| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 60.38% | 106.79% |
| Max Drawdown | -69.44% | -76.25% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.44 | 0.61 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.25 | 1.14 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.13 | 1.07 |
| Outlier Win Ratio | 20.21 | 3.45 |
| Outlier Loss Ratio | 3.38 | 3.34 |
| Volatility (ann.) | 34.31% | 57.5% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.29 | 0.42 |
| Skew | -4.39 | 0.6 |
| Kurtosis | 175.06 | 5.95 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.3% |
| Expected Yearly % | 12.54% | 19.92% |
| Kelly Criterion | 5.04% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.92% | -4.89% |
| Expected Shortfall (cVaR) | -2.92% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -34.78 | 25.05 | - |
| 2023 | 136.62 | 161.68 | 1.18 | + |
| 2024 | 43.49 | 173.13 | 3.98 | + |
| 2025 | -38.24 | -65.59 | 1.72 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -43.5% | -39.62% |
| 6M | -67.39% | -59.85% |
| YTD | -65.59% | -38.24% |
| 1Y | -48.94% | -47.6% |
| 3Y (ann.) | 19.88% | 32.16% |
| 5Y (ann.) | 19.88% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -69.44% | -76.25% |
| Longest DD Days | 207.0 | 394.0 |
| Avg. Drawdown | -9.57% | -12.12% |
| Avg. Drawdown Days | 24.0 | 24.0 |
| Recovery Factor | 0.87 | 1.4 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-05-30 | -69.44 | 179 |
| 2022-11-09 | 2023-01-26 | -51.09 | 77 |
| 2024-07-02 | 2024-08-21 | -32.14 | 50 |
| 2023-04-18 | 2023-11-12 | -23.54 | 207 |
| 2024-03-08 | 2024-05-18 | -22.22 | 71 |
| 2023-11-16 | 2024-03-03 | -20.72 | 108 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2023-03-18 | 2023-04-17 | -13.49 | 29 |
| 2024-03-04 | 2024-03-06 | -11.61 | 2 |
| 2023-11-13 | 2023-11-16 | -8.87 | 3 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.19% | 25.67% |
| Worst Day | -49.83% | -18.45% |
| Best Week | 63.56% | 67.15% |
| Worst Week | -48.42% | -31.31% |
| Best Month | 96.69% | 168.27% |
| Worst Month | -39.68% | -35.69% |
| Best Year | 173.13% | 136.62% |
| Worst Year | -65.59% | -38.24% |
| Avg. Up Day | 2.27% | 2.31% |
| Avg. Down Day | -1.95% | -2.02% |
| Avg. Up Week | 11.84% | 21.26% |
| Avg. Down Week | -11.82% | -11.86% |
| Avg. Up Month | 29.2% | 49.26% |
| Avg. Down Month | -12.1% | -21.09% |
| Win Days % | 48.94% | 49.12% |
| Win Month % | 44.83% | 46.88% |
| Win Week % | 56.52% | 46.76% |
| Win Quarter % | 63.64% | 36.36% |
| Win Year % | 50.0% | 50.0% |