| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -43.21% | -48.13% |
| Max Drawdown | -68.42% | -73.3% |
| Sharpe | -0.48 | 0.16 |
| Sortino | -0.65 | 0.23 |
| Payoff Ratio | 0.95 | 1.02 |
| Profit Factor | 0.88 | 1.02 |
| Common Sense Ratio | 0.84 | 1.13 |
| CPC Index | 0.38 | 0.5 |
| Tail Ratio | 0.95 | 1.1 |
| Outlier Win Ratio | 18.85 | 2.72 |
| Outlier Loss Ratio | 3.36 | 3.09 |
| Volatility (ann.) | 66.39% | 129.21% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.61 | -0.64 |
| Skew | -0.51 | 0.09 |
| Kurtosis | 11.39 | 1.27 |
| Expected Daily % | -0.15% | -0.17% |
| Expected Monthly % | -4.26% | -4.92% |
| Expected Yearly % | -24.64% | -27.98% |
| Kelly Criterion | -12.52% | -3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.8% | -11.07% |
| Expected Shortfall (cVaR) | -5.8% | -11.07% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.71 | 65.06 | -7.47 | + |
| 2025 | -43.18 | -65.59 | 1.52 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -21.59% | -19.36% |
| 3M | -43.5% | -43.96% |
| 6M | -68.42% | -61.53% |
| YTD | -65.59% | -43.18% |
| 1Y | -48.94% | -50.51% |
| 3Y (ann.) | -42.01% | -46.86% |
| 5Y (ann.) | -42.01% | -46.86% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -68.42% | -73.3% |
| Longest DD Days | 183.0 | 187.0 |
| Avg. Drawdown | -24.63% | -28.52% |
| Avg. Drawdown Days | 61.0 | 61.0 |
| Recovery Factor | -0.63 | -0.66 |
| Ulcer Index | 1.05 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-05-30 | -68.42 | 183 |
| 2024-07-02 | 2024-08-22 | -30.98 | 51 |
| 2024-11-13 | 2024-11-25 | -15.93 | 12 |
| 2024-09-20 | 2024-11-12 | -4.05 | 53 |
| 2024-09-11 | 2024-09-17 | -3.78 | 6 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 15.92% | 25.15% |
| Worst Day | -20.52% | -24.75% |
| Best Week | 32.89% | 69.98% |
| Worst Week | -33.4% | -33.07% |
| Best Month | 34.31% | 57.89% |
| Worst Month | -36.81% | -30.29% |
| Best Year | 65.06% | -8.71% |
| Worst Year | -65.59% | -43.18% |
| Avg. Up Day | 4.7% | 5.02% |
| Avg. Down Day | -4.95% | -4.91% |
| Avg. Up Week | 12.32% | 23.45% |
| Avg. Down Week | -20.37% | -16.19% |
| Avg. Up Month | 22.2% | 55.08% |
| Avg. Down Month | -21.21% | -24.22% |
| Win Days % | 45.22% | 47.76% |
| Win Month % | 36.36% | 38.46% |
| Win Week % | 46.15% | 42.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |