| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -57.25% | -36.04% |
| Max Drawdown | -67.38% | -73.3% |
| Sharpe | -0.53 | 0.15 |
| Sortino | -0.71 | 0.22 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 0.85 | 1.02 |
| Common Sense Ratio | 0.67 | 1.08 |
| CPC Index | 0.37 | 0.45 |
| Tail Ratio | 0.78 | 1.06 |
| Outlier Win Ratio | 25.92 | 2.92 |
| Outlier Loss Ratio | 3.08 | 3.14 |
| Volatility (ann.) | 29.88% | 63.88% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.83 | -0.48 |
| Skew | -0.52 | 0.47 |
| Kurtosis | 20.09 | 4.07 |
| Expected Daily % | -0.06% | -0.03% |
| Expected Monthly % | -6.33% | -3.38% |
| Expected Yearly % | -34.62% | -20.03% |
| Kelly Criterion | -10.66% | -8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.62% | -5.47% |
| Expected Shortfall (cVaR) | -2.62% | -5.47% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.55 | 25.76 | 7.26 | + |
| 2025 | -38.24 | -66.01 | 1.73 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -19.22% | -14.65% |
| 3M | -44.56% | -39.62% |
| 6M | -65.55% | -59.85% |
| YTD | -66.01% | -38.24% |
| 1Y | -65.58% | -47.6% |
| 3Y (ann.) | -55.79% | -34.91% |
| 5Y (ann.) | -55.79% | -34.91% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -67.38% | -73.3% |
| Longest DD Days | 184.0 | 187.0 |
| Avg. Drawdown | -39.93% | -16.74% |
| Avg. Drawdown Days | 126.0 | 28.0 |
| Recovery Factor | -0.85 | -0.49 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-27 | 2025-05-30 | -67.38 | 184 |
| 2024-05-16 | 2024-11-11 | -32.41 | 179 |
| 2024-11-12 | 2024-11-26 | -20.00 | 14 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 12.59% | 25.67% |
| Worst Day | -11.97% | -15.5% |
| Best Week | 35.07% | 55.09% |
| Worst Week | -33.8% | -31.31% |
| Best Month | 24.2% | 63.13% |
| Worst Month | -36.93% | -35.19% |
| Best Year | 25.76% | 3.55% |
| Worst Year | -66.01% | -38.24% |
| Avg. Up Day | 2.29% | 2.32% |
| Avg. Down Day | -2.47% | -2.56% |
| Avg. Up Week | 10.92% | 23.47% |
| Avg. Down Week | -18.32% | -15.39% |
| Avg. Up Month | 15.24% | 36.81% |
| Avg. Down Month | -26.28% | -22.43% |
| Win Days % | 46.72% | 48.48% |
| Win Month % | 40.0% | 46.15% |
| Win Week % | 41.67% | 48.21% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |