| Kelly Criterion | 10.56% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -9.61% |
| Expected Shortfall (cVaR) | -5.19% | -9.61% |
| Year | 7227518:UNIUSD | 7227518:uniusd:triple_gx:lsma235_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 152.48 | 1.88 | + |
| 2025 | -45.74 | 2.16 | -0.05 | + |
| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518:UNIUSD |
|---|---|---|
| MTD | -11.88% | 24.9% |
| 3M | -13.95% | -33.15% |
| 6M | 8.33% | 18.0% |
| YTD | 2.16% | -45.74% |
| 1Y | 120.95% | -16.27% |
| 3Y (ann.) | 87.75% | -1.1% |
| 5Y (ann.) | 87.75% | -1.1% |
| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518:UNIUSD |
|---|---|---|
| Max Drawdown | -28.38% | -74.37% |
| Longest DD Days | 123.0 | 342.0 |
| Avg. Drawdown | -9.1% | -23.49% |
| Avg. Drawdown Days | 26.0 | 66.0 |
| Recovery Factor | 5.56 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-14 | 2025-11-16 | -28.38 | 33 |
| 2024-09-28 | 2024-11-06 | -21.71 | 39 |
| 2025-06-11 | 2025-10-12 | -18.68 | 123 |
| 2024-12-09 | 2025-02-14 | -18.03 | 67 |
| 2025-05-29 | 2025-06-10 | -13.84 | 12 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2025-02-15 | 2025-05-28 | -11.88 | 102 |
| 2024-06-17 | 2024-08-06 | -8.05 | 50 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -13.89% | -25.34% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -11.88% | -28.19% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -11.88% | -36.28% |
| Best Year | 152.48% | 81.27% |
| Worst Year | 2.16% | -45.74% |
| Avg. Up Day | 4.57% | 4.59% |
| Avg. Down Day | -3.29% | -3.99% |
| Avg. Up Week | 11.17% | 12.89% |
| Avg. Down Week | -4.57% | -10.13% |
| Avg. Up Month | 36.37% | 28.39% |
| Avg. Down Month | -3.3% | -22.61% |
| Win Days % | 47.96% | 48.45% |
| Win Month % | 45.45% | 52.63% |
| Win Week % | 51.43% | 44.44% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |