| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 173.75% | -16.96% |
| Max Drawdown | -24.38% | -74.37% |
| Sharpe | 1.75 | 0.36 |
| Sortino | 3.66 | 0.59 |
| Payoff Ratio | 1.71 | 1.42 |
| Profit Factor | 1.6 | 1.06 |
| Common Sense Ratio | 2.1 | 1.28 |
| CPC Index | 1.27 | 0.71 |
| Tail Ratio | 1.31 | 1.22 |
| Outlier Win Ratio | 16.55 | 4.08 |
| Outlier Loss Ratio | 3.7 | 2.78 |
| Volatility (ann.) | 67.42% | 109.02% |
| R^2 | 0.39 | 0.39 |
| Calmar | 6.69 | -0.22 |
| Skew | 3.2 | 1.08 |
| Kurtosis | 21.96 | 4.29 |
| Expected Daily % | 0.26% | -0.05% |
| Expected Monthly % | 8.05% | -1.42% |
| Expected Yearly % | 65.46% | -8.87% |
| Kelly Criterion | 14.95% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -9.28% |
| Expected Shortfall (cVaR) | -5.48% | -9.28% |
| Year | 7229514:UNIUSD | 7229514:uniusd:triple_gx:lsma170_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 201.18 | 2.48 | + |
| 2025 | -54.19 | -9.11 | 0.17 | + |
| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| MTD | -7.28% | 14.91% |
| 3M | -2.74% | -22.98% |
| 6M | 19.06% | -52.55% |
| YTD | -9.11% | -54.19% |
| 1Y | 173.75% | -43.72% |
| 3Y (ann.) | 163.09% | -16.35% |
| 5Y (ann.) | 163.09% | -16.35% |
| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| Max Drawdown | -24.38% | -74.37% |
| Longest DD Days | 152.0 | 173.0 |
| Avg. Drawdown | -6.83% | -23.49% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 7.13 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-11 | 2025-05-31 | -24.38 | 20 |
| 2024-12-09 | 2025-05-10 | -19.21 | 152 |
| 2024-10-11 | 2024-11-06 | -18.10 | 26 |
| 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 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-08-17 | 2024-08-21 | -4.47 | 4 |
| Metric | 7229514:uniusd:triple_gx:lsma170_65_55 | 7229514:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -13.89% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -10.1% | -23.38% |
| Best Month | 65.66% | 68.0% |
| Worst Month | -7.28% | -36.28% |
| Best Year | 201.18% | 81.27% |
| Worst Year | -9.11% | -54.19% |
| Avg. Up Day | 5.2% | 5.21% |
| Avg. Down Day | -3.04% | -3.67% |
| Avg. Up Week | 12.48% | 15.19% |
| Avg. Down Week | -4.62% | -8.67% |
| Avg. Up Month | 25.74% | 24.68% |
| Avg. Down Month | -6.55% | -36.28% |
| Win Days % | 46.32% | 47.63% |
| Win Month % | 77.78% | 46.15% |
| Win Week % | 59.26% | 38.6% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |