| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 602.86% | -15.41% |
| Max Drawdown | -52.95% | -74.37% |
| Sharpe | 1.17 | 0.45 |
| Sortino | 2.07 | 0.73 |
| Payoff Ratio | 1.42 | 1.24 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | 1.75 | 1.13 |
| CPC Index | 0.91 | 0.66 |
| Tail Ratio | 1.29 | 1.06 |
| Outlier Win Ratio | 16.1 | 3.82 |
| Outlier Loss Ratio | 3.68 | 3.0 |
| Volatility (ann.) | 60.57% | 103.82% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.32 | -0.06 |
| Skew | 2.21 | 1.56 |
| Kurtosis | 20.99 | 13.17 |
| Expected Daily % | 0.15% | -0.01% |
| Expected Monthly % | 4.43% | -0.37% |
| Expected Yearly % | 62.82% | -4.1% |
| Kelly Criterion | 9.95% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.02% | -8.81% |
| Expected Shortfall (cVaR) | -5.02% | -8.81% |
| Year | 7229506:UNIUSD | 7229506:uniusd:triple_gx:lsma165_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -45.38 | 1.16 | - |
| 2023 | 39.98 | 148.19 | 3.71 | + |
| 2024 | 82.95 | 296.79 | 3.58 | + |
| 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.) | 134.3% | 4.58% |
| 5Y (ann.) | 69.89% | -4.45% |
| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| Max Drawdown | -52.95% | -74.37% |
| Longest DD Days | 553.0 | 698.0 |
| Avg. Drawdown | -9.78% | -25.45% |
| Avg. Drawdown Days | 40.0 | 147.0 |
| Recovery Factor | 11.38 | -0.21 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-11 | -52.95 | 553 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 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 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| Metric | 7229506:uniusd:triple_gx:lsma165_65_55 | 7229506:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -25.34% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 65.66% | 85.34% |
| Worst Month | -32.86% | -45.74% |
| Best Year | 296.79% | 82.95% |
| Worst Year | -45.38% | -45.74% |
| Avg. Up Day | 4.39% | 4.4% |
| Avg. Down Day | -3.09% | -3.55% |
| Avg. Up Week | 9.11% | 11.88% |
| Avg. Down Week | -6.36% | -9.64% |
| Avg. Up Month | 19.38% | 31.85% |
| Avg. Down Month | -10.62% | -17.36% |
| Win Days % | 47.16% | 49.7% |
| Win Month % | 71.88% | 48.89% |
| Win Week % | 60.22% | 47.96% |
| Win Quarter % | 73.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |