| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 81.02% | 106.79% |
| Max Drawdown | -68.19% | -76.25% |
| Sharpe | 0.36 | 0.41 |
| Sortino | 0.51 | 0.61 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.15 | 1.14 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.05 | 1.07 |
| Outlier Win Ratio | 13.8 | 3.66 |
| Outlier Loss Ratio | 3.47 | 3.41 |
| Volatility (ann.) | 40.4% | 57.5% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.38 | 0.42 |
| Skew | -2.0 | 0.6 |
| Kurtosis | 98.31 | 5.95 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.3% |
| Expected Yearly % | 15.99% | 19.92% |
| Kelly Criterion | 4.36% | 5.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -4.89% |
| Expected Shortfall (cVaR) | -3.44% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -43.10 | 31.04 | - |
| 2023 | 136.62 | 168.31 | 1.23 | + |
| 2024 | 43.49 | 193.45 | 4.45 | + |
| 2025 | -38.24 | -59.59 | 1.56 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -47.0% | -39.62% |
| 6M | -55.62% | -59.85% |
| YTD | -59.59% | -38.24% |
| 1Y | -40.5% | -47.6% |
| 3Y (ann.) | 25.58% | 32.16% |
| 5Y (ann.) | 25.58% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -68.19% | -76.25% |
| Longest DD Days | 242.0 | 394.0 |
| Avg. Drawdown | -10.89% | -12.12% |
| Avg. Drawdown Days | 23.0 | 24.0 |
| Recovery Factor | 1.19 | 1.4 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2023-03-17 | -68.19 | 132 |
| 2024-12-07 | 2025-05-30 | -66.73 | 173 |
| 2024-05-20 | 2024-09-21 | -43.96 | 124 |
| 2023-03-18 | 2023-11-16 | -35.18 | 242 |
| 2024-03-22 | 2024-05-18 | -22.01 | 56 |
| 2023-12-26 | 2024-02-20 | -20.65 | 56 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2023-11-16 | 2023-12-25 | -19.60 | 39 |
| 2024-03-04 | 2024-03-06 | -11.61 | 2 |
| 2024-03-08 | 2024-03-14 | -11.46 | 6 |
| 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 | -61.86% | -31.31% |
| Best Month | 111.98% | 168.27% |
| Worst Month | -48.73% | -35.69% |
| Best Year | 193.45% | 136.62% |
| Worst Year | -59.59% | -38.24% |
| Avg. Up Day | 2.28% | 2.31% |
| Avg. Down Day | -1.95% | -2.0% |
| Avg. Up Week | 14.56% | 20.25% |
| Avg. Down Week | -12.33% | -12.17% |
| Avg. Up Month | 30.74% | 46.7% |
| Avg. Down Month | -15.33% | -19.76% |
| Win Days % | 48.43% | 49.12% |
| Win Month % | 55.17% | 46.88% |
| Win Week % | 55.42% | 46.76% |
| Win Quarter % | 54.55% | 36.36% |
| Win Year % | 50.0% | 50.0% |