| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207:UNIUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 61.26% | -16.96% |
| Max Drawdown | -35.78% | -74.37% |
| Sharpe | 0.97 | 0.36 |
| Sortino | 1.69 | 0.59 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.42 | 1.28 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.15 | 1.22 |
| Outlier Win Ratio | 13.08 | 4.08 |
| Outlier Loss Ratio | 3.33 | 2.99 |
| Volatility (ann.) | 74.05% | 109.02% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.63 | -0.22 |
| Skew | 2.08 | 1.08 |
| Kurtosis | 15.22 | 4.29 |
| Expected Daily % | 0.13% | -0.05% |
| Expected Monthly % | 3.74% | -1.42% |
| Expected Yearly % | 26.99% | -8.87% |
| Kelly Criterion | 5.43% | 3.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.18% | -9.28% |
| Expected Shortfall (cVaR) | -6.18% | -9.28% |
| Year | 7229207:UNIUSD | 7229207:uniusd:triple_gx:lsma165_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 82.00 | 1.01 | + |
| 2025 | -54.19 | -11.39 | 0.21 | + |
| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207:UNIUSD |
|---|---|---|
| MTD | -2.29% | 14.91% |
| 3M | -6.04% | -22.98% |
| 6M | -1.08% | -52.55% |
| YTD | -11.39% | -54.19% |
| 1Y | 61.26% | -43.72% |
| 3Y (ann.) | 58.25% | -16.35% |
| 5Y (ann.) | 58.25% | -16.35% |
| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207:UNIUSD |
|---|---|---|
| Max Drawdown | -35.78% | -74.37% |
| Longest DD Days | 173.0 | 173.0 |
| Avg. Drawdown | -10.02% | -23.49% |
| Avg. Drawdown Days | 22.0 | 45.0 |
| Recovery Factor | 1.71 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -35.78 | 173 |
| 2024-09-28 | 2024-11-23 | -32.90 | 56 |
| 2024-08-22 | 2024-09-26 | -20.83 | 35 |
| 2024-08-04 | 2024-08-08 | -12.72 | 4 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-08-17 | 2024-08-21 | -4.47 | 4 |
| 2024-12-05 | 2024-12-06 | -4.18 | 1 |
| 2024-08-15 | 2024-08-16 | -3.68 | 1 |
| 2024-11-26 | 2024-11-27 | -2.31 | 1 |
| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -14.1% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -21.84% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -22.44% | -36.28% |
| Best Year | 82.0% | 81.27% |
| Worst Year | -11.39% | -54.19% |
| Avg. Up Day | 4.45% | 4.46% |
| Avg. Down Day | -3.7% | -3.79% |
| Avg. Up Week | 10.93% | 13.59% |
| Avg. Down Week | -6.86% | -8.84% |
| Avg. Up Month | 34.54% | 31.93% |
| Avg. Down Month | -4.33% | -21.68% |
| Win Days % | 48.33% | 47.63% |
| Win Month % | 44.44% | 46.15% |
| Win Week % | 53.12% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |