| Metric | 7229529:uniusd:triple_gx:lsma175_65_55 | 7229529:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 196.3% | -43.77% |
| Max Drawdown | -51.98% | -74.37% |
| Sharpe | 0.86 | 0.31 |
| Sortino | 1.43 | 0.48 |
| Payoff Ratio | 1.31 | 1.21 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.41 | 1.1 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.14 | 1.05 |
| Outlier Win Ratio | 15.27 | 3.81 |
| Outlier Loss Ratio | 3.72 | 3.17 |
| Volatility (ann.) | 61.4% | 100.94% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.78 | -0.22 |
| Skew | 1.84 | 1.51 |
| Kurtosis | 18.94 | 12.98 |
| Expected Daily % | 0.09% | -0.05% |
| Expected Monthly % | 2.82% | -1.47% |
| Expected Yearly % | 31.2% | -13.4% |
| Kelly Criterion | 5.73% | 7.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -8.61% |
| Expected Shortfall (cVaR) | -5.14% | -8.61% |
| Year | 7229529:UNIUSD | 7229529:uniusd:triple_gx:lsma175_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.07 | -48.92 | 0.94 | + |
| 2023 | 39.98 | 135.54 | 3.39 | + |
| 2024 | 82.95 | 207.28 | 2.50 | + |
| 2025 | -54.19 | -19.85 | 0.37 | + |
| Metric | 7229529:uniusd:triple_gx:lsma175_65_55 | 7229529:UNIUSD |
|---|---|---|
| MTD | -7.28% | 14.91% |
| 3M | -14.24% | -22.98% |
| 6M | 4.98% | -52.55% |
| YTD | -19.85% | -54.19% |
| 1Y | 101.22% | -43.72% |
| 3Y (ann.) | 56.84% | 2.4% |
| 5Y (ann.) | 40.58% | -16.52% |
| Metric | 7229529:uniusd:triple_gx:lsma175_65_55 | 7229529:UNIUSD |
|---|---|---|
| Max Drawdown | -51.98% | -74.37% |
| Longest DD Days | 564.0 | 698.0 |
| Avg. Drawdown | -10.71% | -28.11% |
| Avg. Drawdown Days | 57.0 | 144.0 |
| Recovery Factor | 3.78 | -0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-11-22 | -51.98 | 564 |
| 2024-03-07 | 2024-09-04 | -31.12 | 181 |
| 2024-12-09 | 2025-05-31 | -28.04 | 173 |
| 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 |
| 2024-01-12 | 2024-03-02 | -10.28 | 50 |
| 2024-01-05 | 2024-01-10 | -7.42 | 5 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2023-11-24 | 2023-12-28 | -6.00 | 34 |
| Metric | 7229529:uniusd:triple_gx:lsma175_65_55 | 7229529: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 | 65.66% | 85.34% |
| Worst Month | -32.86% | -45.74% |
| Best Year | 207.28% | 82.95% |
| Worst Year | -48.92% | -54.19% |
| Avg. Up Day | 4.21% | 4.22% |
| Avg. Down Day | -3.22% | -3.48% |
| Avg. Up Week | 8.61% | 11.18% |
| Avg. Down Week | -7.23% | -8.99% |
| Avg. Up Month | 17.73% | 30.79% |
| Avg. Down Month | -10.79% | -16.61% |
| Win Days % | 46.58% | 49.26% |
| Win Month % | 60.0% | 46.15% |
| Win Week % | 57.65% | 45.61% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 50.0% |