| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 25.05% | -36.04% |
| Max Drawdown | -57.92% | -73.3% |
| Sharpe | 0.33 | 0.15 |
| Sortino | 0.5 | 0.22 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.09 | 1.02 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.59 | 0.54 |
| Tail Ratio | 1.03 | 1.06 |
| Outlier Win Ratio | 15.75 | 3.27 |
| Outlier Loss Ratio | 3.31 | 3.24 |
| Volatility (ann.) | 38.57% | 63.88% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.41 | -0.48 |
| Skew | 1.54 | 0.47 |
| Kurtosis | 25.84 | 4.07 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.73% | -3.38% |
| Expected Yearly % | 11.83% | -20.03% |
| Kelly Criterion | 2.43% | 0.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.29% | -5.47% |
| Expected Shortfall (cVaR) | -3.29% | -5.47% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.55 | 156.81 | 44.20 | + |
| 2025 | -38.24 | -51.31 | 1.34 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -17.89% | -14.65% |
| 3M | -47.0% | -39.62% |
| 6M | -38.37% | -59.85% |
| YTD | -51.31% | -38.24% |
| 1Y | -1.9% | -47.6% |
| 3Y (ann.) | 23.95% | -34.91% |
| 5Y (ann.) | 23.95% | -34.91% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -57.92% | -73.3% |
| Longest DD Days | 134.0 | 187.0 |
| Avg. Drawdown | -11.47% | -16.74% |
| Avg. Drawdown Days | 23.0 | 28.0 |
| Recovery Factor | 0.43 | -0.49 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-05-30 | -57.92 | 134 |
| 2024-05-20 | 2024-09-17 | -39.26 | 119 |
| 2024-11-12 | 2024-11-24 | -20.00 | 12 |
| 2024-09-22 | 2024-11-11 | -11.79 | 50 |
| 2024-12-02 | 2024-12-02 | -9.28 | 0 |
| 2024-11-27 | 2024-12-01 | -8.25 | 4 |
| 2024-09-19 | 2024-09-21 | -6.33 | 2 |
| 2024-11-25 | 2024-11-26 | -6.16 | 1 |
| 2024-12-03 | 2024-12-05 | -6.03 | 2 |
| 2024-05-19 | 2024-05-20 | -5.23 | 1 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.67% | 25.67% |
| Worst Day | -11.97% | -15.5% |
| Best Week | 55.09% | 55.09% |
| Worst Week | -33.8% | -31.31% |
| Best Month | 52.8% | 63.13% |
| Worst Month | -36.93% | -35.19% |
| Best Year | 156.81% | 3.55% |
| Worst Year | -51.31% | -38.24% |
| Avg. Up Day | 2.59% | 2.61% |
| Avg. Down Day | -2.34% | -2.41% |
| Avg. Up Week | 17.93% | 22.07% |
| Avg. Down Week | -18.19% | -14.89% |
| Avg. Up Month | 34.52% | 33.17% |
| Avg. Down Month | -26.63% | -22.43% |
| Win Days % | 48.74% | 48.48% |
| Win Month % | 54.55% | 46.15% |
| Win Week % | 53.33% | 48.21% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |