| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -35.03% | 106.79% |
| Max Drawdown | -70.31% | -76.25% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.06 | 0.61 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.02 | 1.06 |
| Common Sense Ratio | 1.06 | 1.14 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.04 | 1.07 |
| Outlier Win Ratio | 26.07 | 3.27 |
| Outlier Loss Ratio | 3.23 | 3.23 |
| Volatility (ann.) | 31.36% | 57.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.22 | 0.42 |
| Skew | -6.06 | 0.6 |
| Kurtosis | 247.68 | 5.95 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -1.34% | 2.3% |
| Expected Yearly % | -10.22% | 19.92% |
| Kelly Criterion | 1.3% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.7% | -4.89% |
| Expected Shortfall (cVaR) | -2.7% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -34.31 | 24.71 | - |
| 2023 | 136.62 | 136.78 | 1.00 | + |
| 2024 | 43.49 | 21.80 | 0.50 | - |
| 2025 | -38.24 | -65.71 | 1.72 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -19.22% | -14.65% |
| 3M | -43.62% | -39.62% |
| 6M | -65.67% | -59.85% |
| YTD | -65.71% | -38.24% |
| 1Y | -67.02% | -47.6% |
| 3Y (ann.) | -15.25% | 32.16% |
| 5Y (ann.) | -15.25% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -70.31% | -76.25% |
| Longest DD Days | 452.0 | 394.0 |
| Avg. Drawdown | -9.58% | -12.12% |
| Avg. Drawdown Days | 36.0 | 24.0 |
| Recovery Factor | -0.5 | 1.4 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-04 | 2025-05-30 | -70.31 | 452 |
| 2022-10-27 | 2023-03-17 | -52.87 | 141 |
| 2023-12-26 | 2024-03-03 | -22.22 | 68 |
| 2023-11-16 | 2023-12-23 | -18.78 | 37 |
| 2023-05-21 | 2023-06-23 | -17.15 | 33 |
| 2023-03-18 | 2023-04-13 | -12.73 | 25 |
| 2023-06-23 | 2023-10-23 | -12.00 | 122 |
| 2023-11-13 | 2023-11-16 | -8.87 | 3 |
| 2023-10-24 | 2023-11-11 | -6.34 | 18 |
| 2023-04-14 | 2023-05-19 | -4.44 | 35 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.19% | 25.67% |
| Worst Day | -49.83% | -18.45% |
| Best Week | 35.07% | 67.15% |
| Worst Week | -48.42% | -31.31% |
| Best Month | 46.91% | 168.27% |
| Worst Month | -39.68% | -35.69% |
| Best Year | 136.78% | 136.62% |
| Worst Year | -65.71% | -38.24% |
| Avg. Up Day | 2.29% | 2.35% |
| Avg. Down Day | -1.97% | -2.05% |
| Avg. Up Week | 8.63% | 21.63% |
| Avg. Down Week | -13.05% | -12.2% |
| Avg. Up Month | 15.08% | 51.56% |
| Avg. Down Month | -14.65% | -19.95% |
| Win Days % | 46.89% | 49.12% |
| Win Month % | 51.85% | 46.88% |
| Win Week % | 57.38% | 46.76% |
| Win Quarter % | 54.55% | 36.36% |
| Win Year % | 50.0% | 50.0% |