| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 624.25% | 45.08% |
| Max Drawdown | -36.11% | -74.37% |
| Sharpe | 1.24 | 0.6 |
| Sortino | 2.25 | 0.98 |
| Payoff Ratio | 1.37 | 1.22 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 1.58 | 1.2 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.16 | 1.09 |
| Outlier Win Ratio | 15.28 | 3.81 |
| Outlier Loss Ratio | 3.46 | 2.98 |
| Volatility (ann.) | 59.83% | 103.16% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.13 | 0.15 |
| Skew | 2.53 | 1.76 |
| Kurtosis | 20.43 | 14.07 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.71% | 0.87% |
| Expected Yearly % | 64.05% | 9.75% |
| Kelly Criterion | 10.69% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.95% | -8.71% |
| Expected Shortfall (cVaR) | -4.95% | -8.71% |
| Year | 7227518:UNIUSD | 7227518:uniusd:triple_gx:lsma235_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 4.41 | -15.68 | -3.56 | - |
| 2023 | 39.98 | 142.60 | 3.57 | + |
| 2024 | 82.95 | 246.58 | 2.97 | + |
| 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.) | 104.66% | 4.58% |
| 5Y (ann.) | 76.9% | 11.32% |
| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518:UNIUSD |
|---|---|---|
| Max Drawdown | -36.11% | -74.37% |
| Longest DD Days | 389.0 | 574.0 |
| Avg. Drawdown | -10.18% | -27.41% |
| Avg. Drawdown Days | 41.0 | 125.0 |
| Recovery Factor | 17.29 | 0.61 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2023-06-25 | -36.11 | 389 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 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 |
| 2023-06-26 | 2023-07-01 | -11.10 | 5 |
| Metric | 7227518:uniusd:triple_gx:lsma235_115_45 | 7227518: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 | -14.98% | -45.74% |
| Best Year | 246.58% | 82.95% |
| Worst Year | -15.68% | -45.74% |
| Avg. Up Day | 4.27% | 4.28% |
| Avg. Down Day | -3.11% | -3.51% |
| Avg. Up Week | 10.27% | 11.17% |
| Avg. Down Week | -6.42% | -9.44% |
| Avg. Up Month | 24.93% | 24.17% |
| Avg. Down Month | -5.67% | -16.72% |
| Win Days % | 48.31% | 49.29% |
| Win Month % | 57.14% | 51.16% |
| Win Week % | 57.83% | 48.65% |
| Win Quarter % | 76.92% | 53.33% |
| Win Year % | 75.0% | 75.0% |