| Metric | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379:UNIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 216.75% | -16.96% |
| Max Drawdown | -33.23% | -74.37% |
| Sharpe | 1.85 | 0.36 |
| Sortino | 3.51 | 0.59 |
| Payoff Ratio | 1.45 | 1.14 |
| Profit Factor | 1.53 | 1.06 |
| Common Sense Ratio | 1.98 | 1.28 |
| CPC Index | 1.12 | 0.57 |
| Tail Ratio | 1.29 | 1.22 |
| Outlier Win Ratio | 12.73 | 4.08 |
| Outlier Loss Ratio | 3.46 | 2.91 |
| Volatility (ann.) | 73.89% | 109.02% |
| R^2 | 0.47 | 0.47 |
| Calmar | 6.1 | -0.22 |
| Skew | 2.27 | 1.08 |
| Kurtosis | 15.07 | 4.29 |
| Expected Daily % | 0.3% | -0.05% |
| Expected Monthly % | 9.27% | -1.42% |
| Expected Yearly % | 77.97% | -8.87% |
| Kelly Criterion | 15.96% | 1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.99% | -9.28% |
| Expected Shortfall (cVaR) | -5.99% | -9.28% |
| Year | 7231379:UNIUSD | 7231379:uniusd:triple_gx:lsma150_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 188.95 | 2.32 | + |
| 2025 | -54.19 | 9.62 | -0.18 | + |
| Metric | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379:UNIUSD |
|---|---|---|
| MTD | 10.01% | 14.91% |
| 3M | 5.31% | -22.98% |
| 6M | 18.94% | -52.55% |
| YTD | 9.62% | -54.19% |
| 1Y | 216.75% | -43.72% |
| 3Y (ann.) | 202.66% | -16.35% |
| 5Y (ann.) | 202.66% | -16.35% |
| Metric | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379:UNIUSD |
|---|---|---|
| Max Drawdown | -33.23% | -74.37% |
| Longest DD Days | 173.0 | 173.0 |
| Avg. Drawdown | -7.28% | -23.49% |
| Avg. Drawdown Days | 15.0 | 45.0 |
| Recovery Factor | 6.52 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -33.23 | 173 |
| 2024-08-22 | 2024-09-11 | -19.41 | 20 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-10-15 | 2024-11-06 | -11.28 | 22 |
| 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 | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379: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 | 81.14% | 68.0% |
| Worst Month | -0.81% | -36.28% |
| Best Year | 188.95% | 81.27% |
| Worst Year | 9.62% | -54.19% |
| Avg. Up Day | 4.76% | 4.78% |
| Avg. Down Day | -3.29% | -4.2% |
| Avg. Up Week | 15.67% | 13.74% |
| Avg. Down Week | -5.25% | -7.64% |
| Avg. Up Month | 26.16% | 22.72% |
| Avg. Down Month | -0.75% | -28.3% |
| Win Days % | 50.29% | 47.63% |
| Win Month % | 77.78% | 46.15% |
| Win Week % | 53.33% | 38.6% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |