| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 299.37% | -1.64% |
| Max Drawdown | -26.31% | -74.37% |
| Sharpe | 1.72 | 0.53 |
| Sortino | 3.63 | 0.87 |
| Payoff Ratio | 1.74 | 1.4 |
| Profit Factor | 1.61 | 1.09 |
| Common Sense Ratio | 2.22 | 1.22 |
| CPC Index | 1.3 | 0.73 |
| Tail Ratio | 1.38 | 1.13 |
| Outlier Win Ratio | 17.82 | 3.99 |
| Outlier Loss Ratio | 3.56 | 2.68 |
| Volatility (ann.) | 65.07% | 113.52% |
| R^2 | 0.33 | 0.33 |
| Calmar | 5.74 | -0.01 |
| Skew | 3.4 | 1.33 |
| Kurtosis | 24.13 | 7.83 |
| Expected Daily % | 0.25% | -0.0% |
| Expected Monthly % | 7.56% | -0.09% |
| Expected Yearly % | 99.84% | -0.82% |
| Kelly Criterion | 15.47% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -9.61% |
| Expected Shortfall (cVaR) | -5.3% | -9.61% |
| Year | 7229506:UNIUSD | 7229506:uniusd:triple_gx:lsma165_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 205.63 | 2.53 | + |
| 2025 | -45.74 | 30.67 | -0.67 | + |
| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| MTD | 0.0% | 24.9% |
| 3M | -2.53% | -33.15% |
| 6M | 35.33% | 18.0% |
| YTD | 30.67% | -45.74% |
| 1Y | 151.43% | -16.27% |
| 3Y (ann.) | 151.08% | -1.1% |
| 5Y (ann.) | 151.08% | -1.1% |
| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| Max Drawdown | -26.31% | -74.37% |
| Longest DD Days | 152.0 | 342.0 |
| Avg. Drawdown | -7.47% | -23.49% |
| Avg. Drawdown Days | 15.0 | 66.0 |
| Recovery Factor | 11.38 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-06-10 | -26.31 | 30 |
| 2024-12-09 | 2025-05-10 | -19.21 | 152 |
| 2025-10-14 | 2025-11-16 | -18.87 | 33 |
| 2024-10-11 | 2024-11-06 | -18.10 | 26 |
| 2025-06-11 | 2025-07-14 | -16.42 | 33 |
| 2024-09-08 | 2024-10-10 | -13.37 | 32 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-08-22 | 2024-09-02 | -6.53 | 11 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -13.89% | -25.34% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -10.1% | -28.19% |
| Best Month | 65.66% | 68.0% |
| Worst Month | -7.28% | -36.28% |
| Best Year | 205.63% | 81.27% |
| Worst Year | 30.67% | -45.74% |
| Avg. Up Day | 5.35% | 5.36% |
| Avg. Down Day | -3.08% | -3.84% |
| Avg. Up Week | 12.19% | 15.3% |
| Avg. Down Week | -4.74% | -10.22% |
| Avg. Up Month | 24.31% | 24.57% |
| Avg. Down Month | -4.54% | -30.54% |
| Win Days % | 46.37% | 48.45% |
| Win Month % | 75.0% | 52.63% |
| Win Week % | 60.0% | 44.44% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |