| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -67.46% | -48.13% |
| Max Drawdown | -67.46% | -73.3% |
| Sharpe | -1.59 | 0.16 |
| Sortino | -1.93 | 0.23 |
| Payoff Ratio | 0.76 | 0.94 |
| Profit Factor | 0.62 | 1.02 |
| Common Sense Ratio | 0.47 | 1.13 |
| CPC Index | 0.2 | 0.46 |
| Tail Ratio | 0.77 | 1.1 |
| Outlier Win Ratio | 27.22 | 2.39 |
| Outlier Loss Ratio | 3.31 | 3.09 |
| Volatility (ann.) | 57.0% | 129.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.98 | -0.64 |
| Skew | -1.71 | 0.09 |
| Kurtosis | 16.64 | 1.27 |
| Expected Daily % | -0.3% | -0.17% |
| Expected Monthly % | -8.27% | -4.92% |
| Expected Yearly % | -42.96% | -27.98% |
| Kelly Criterion | -35.12% | -7.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -11.07% |
| Expected Shortfall (cVaR) | -5.16% | -11.07% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.71 | -5.12 | 0.59 | + |
| 2025 | -43.18 | -65.71 | 1.52 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -19.22% | -19.36% |
| 3M | -43.62% | -43.96% |
| 6M | -66.75% | -61.53% |
| YTD | -65.71% | -43.18% |
| 1Y | -67.02% | -50.51% |
| 3Y (ann.) | -66.08% | -46.86% |
| 5Y (ann.) | -66.08% | -46.86% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -67.46% | -73.3% |
| Longest DD Days | 378.0 | 187.0 |
| Avg. Drawdown | -67.46% | -28.52% |
| Avg. Drawdown Days | 378.0 | 61.0 |
| Recovery Factor | -1.0 | -0.66 |
| Ulcer Index | inf | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-17 | 2025-05-30 | -67.46 | 378 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 15.92% | 25.15% |
| Worst Day | -20.52% | -24.75% |
| Best Week | 35.27% | 69.98% |
| Worst Week | -33.4% | -33.07% |
| Best Month | 12.04% | 57.89% |
| Worst Month | -36.81% | -30.29% |
| Best Year | -5.12% | -8.71% |
| Worst Year | -65.71% | -43.18% |
| Avg. Up Day | 3.96% | 4.77% |
| Avg. Down Day | -5.18% | -5.05% |
| Avg. Up Week | 11.4% | 20.85% |
| Avg. Down Week | -20.39% | -16.19% |
| Avg. Up Month | 6.93% | 55.08% |
| Avg. Down Month | -20.57% | -18.93% |
| Win Days % | 41.49% | 47.76% |
| Win Month % | 30.0% | 38.46% |
| Win Week % | 33.33% | 42.86% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 0.0% |