| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 256.03% | 106.79% |
| Max Drawdown | -57.92% | -76.25% |
| Sharpe | 0.52 | 0.41 |
| Sortino | 0.76 | 0.61 |
| Payoff Ratio | 1.22 | 1.21 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.29 | 1.14 |
| CPC Index | 0.69 | 0.63 |
| Tail Ratio | 1.12 | 1.07 |
| Outlier Win Ratio | 15.88 | 3.61 |
| Outlier Loss Ratio | 3.49 | 3.38 |
| Volatility (ann.) | 38.21% | 57.5% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.08 | 0.42 |
| Skew | -2.32 | 0.6 |
| Kurtosis | 122.44 | 5.95 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.05% | 2.3% |
| Expected Yearly % | 37.36% | 19.92% |
| Kelly Criterion | 6.95% | 6.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -4.89% |
| Expected Shortfall (cVaR) | -3.23% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -25.39 | 18.29 | - |
| 2023 | 136.62 | 165.09 | 1.21 | + |
| 2024 | 43.49 | 269.67 | 6.20 | + |
| 2025 | -38.24 | -51.31 | 1.34 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -47.0% | -39.62% |
| 6M | -38.37% | -59.85% |
| YTD | -51.31% | -38.24% |
| 1Y | -1.9% | -47.6% |
| 3Y (ann.) | 62.8% | 32.16% |
| 5Y (ann.) | 62.8% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -57.92% | -76.25% |
| Longest DD Days | 242.0 | 394.0 |
| Avg. Drawdown | -10.01% | -12.12% |
| Avg. Drawdown Days | 23.0 | 24.0 |
| Recovery Factor | 4.42 | 1.4 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-05-30 | -57.92 | 134 |
| 2022-11-09 | 2023-01-31 | -51.09 | 83 |
| 2024-05-20 | 2024-09-17 | -39.26 | 119 |
| 2023-03-18 | 2023-11-16 | -30.56 | 242 |
| 2024-03-08 | 2024-05-18 | -23.39 | 71 |
| 2023-12-26 | 2024-03-02 | -20.65 | 67 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2023-11-16 | 2023-12-25 | -19.60 | 39 |
| 2024-09-22 | 2024-11-11 | -11.79 | 50 |
| 2024-03-04 | 2024-03-06 | -11.61 | 2 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.67% | 25.67% |
| Worst Day | -49.83% | -18.45% |
| Best Week | 67.15% | 67.15% |
| Worst Week | -48.42% | -31.31% |
| Best Month | 82.56% | 168.27% |
| Worst Month | -36.93% | -35.69% |
| Best Year | 269.67% | 136.62% |
| Worst Year | -51.31% | -38.24% |
| Avg. Up Day | 2.34% | 2.37% |
| Avg. Down Day | -1.91% | -1.96% |
| Avg. Up Week | 14.57% | 21.09% |
| Avg. Down Week | -11.8% | -12.29% |
| Avg. Up Month | 30.91% | 46.7% |
| Avg. Down Month | -16.46% | -21.91% |
| Win Days % | 48.78% | 49.12% |
| Win Month % | 58.62% | 46.88% |
| Win Week % | 55.84% | 46.76% |
| Win Quarter % | 63.64% | 36.36% |
| Win Year % | 50.0% | 50.0% |