| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 196.3% | 106.79% |
| Max Drawdown | -62.18% | -76.25% |
| Sharpe | 0.48 | 0.41 |
| Sortino | 0.69 | 0.61 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.31 | 1.14 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.13 | 1.07 |
| Outlier Win Ratio | 17.88 | 3.51 |
| Outlier Loss Ratio | 3.45 | 3.35 |
| Volatility (ann.) | 36.46% | 57.5% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.83 | 0.42 |
| Skew | -2.86 | 0.6 |
| Kurtosis | 146.59 | 5.95 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.45% | 2.3% |
| Expected Yearly % | 31.2% | 19.92% |
| Kelly Criterion | 6.92% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.09% | -4.89% |
| Expected Shortfall (cVaR) | -3.09% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -33.18 | 23.90 | - |
| 2023 | 136.62 | 179.51 | 1.31 | + |
| 2024 | 43.49 | 302.66 | 6.96 | + |
| 2025 | -38.24 | -60.60 | 1.58 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -47.0% | -39.62% |
| 6M | -52.41% | -59.85% |
| YTD | -60.6% | -38.24% |
| 1Y | -20.46% | -47.6% |
| 3Y (ann.) | 51.72% | 32.16% |
| 5Y (ann.) | 51.72% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -62.18% | -76.25% |
| Longest DD Days | 242.0 | 394.0 |
| Avg. Drawdown | -8.5% | -12.12% |
| Avg. Drawdown Days | 19.0 | 24.0 |
| Recovery Factor | 3.16 | 1.4 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-30 | -62.18 | 177 |
| 2022-10-31 | 2023-01-29 | -51.80 | 90 |
| 2024-07-02 | 2024-08-21 | -32.14 | 50 |
| 2023-03-18 | 2023-11-16 | -29.84 | 242 |
| 2024-03-08 | 2024-05-18 | -22.96 | 71 |
| 2023-12-26 | 2024-03-03 | -20.65 | 68 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2023-11-16 | 2023-12-24 | -19.60 | 38 |
| 2024-03-04 | 2024-03-06 | -11.61 | 2 |
| 2024-12-02 | 2024-12-02 | -9.28 | 0 |
| 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 | -48.42% | -31.31% |
| Best Month | 94.97% | 168.27% |
| Worst Month | -39.68% | -35.69% |
| Best Year | 302.66% | 136.62% |
| Worst Year | -60.6% | -38.24% |
| Avg. Up Day | 2.32% | 2.35% |
| Avg. Down Day | -1.92% | -1.98% |
| Avg. Up Week | 14.11% | 21.9% |
| Avg. Down Week | -12.1% | -11.44% |
| Avg. Up Month | 27.06% | 47.44% |
| Avg. Down Month | -13.95% | -19.76% |
| Win Days % | 49.08% | 49.12% |
| Win Month % | 58.62% | 46.88% |
| Win Week % | 54.93% | 46.76% |
| Win Quarter % | 63.64% | 36.36% |
| Win Year % | 50.0% | 50.0% |