| Metric | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379:UNIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 577.93% | -38.03% |
| Max Drawdown | -53.09% | -74.37% |
| Sharpe | 1.24 | 0.34 |
| Sortino | 2.11 | 0.53 |
| Payoff Ratio | 1.31 | 1.14 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.71 | 1.1 |
| CPC Index | 0.89 | 0.59 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 14.4 | 3.91 |
| Outlier Loss Ratio | 3.51 | 3.18 |
| Volatility (ann.) | 63.6% | 100.59% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.51 | -0.18 |
| Skew | 1.7 | 1.49 |
| Kurtosis | 16.51 | 12.86 |
| Expected Daily % | 0.16% | -0.04% |
| Expected Monthly % | 4.9% | -1.19% |
| Expected Yearly % | 61.36% | -11.28% |
| Kelly Criterion | 11.72% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -8.57% |
| Expected Shortfall (cVaR) | -5.26% | -8.57% |
| Year | 7231379:UNIUSD | 7231379:uniusd:triple_gx:lsma150_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.18 | -29.03 | 0.62 | + |
| 2023 | 39.98 | 134.45 | 3.36 | + |
| 2024 | 82.95 | 271.67 | 3.28 | + |
| 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.) | 104.43% | 2.4% |
| 5Y (ann.) | 79.95% | -13.66% |
| Metric | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379:UNIUSD |
|---|---|---|
| Max Drawdown | -53.09% | -74.37% |
| Longest DD Days | 420.0 | 698.0 |
| Avg. Drawdown | -9.04% | -27.45% |
| Avg. Drawdown Days | 38.0 | 131.0 |
| Recovery Factor | 10.89 | -0.51 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-07-01 | -53.09 | 420 |
| 2024-12-09 | 2025-05-31 | -33.23 | 173 |
| 2024-03-07 | 2024-08-14 | -31.12 | 160 |
| 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 |
| 2023-11-13 | 2023-11-22 | -10.49 | 9 |
| 2023-07-22 | 2023-11-01 | -10.18 | 102 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2023-07-02 | 2023-07-13 | -6.32 | 11 |
| Metric | 7231379:uniusd:triple_gx:lsma150_80_60 | 7231379: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 | 81.14% | 85.34% |
| Worst Month | -20.06% | -45.74% |
| Best Year | 271.67% | 82.95% |
| Worst Year | -29.03% | -54.19% |
| Avg. Up Day | 4.28% | 4.29% |
| Avg. Down Day | -3.26% | -3.76% |
| Avg. Up Week | 12.41% | 11.41% |
| Avg. Down Week | -7.04% | -8.6% |
| Avg. Up Month | 20.32% | 28.01% |
| Avg. Down Month | -5.6% | -18.92% |
| Win Days % | 49.89% | 49.41% |
| Win Month % | 70.37% | 47.5% |
| Win Week % | 58.23% | 45.98% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |