| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 266.01% | 103.81% |
| Max Drawdown | -58.83% | -74.73% |
| Sharpe | 1.08 | 0.81 |
| Sortino | 1.6 | 1.23 |
| Payoff Ratio | 1.36 | 1.49 |
| Profit Factor | 1.34 | 1.12 |
| Common Sense Ratio | 1.94 | 1.29 |
| CPC Index | 0.89 | 0.81 |
| Tail Ratio | 1.45 | 1.15 |
| Outlier Win Ratio | 14.73 | 3.22 |
| Outlier Loss Ratio | 3.51 | 3.04 |
| Volatility (ann.) | 72.9% | 114.75% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.1 | 0.42 |
| Skew | -1.35 | 0.26 |
| Kurtosis | 39.51 | 2.08 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.14% | 2.25% |
| Expected Yearly % | 38.32% | 19.48% |
| Kelly Criterion | 11.19% | 13.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.06% | -9.63% |
| Expected Shortfall (cVaR) | -6.06% | -9.63% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -3.33 | -35.57 | 10.67 | - |
| 2023 | 138.18 | 183.33 | 1.33 | + |
| 2024 | 55.80 | 317.28 | 5.69 | + |
| 2025 | -43.18 | -51.95 | 1.20 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -21.59% | -19.36% |
| 3M | -47.0% | -43.96% |
| 6M | -45.53% | -61.53% |
| YTD | -51.95% | -43.18% |
| 1Y | 4.32% | -50.51% |
| 3Y (ann.) | 64.54% | 31.43% |
| 5Y (ann.) | 64.54% | 31.43% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -58.83% | -74.73% |
| Longest DD Days | 212.0 | 394.0 |
| Avg. Drawdown | -15.02% | -18.67% |
| Avg. Drawdown Days | 43.0 | 48.0 |
| Recovery Factor | 4.52 | 1.39 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-30 | -58.83 | 176 |
| 2022-11-02 | 2023-02-01 | -51.35 | 91 |
| 2023-04-18 | 2023-11-16 | -31.66 | 212 |
| 2024-05-22 | 2024-08-22 | -31.35 | 92 |
| 2024-03-10 | 2024-05-19 | -25.55 | 70 |
| 2023-12-26 | 2024-03-02 | -18.64 | 67 |
| 2024-11-13 | 2024-11-25 | -15.93 | 12 |
| 2023-11-17 | 2023-12-25 | -13.51 | 38 |
| 2023-03-19 | 2023-04-17 | -12.20 | 29 |
| 2024-09-20 | 2024-09-22 | -6.33 | 2 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.88% | 25.88% |
| Worst Day | -49.93% | -24.75% |
| Best Week | 66.71% | 69.98% |
| Worst Week | -48.42% | -33.07% |
| Best Month | 75.62% | 141.3% |
| Worst Month | -42.6% | -30.29% |
| Best Year | 317.28% | 138.18% |
| Worst Year | -51.95% | -43.18% |
| Avg. Up Day | 5.01% | 5.3% |
| Avg. Down Day | -3.69% | -3.57% |
| Avg. Up Week | 14.29% | 22.32% |
| Avg. Down Week | -13.69% | -12.67% |
| Avg. Up Month | 29.08% | 43.32% |
| Avg. Down Month | -13.9% | -19.56% |
| Win Days % | 48.83% | 48.32% |
| Win Month % | 55.17% | 46.88% |
| Win Week % | 57.75% | 45.32% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 50.0% | 50.0% |