| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381:UNIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 265.74% | -1.64% |
| Max Drawdown | -31.72% | -74.37% |
| Sharpe | 1.56 | 0.53 |
| Sortino | 2.96 | 0.87 |
| Payoff Ratio | 1.5 | 1.21 |
| Profit Factor | 1.47 | 1.09 |
| Common Sense Ratio | 2.06 | 1.22 |
| CPC Index | 1.07 | 0.63 |
| Tail Ratio | 1.4 | 1.13 |
| Outlier Win Ratio | 14.84 | 3.99 |
| Outlier Loss Ratio | 3.41 | 2.83 |
| Volatility (ann.) | 70.22% | 113.52% |
| R^2 | 0.39 | 0.39 |
| Calmar | 4.31 | -0.01 |
| Skew | 2.54 | 1.33 |
| Kurtosis | 18.0 | 7.83 |
| Expected Daily % | 0.24% | -0.0% |
| Expected Monthly % | 7.06% | -0.09% |
| Expected Yearly % | 91.24% | -0.82% |
| Kelly Criterion | 14.03% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.75% | -9.61% |
| Expected Shortfall (cVaR) | -5.75% | -9.61% |
| Year | 7231381:UNIUSD | 7231381:uniusd:triple_gx:lsma160_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 188.95 | 2.32 | + |
| 2025 | -45.74 | 26.58 | -0.58 | + |
| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381:UNIUSD |
|---|---|---|
| MTD | -8.77% | 24.9% |
| 3M | -10.92% | -33.15% |
| 6M | 19.79% | 18.0% |
| YTD | 26.58% | -45.74% |
| 1Y | 104.59% | -16.27% |
| 3Y (ann.) | 136.82% | -1.1% |
| 5Y (ann.) | 136.82% | -1.1% |
| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381:UNIUSD |
|---|---|---|
| Max Drawdown | -31.72% | -74.37% |
| Longest DD Days | 182.0 | 342.0 |
| Avg. Drawdown | -8.54% | -23.49% |
| Avg. Drawdown Days | 23.0 | 66.0 |
| Recovery Factor | 8.38 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-09 | -31.72 | 182 |
| 2025-06-11 | 2025-11-16 | -31.35 | 158 |
| 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 |
| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381: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 | 81.14% | 68.0% |
| Worst Month | -8.77% | -36.28% |
| Best Year | 188.95% | 81.27% |
| Worst Year | 26.58% | -45.74% |
| Avg. Up Day | 4.95% | 4.97% |
| Avg. Down Day | -3.29% | -4.12% |
| Avg. Up Week | 14.92% | 13.38% |
| Avg. Down Week | -4.75% | -9.67% |
| Avg. Up Month | 24.59% | 21.9% |
| Avg. Down Month | -2.36% | -24.8% |
| Win Days % | 48.37% | 48.45% |
| Win Month % | 83.33% | 52.63% |
| Win Week % | 51.28% | 44.44% |
| Win Quarter % | 80.0% | 57.14% |
| Win Year % | 100.0% | 50.0% |