| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381:UNIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 555.04% | -22.14% |
| Max Drawdown | -53.09% | -74.37% |
| Sharpe | 1.11 | 0.43 |
| Sortino | 1.91 | 0.69 |
| Payoff Ratio | 1.36 | 1.17 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | 1.64 | 1.13 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.24 | 1.06 |
| Outlier Win Ratio | 15.11 | 3.86 |
| Outlier Loss Ratio | 3.5 | 3.09 |
| Volatility (ann.) | 63.34% | 103.71% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.25 | -0.09 |
| Skew | 1.9 | 1.56 |
| Kurtosis | 17.96 | 13.19 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.27% | -0.55% |
| Expected Yearly % | 59.98% | -6.07% |
| Kelly Criterion | 10.64% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -8.81% |
| Expected Shortfall (cVaR) | -5.26% | -8.81% |
| Year | 7231381:UNIUSD | 7231381:uniusd:triple_gx:lsma160_80_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.97 | -33.47 | 0.76 | + |
| 2023 | 39.98 | 126.40 | 3.16 | + |
| 2024 | 82.95 | 243.58 | 2.94 | + |
| 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.) | 117.63% | 4.58% |
| 5Y (ann.) | 66.35% | -6.55% |
| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381:UNIUSD |
|---|---|---|
| Max Drawdown | -53.09% | -74.37% |
| Longest DD Days | 439.0 | 698.0 |
| Avg. Drawdown | -10.53% | -24.01% |
| Avg. Drawdown Days | 47.0 | 133.0 |
| Recovery Factor | 10.46 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-07 | 2023-07-20 | -53.09 | 439 |
| 2024-12-09 | 2025-06-09 | -31.72 | 182 |
| 2025-06-11 | 2025-11-16 | -31.35 | 158 |
| 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 | -10.22 | 102 |
| 2024-01-12 | 2024-03-02 | -7.75 | 50 |
| Metric | 7231381:uniusd:triple_gx:lsma160_80_60 | 7231381:UNIUSD |
|---|---|---|
| Best Day | 29.16% | 54.94% |
| Worst Day | -19.18% | -25.34% |
| Best Week | 39.62% | 53.07% |
| Worst Week | -32.59% | -32.59% |
| Best Month | 81.14% | 85.34% |
| Worst Month | -22.58% | -45.74% |
| Best Year | 243.58% | 82.95% |
| Worst Year | -33.47% | -45.74% |
| Avg. Up Day | 4.37% | 4.39% |
| Avg. Down Day | -3.21% | -3.74% |
| Avg. Up Week | 12.05% | 11.23% |
| Avg. Down Week | -6.31% | -9.36% |
| Avg. Up Month | 20.08% | 27.22% |
| Avg. Down Month | -5.88% | -16.17% |
| Win Days % | 48.5% | 49.59% |
| Win Month % | 66.67% | 48.89% |
| Win Week % | 54.44% | 47.72% |
| Win Quarter % | 76.92% | 50.0% |
| Win Year % | 75.0% | 50.0% |