| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072:UNIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 435.66% | -28.58% |
| Max Drawdown | -50.85% | -74.37% |
| Sharpe | 1.13 | 0.38 |
| Sortino | 1.92 | 0.6 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.61 | 1.11 |
| CPC Index | 0.84 | 0.62 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 14.67 | 3.95 |
| Outlier Loss Ratio | 3.52 | 3.19 |
| Volatility (ann.) | 63.46% | 100.74% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.35 | -0.13 |
| Skew | 1.72 | 1.5 |
| Kurtosis | 16.89 | 12.95 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.4% | -0.86% |
| Expected Yearly % | 52.13% | -8.07% |
| Kelly Criterion | 10.37% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -8.57% |
| Expected Shortfall (cVaR) | -5.27% | -8.57% |
| Year | 7230072:UNIUSD | 7230072:uniusd:triple_gx:lsma165_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -39.13 | -22.43 | 0.57 | + |
| 2023 | 39.98 | 123.02 | 3.08 | + |
| 2024 | 82.95 | 204.04 | 2.46 | + |
| 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.) | 86.68% | 2.4% |
| 5Y (ann.) | 68.51% | -9.94% |
| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072:UNIUSD |
|---|---|---|
| Max Drawdown | -50.85% | -74.37% |
| Longest DD Days | 420.0 | 698.0 |
| Avg. Drawdown | -9.46% | -25.45% |
| Avg. Drawdown Days | 40.0 | 128.0 |
| Recovery Factor | 8.57 | -0.38 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-07-01 | -50.85 | 420 |
| 2024-12-09 | 2025-05-31 | -31.72 | 173 |
| 2024-03-07 | 2024-08-08 | -31.12 | 154 |
| 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 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2023-11-24 | 2024-03-02 | -9.67 | 99 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2023-08-24 | 2023-11-01 | -7.01 | 69 |
| Metric | 7230072:uniusd:triple_gx:lsma165_85_55 | 7230072: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 | 68.0% | 85.34% |
| Worst Month | -17.03% | -45.74% |
| Best Year | 204.04% | 82.95% |
| Worst Year | -22.43% | -54.19% |
| Avg. Up Day | 4.2% | 4.21% |
| Avg. Down Day | -3.3% | -3.59% |
| Avg. Up Week | 11.13% | 12.06% |
| Avg. Down Week | -6.75% | -8.82% |
| Avg. Up Month | 17.22% | 29.05% |
| Avg. Down Month | -7.92% | -20.28% |
| Win Days % | 49.78% | 49.61% |
| Win Month % | 75.0% | 46.15% |
| Win Week % | 56.63% | 46.51% |
| Win Quarter % | 76.92% | 50.0% |
| Win Year % | 75.0% | 50.0% |