| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -30.71% | -36.04% |
| Max Drawdown | -69.44% | -73.3% |
| Sharpe | -0.1 | 0.15 |
| Sortino | -0.15 | 0.22 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.97 | 1.02 |
| Common Sense Ratio | 0.92 | 1.08 |
| CPC Index | 0.47 | 0.48 |
| Tail Ratio | 0.95 | 1.06 |
| Outlier Win Ratio | 21.04 | 3.11 |
| Outlier Loss Ratio | 3.23 | 3.2 |
| Volatility (ann.) | 32.83% | 63.88% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.43 | -0.48 |
| Skew | 0.02 | 0.47 |
| Kurtosis | 16.32 | 4.07 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -2.78% | -3.38% |
| Expected Yearly % | -16.76% | -20.03% |
| Kelly Criterion | -3.53% | -4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.84% | -5.47% |
| Expected Shortfall (cVaR) | -2.84% | -5.47% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.55 | 101.38 | 28.57 | + |
| 2025 | -38.24 | -65.59 | 1.72 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -43.5% | -39.62% |
| 6M | -67.39% | -59.85% |
| YTD | -65.59% | -38.24% |
| 1Y | -48.94% | -47.6% |
| 3Y (ann.) | -29.7% | -34.91% |
| 5Y (ann.) | -29.7% | -34.91% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -69.44% | -73.3% |
| Longest DD Days | 179.0 | 187.0 |
| Avg. Drawdown | -11.1% | -16.74% |
| Avg. Drawdown Days | 23.0 | 28.0 |
| Recovery Factor | -0.44 | -0.49 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-02 | 2025-05-30 | -69.44 | 179 |
| 2024-07-02 | 2024-08-21 | -32.14 | 50 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2024-11-27 | 2024-12-01 | -8.25 | 4 |
| 2024-09-19 | 2024-11-10 | -7.43 | 52 |
| 2024-09-11 | 2024-09-15 | -6.38 | 4 |
| 2024-11-25 | 2024-11-26 | -6.16 | 1 |
| 2024-11-10 | 2024-11-11 | -5.98 | 0 |
| 2024-05-16 | 2024-05-18 | -4.32 | 1 |
| 2024-09-15 | 2024-09-16 | -3.49 | 0 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 12.59% | 25.67% |
| Worst Day | -11.97% | -15.5% |
| Best Week | 29.41% | 55.09% |
| Worst Week | -33.8% | -31.31% |
| Best Month | 35.71% | 63.13% |
| Worst Month | -36.93% | -35.19% |
| Best Year | 101.38% | 3.55% |
| Worst Year | -65.59% | -38.24% |
| Avg. Up Day | 2.4% | 2.42% |
| Avg. Down Day | -2.4% | -2.47% |
| Avg. Up Week | 14.22% | 22.73% |
| Avg. Down Week | -16.68% | -14.89% |
| Avg. Up Month | 28.61% | 36.81% |
| Avg. Down Month | -20.49% | -24.99% |
| Win Days % | 48.2% | 48.48% |
| Win Month % | 36.36% | 46.15% |
| Win Week % | 44.44% | 48.21% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |