| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 161.59% | 106.79% |
| Max Drawdown | -57.92% | -76.25% |
| Sharpe | 0.44 | 0.41 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.21 | 1.14 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.07 | 1.07 |
| Outlier Win Ratio | 15.48 | 3.61 |
| Outlier Loss Ratio | 3.47 | 3.39 |
| Volatility (ann.) | 38.63% | 57.5% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.77 | 0.42 |
| Skew | -2.28 | 0.6 |
| Kurtosis | 117.21 | 5.95 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.05% | 2.3% |
| Expected Yearly % | 27.18% | 19.92% |
| Kelly Criterion | 5.89% | 5.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.28% | -4.89% |
| Expected Shortfall (cVaR) | -3.28% | -4.89% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -1.39 | -25.36 | 18.27 | - |
| 2023 | 136.62 | 150.42 | 1.10 | + |
| 2024 | 43.49 | 212.29 | 4.88 | + |
| 2025 | -38.24 | -55.18 | 1.44 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -47.0% | -39.62% |
| 6M | -41.47% | -59.85% |
| YTD | -55.18% | -38.24% |
| 1Y | -21.6% | -47.6% |
| 3Y (ann.) | 44.64% | 32.16% |
| 5Y (ann.) | 44.64% | 32.16% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -57.92% | -76.25% |
| Longest DD Days | 242.0 | 394.0 |
| Avg. Drawdown | -10.84% | -12.12% |
| Avg. Drawdown Days | 26.0 | 24.0 |
| Recovery Factor | 2.79 | 1.4 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-05-30 | -57.92 | 134 |
| 2022-11-03 | 2023-01-31 | -51.16 | 89 |
| 2024-05-20 | 2024-09-18 | -44.08 | 121 |
| 2023-03-18 | 2023-11-16 | -31.24 | 242 |
| 2024-03-22 | 2024-05-18 | -22.01 | 56 |
| 2023-12-26 | 2024-03-03 | -20.65 | 68 |
| 2024-09-22 | 2024-11-26 | -20.33 | 65 |
| 2023-11-16 | 2023-12-25 | -19.60 | 39 |
| 2023-02-03 | 2023-03-17 | -13.37 | 41 |
| 2024-03-04 | 2024-03-06 | -11.61 | 2 |
| 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 | 83.68% | 168.27% |
| Worst Month | -36.93% | -35.69% |
| Best Year | 212.29% | 136.62% |
| Worst Year | -55.18% | -38.24% |
| Avg. Up Day | 2.31% | 2.34% |
| Avg. Down Day | -1.93% | -1.98% |
| Avg. Up Week | 14.59% | 20.85% |
| Avg. Down Week | -11.87% | -13.23% |
| Avg. Up Month | 28.86% | 46.7% |
| Avg. Down Month | -17.05% | -21.91% |
| Win Days % | 48.78% | 49.12% |
| Win Month % | 58.62% | 46.88% |
| Win Week % | 53.16% | 46.76% |
| Win Quarter % | 54.55% | 36.36% |
| Win Year % | 50.0% | 50.0% |