| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072:UNIUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 174.05% | -16.96% |
| Max Drawdown | -31.72% | -74.37% |
| Sharpe | 1.65 | 0.36 |
| Sortino | 3.08 | 0.59 |
| Payoff Ratio | 1.32 | 1.19 |
| Profit Factor | 1.45 | 1.06 |
| Common Sense Ratio | 1.75 | 1.28 |
| CPC Index | 0.99 | 0.6 |
| Tail Ratio | 1.21 | 1.22 |
| Outlier Win Ratio | 12.59 | 4.08 |
| Outlier Loss Ratio | 3.2 | 2.98 |
| Volatility (ann.) | 74.56% | 109.02% |
| R^2 | 0.47 | 0.47 |
| Calmar | 5.15 | -0.22 |
| Skew | 2.2 | 1.08 |
| Kurtosis | 14.57 | 4.29 |
| Expected Daily % | 0.26% | -0.05% |
| Expected Monthly % | 8.06% | -1.42% |
| Expected Yearly % | 65.55% | -8.87% |
| Kelly Criterion | 15.11% | 3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.08% | -9.28% |
| Expected Shortfall (cVaR) | -6.08% | -9.28% |
| Year | 7230072:UNIUSD | 7230072:uniusd:triple_gx:lsma165_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 169.10 | 2.08 | + |
| 2025 | -54.19 | 1.84 | -0.03 | + |
| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072:UNIUSD |
|---|---|---|
| MTD | 0.7% | 14.91% |
| 3M | 8.97% | -22.98% |
| 6M | 13.69% | -52.55% |
| YTD | 1.84% | -54.19% |
| 1Y | 174.05% | -43.72% |
| 3Y (ann.) | 163.36% | -16.35% |
| 5Y (ann.) | 163.36% | -16.35% |
| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072:UNIUSD |
|---|---|---|
| Max Drawdown | -31.72% | -74.37% |
| Longest DD Days | 173.0 | 173.0 |
| Avg. Drawdown | -7.59% | -23.49% |
| Avg. Drawdown Days | 16.0 | 45.0 |
| Recovery Factor | 5.49 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -31.72 | 173 |
| 2024-08-22 | 2024-10-07 | -20.83 | 46 |
| 2024-10-15 | 2024-11-06 | -16.59 | 22 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -6.26 | 2 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-10-11 | 2024-10-14 | -5.54 | 3 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-08-17 | 2024-08-21 | -4.47 | 4 |
| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 29.16% |
| Worst Day | -14.1% | -15.38% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -21.84% | -23.38% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -6.55% | -36.28% |
| Best Year | 169.1% | 81.27% |
| Worst Year | 1.84% | -54.19% |
| Avg. Up Day | 4.68% | 4.69% |
| Avg. Down Day | -3.56% | -3.94% |
| Avg. Up Week | 12.81% | 14.31% |
| Avg. Down Week | -6.16% | -7.78% |
| Avg. Up Month | 21.32% | 22.72% |
| Avg. Down Month | -6.55% | -36.28% |
| Win Days % | 51.74% | 47.63% |
| Win Month % | 88.89% | 46.15% |
| Win Week % | 60.0% | 38.6% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |