| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -64.96% | -48.13% |
| Max Drawdown | -66.64% | -73.3% |
| Sharpe | -1.42 | 0.16 |
| Sortino | -1.76 | 0.23 |
| Payoff Ratio | 0.76 | 0.9 |
| Profit Factor | 0.65 | 1.02 |
| Common Sense Ratio | 0.43 | 1.13 |
| CPC Index | 0.22 | 0.44 |
| Tail Ratio | 0.65 | 1.1 |
| Outlier Win Ratio | 25.51 | 2.41 |
| Outlier Loss Ratio | 3.32 | 3.09 |
| Volatility (ann.) | 58.27% | 129.21% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.95 | -0.64 |
| Skew | -1.47 | 0.09 |
| Kurtosis | 15.76 | 1.27 |
| Expected Daily % | -0.28% | -0.17% |
| Expected Monthly % | -7.75% | -4.92% |
| Expected Yearly % | -40.81% | -27.98% |
| Kelly Criterion | -30.63% | -10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -11.07% |
| Expected Shortfall (cVaR) | -5.24% | -11.07% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.71 | 3.08 | -0.35 | + |
| 2025 | -43.18 | -66.01 | 1.53 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -19.22% | -19.36% |
| 3M | -44.56% | -43.96% |
| 6M | -66.64% | -61.53% |
| YTD | -66.01% | -43.18% |
| 1Y | -65.58% | -50.51% |
| 3Y (ann.) | -63.58% | -46.86% |
| 5Y (ann.) | -63.58% | -46.86% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -66.64% | -73.3% |
| Longest DD Days | 183.0 | 187.0 |
| Avg. Drawdown | -48.81% | -28.52% |
| Avg. Drawdown Days | 166.0 | 61.0 |
| Recovery Factor | -0.97 | -0.66 |
| Ulcer Index | 1.25 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-05-30 | -66.64 | 183 |
| 2024-07-02 | 2024-11-27 | -30.98 | 148 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 15.92% | 25.15% |
| Worst Day | -20.52% | -24.75% |
| Best Week | 33.18% | 69.98% |
| Worst Week | -33.4% | -33.07% |
| Best Month | 14.47% | 57.89% |
| Worst Month | -36.81% | -30.29% |
| Best Year | 3.08% | -8.71% |
| Worst Year | -66.01% | -43.18% |
| Avg. Up Day | 3.87% | 4.6% |
| Avg. Down Day | -5.07% | -5.1% |
| Avg. Up Week | 11.49% | 20.24% |
| Avg. Down Week | -20.37% | -16.19% |
| Avg. Up Month | 10.57% | 55.08% |
| Avg. Down Month | -26.26% | -22.7% |
| Win Days % | 43.43% | 47.76% |
| Win Month % | 45.45% | 38.46% |
| Win Week % | 33.33% | 42.86% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |