| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 2.5% | -48.13% |
| Max Drawdown | -57.84% | -73.3% |
| Sharpe | 0.42 | 0.16 |
| Sortino | 0.63 | 0.23 |
| Payoff Ratio | 1.17 | 1.19 |
| Profit Factor | 1.11 | 1.02 |
| Common Sense Ratio | 1.24 | 1.13 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 1.1 |
| Outlier Win Ratio | 14.22 | 3.06 |
| Outlier Loss Ratio | 3.51 | 3.09 |
| Volatility (ann.) | 77.72% | 129.21% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.04 | -0.64 |
| Skew | 0.59 | 0.09 |
| Kurtosis | 10.28 | 1.27 |
| Expected Daily % | 0.01% | -0.17% |
| Expected Monthly % | 0.19% | -4.92% |
| Expected Yearly % | 1.24% | -27.98% |
| Kelly Criterion | -0.2% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.6% | -11.07% |
| Expected Shortfall (cVaR) | -6.6% | -11.07% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.71 | 110.49 | -12.68 | + |
| 2025 | -43.18 | -51.31 | 1.19 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -21.59% | -19.36% |
| 3M | -47.0% | -43.96% |
| 6M | -40.32% | -61.53% |
| YTD | -51.31% | -43.18% |
| 1Y | -1.9% | -50.51% |
| 3Y (ann.) | 2.41% | -46.86% |
| 5Y (ann.) | 2.41% | -46.86% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -57.84% | -73.3% |
| Longest DD Days | 133.0 | 187.0 |
| Avg. Drawdown | -16.3% | -28.52% |
| Avg. Drawdown Days | 45.0 | 61.0 |
| Recovery Factor | 0.04 | -0.66 |
| Ulcer Index | 1.04 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-30 | -57.84 | 133 |
| 2024-05-22 | 2024-09-17 | -36.99 | 118 |
| 2024-11-13 | 2024-11-25 | -15.93 | 12 |
| 2024-09-20 | 2024-11-12 | -6.33 | 53 |
| 2024-11-28 | 2024-12-03 | -5.07 | 5 |
| 2024-05-20 | 2024-05-21 | -4.82 | 1 |
| 2024-12-05 | 2024-12-06 | -3.07 | 1 |
| 2024-12-07 | 2025-01-16 | -0.35 | 40 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.15% | 25.15% |
| Worst Day | -20.52% | -24.75% |
| Best Week | 69.98% | 69.98% |
| Worst Week | -33.4% | -33.07% |
| Best Month | 52.8% | 57.89% |
| Worst Month | -36.81% | -30.29% |
| Best Year | 110.49% | -8.71% |
| Worst Year | -51.31% | -43.18% |
| Avg. Up Day | 5.47% | 5.67% |
| Avg. Down Day | -4.69% | -4.75% |
| Avg. Up Week | 20.32% | 24.28% |
| Avg. Down Week | -14.87% | -16.2% |
| Avg. Up Month | 30.69% | 44.04% |
| Avg. Down Month | -27.52% | -22.7% |
| Win Days % | 46.04% | 47.76% |
| Win Month % | 54.55% | 38.46% |
| Win Week % | 43.33% | 42.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |