| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 265.87% | 106.79% |
| Max Drawdown | -59.7% | -76.25% |
| Sharpe | 0.53 | 0.41 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.36 | 1.14 |
| CPC Index | 0.7 | 0.63 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 17.11 | 3.59 |
| Outlier Loss Ratio | 3.48 | 3.35 |
| Volatility (ann.) | 37.16% | 57.5% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.08 | 0.42 |
| Skew | -2.64 | 0.6 |
| Kurtosis | 136.06 | 5.95 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.14% | 2.3% |
| Expected Yearly % | 38.3% | 19.92% |
| Kelly Criterion | 7.47% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.14% | -4.89% |
| Expected Shortfall (cVaR) | -3.14% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -35.59 | 25.63 | - |
| 2023 | 136.62 | 183.33 | 1.34 | + |
| 2024 | 43.49 | 317.28 | 7.30 | + |
| 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.) | 64.52% | 32.16% |
| 5Y (ann.) | 64.52% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -59.7% | -76.25% |
| Longest DD Days | 242.0 | 394.0 |
| Avg. Drawdown | -9.16% | -12.12% |
| Avg. Drawdown Days | 20.0 | 24.0 |
| Recovery Factor | 4.45 | 1.4 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-30 | -59.70 | 177 |
| 2022-10-31 | 2023-01-31 | -53.54 | 92 |
| 2024-05-20 | 2024-08-23 | -34.05 | 94 |
| 2023-03-18 | 2023-11-16 | -33.26 | 242 |
| 2024-03-08 | 2024-05-18 | -27.20 | 71 |
| 2023-12-26 | 2024-03-02 | -20.65 | 67 |
| 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 |
| 2024-12-02 | 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 | 98.41% | 168.27% |
| Worst Month | -41.96% | -35.69% |
| Best Year | 317.28% | 136.62% |
| Worst Year | -51.95% | -38.24% |
| Avg. Up Day | 2.34% | 2.37% |
| Avg. Down Day | -1.9% | -1.96% |
| Avg. Up Week | 14.74% | 21.09% |
| Avg. Down Week | -11.5% | -11.65% |
| Avg. Up Month | 33.26% | 46.7% |
| Avg. Down Month | -14.18% | -19.76% |
| Win Days % | 48.97% | 49.12% |
| Win Month % | 55.17% | 46.88% |
| Win Week % | 54.05% | 46.76% |
| Win Quarter % | 54.55% | 36.36% |
| Win Year % | 50.0% | 50.0% |