| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 44.4% | -36.04% |
| Max Drawdown | -59.7% | -73.3% |
| Sharpe | 0.42 | 0.15 |
| Sortino | 0.65 | 0.22 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.04 | 1.06 |
| Outlier Win Ratio | 16.83 | 3.23 |
| Outlier Loss Ratio | 3.33 | 3.22 |
| Volatility (ann.) | 37.45% | 63.88% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.71 | -0.48 |
| Skew | 1.67 | 0.47 |
| Kurtosis | 28.92 | 4.07 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.87% | -3.38% |
| Expected Yearly % | 20.17% | -20.03% |
| Kelly Criterion | 3.63% | 1.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.18% | -5.47% |
| Expected Shortfall (cVaR) | -3.18% | -5.47% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.55 | 200.54 | 56.52 | + |
| 2025 | -38.24 | -51.95 | 1.36 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -47.0% | -39.62% |
| 6M | -43.75% | -59.85% |
| YTD | -51.95% | -38.24% |
| 1Y | 4.32% | -47.6% |
| 3Y (ann.) | 42.32% | -34.91% |
| 5Y (ann.) | 42.32% | -34.91% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -59.7% | -73.3% |
| Longest DD Days | 177.0 | 187.0 |
| Avg. Drawdown | -10.0% | -16.74% |
| Avg. Drawdown Days | 17.0 | 28.0 |
| Recovery Factor | 0.74 | -0.49 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-30 | -59.70 | 177 |
| 2024-05-20 | 2024-08-23 | -34.05 | 94 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2024-12-02 | 2024-12-02 | -9.28 | 0 |
| 2024-11-27 | 2024-12-01 | -8.25 | 4 |
| 2024-08-23 | 2024-09-15 | -7.80 | 22 |
| 2024-09-19 | 2024-09-21 | -6.33 | 2 |
| 2024-11-25 | 2024-11-26 | -6.16 | 1 |
| 2024-11-10 | 2024-11-11 | -5.98 | 0 |
| 2024-05-19 | 2024-05-20 | -5.23 | 1 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.67% | 25.67% |
| Worst Day | -11.97% | -15.5% |
| Best Week | 57.72% | 55.09% |
| Worst Week | -33.8% | -31.31% |
| Best Month | 48.41% | 63.13% |
| Worst Month | -36.93% | -35.19% |
| Best Year | 200.54% | 3.55% |
| Worst Year | -51.95% | -38.24% |
| Avg. Up Day | 2.61% | 2.62% |
| Avg. Down Day | -2.32% | -2.39% |
| Avg. Up Week | 18.73% | 22.07% |
| Avg. Down Week | -15.33% | -15.06% |
| Avg. Up Month | 37.78% | 33.17% |
| Avg. Down Month | -24.9% | -22.43% |
| Win Days % | 49.06% | 48.48% |
| Win Month % | 54.55% | 46.15% |
| Win Week % | 48.28% | 48.21% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |