| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 68.98% | -1.64% |
| Max Drawdown | -43.77% | -74.37% |
| Sharpe | 0.83 | 0.53 |
| Sortino | 1.45 | 0.87 |
| Payoff Ratio | 1.28 | 1.13 |
| Profit Factor | 1.21 | 1.09 |
| Common Sense Ratio | 1.36 | 1.22 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.12 | 1.13 |
| Outlier Win Ratio | 14.34 | 3.99 |
| Outlier Loss Ratio | 3.17 | 2.91 |
| Volatility (ann.) | 72.17% | 113.52% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.95 | -0.01 |
| Skew | 2.24 | 1.33 |
| Kurtosis | 16.37 | 7.83 |
| Expected Daily % | 0.1% | -0.0% |
| Expected Monthly % | 2.8% | -0.09% |
| Expected Yearly % | 29.99% | -0.82% |
| Kelly Criterion | 6.31% | 2.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.05% | -9.61% |
| Expected Shortfall (cVaR) | -6.05% | -9.61% |
| Year | 7230334:UNIUSD | 7230334:uniusd:triple_gx:lsma165_95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 111.29 | 1.37 | + |
| 2025 | -45.74 | -20.03 | 0.44 | + |
| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| MTD | -26.64% | 24.9% |
| 3M | -28.37% | -33.15% |
| 6M | -19.86% | 18.0% |
| YTD | -20.03% | -45.74% |
| 1Y | 33.0% | -16.27% |
| 3Y (ann.) | 41.73% | -1.1% |
| 5Y (ann.) | 41.73% | -1.1% |
| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| Max Drawdown | -43.77% | -74.37% |
| Longest DD Days | 183.0 | 342.0 |
| Avg. Drawdown | -10.27% | -23.49% |
| Avg. Drawdown Days | 30.0 | 66.0 |
| Recovery Factor | 1.58 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-11 | 2025-11-16 | -43.77 | 158 |
| 2024-12-09 | 2025-06-10 | -31.72 | 183 |
| 2024-08-22 | 2024-11-06 | -24.89 | 76 |
| 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 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-08-17 | 2024-08-21 | -4.47 | 4 |
| 2024-12-05 | 2024-12-06 | -4.18 | 1 |
| Metric | 7230334:uniusd:triple_gx:lsma165_95_55 | 7230334:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 42.64% |
| Worst Day | -14.1% | -25.34% |
| Best Week | 39.62% | 39.62% |
| Worst Week | -21.84% | -28.19% |
| Best Month | 68.0% | 68.0% |
| Worst Month | -26.64% | -36.28% |
| Best Year | 111.29% | 81.27% |
| Worst Year | -20.03% | -45.74% |
| Avg. Up Day | 4.67% | 4.68% |
| Avg. Down Day | -3.66% | -4.15% |
| Avg. Up Week | 11.95% | 13.87% |
| Avg. Down Week | -6.15% | -8.63% |
| Avg. Up Month | 25.92% | 28.39% |
| Avg. Down Month | -4.45% | -30.54% |
| Win Days % | 47.44% | 48.45% |
| Win Month % | 58.33% | 52.63% |
| Win Week % | 50.0% | 44.44% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 50.0% |