| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207:UNIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 214.17% | -28.58% |
| Max Drawdown | -52.13% | -74.37% |
| Sharpe | 0.87 | 0.38 |
| Sortino | 1.42 | 0.6 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.38 | 1.11 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.13 | 1.05 |
| Outlier Win Ratio | 13.23 | 3.87 |
| Outlier Loss Ratio | 3.51 | 3.2 |
| Volatility (ann.) | 65.11% | 100.74% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.82 | -0.13 |
| Skew | 1.5 | 1.5 |
| Kurtosis | 15.1 | 12.95 |
| Expected Daily % | 0.1% | -0.03% |
| Expected Monthly % | 2.98% | -0.86% |
| Expected Yearly % | 33.13% | -8.07% |
| Kelly Criterion | 6.45% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -8.57% |
| Expected Shortfall (cVaR) | -5.45% | -8.57% |
| Year | 7229207:UNIUSD | 7229207:uniusd:triple_gx:lsma165_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -28.96 | 0.74 | + |
| 2023 | 39.98 | 159.94 | 4.00 | + |
| 2024 | 82.95 | 92.00 | 1.11 | + |
| 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.) | 55.57% | 2.4% |
| 5Y (ann.) | 42.75% | -9.94% |
| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207:UNIUSD |
|---|---|---|
| Max Drawdown | -52.13% | -74.37% |
| Longest DD Days | 432.0 | 698.0 |
| Avg. Drawdown | -12.61% | -25.45% |
| Avg. Drawdown Days | 53.0 | 128.0 |
| Recovery Factor | 4.11 | -0.38 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-07-13 | -52.13 | 432 |
| 2024-12-09 | 2025-05-31 | -35.78 | 173 |
| 2024-09-28 | 2024-11-23 | -32.90 | 56 |
| 2024-03-07 | 2024-08-21 | -31.12 | 167 |
| 2024-08-22 | 2024-09-26 | -20.83 | 35 |
| 2023-12-10 | 2024-03-05 | -17.24 | 86 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2023-11-24 | 2023-12-08 | -6.00 | 14 |
| 2023-10-24 | 2023-11-01 | -4.70 | 8 |
| Metric | 7229207:uniusd:triple_gx:lsma165_115_50 | 7229207: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 | -22.44% | -45.74% |
| Best Year | 159.94% | 82.95% |
| Worst Year | -28.96% | -54.19% |
| Avg. Up Day | 4.18% | 4.19% |
| Avg. Down Day | -3.35% | -3.6% |
| Avg. Up Week | 10.49% | 12.01% |
| Avg. Down Week | -7.78% | -9.32% |
| Avg. Up Month | 27.24% | 25.74% |
| Avg. Down Month | -6.47% | -18.39% |
| Win Days % | 48.07% | 49.61% |
| Win Month % | 48.28% | 46.15% |
| Win Week % | 55.81% | 46.51% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 50.0% |