| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -39.05% | -48.13% |
| Max Drawdown | -66.02% | -73.3% |
| Sharpe | -0.16 | 0.16 |
| Sortino | -0.24 | 0.23 |
| Payoff Ratio | 1.06 | 1.13 |
| Profit Factor | 0.96 | 1.02 |
| Common Sense Ratio | 1.15 | 1.13 |
| CPC Index | 0.47 | 0.55 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 12.89 | 3.06 |
| Outlier Loss Ratio | 3.39 | 3.23 |
| Volatility (ann.) | 82.51% | 129.21% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.57 | -0.64 |
| Skew | 0.36 | 0.09 |
| Kurtosis | 8.23 | 1.27 |
| Expected Daily % | -0.13% | -0.17% |
| Expected Monthly % | -3.74% | -4.92% |
| Expected Yearly % | -21.93% | -27.98% |
| Kelly Criterion | -5.3% | 1.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.14% | -11.07% |
| Expected Shortfall (cVaR) | -7.14% | -11.07% |
| Year | 9698434:FTMUSD | 9698434:ftmusd:triple_gx:lsma205_105_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -8.71 | 50.84 | -5.84 | + |
| 2025 | -43.18 | -59.59 | 1.38 | - |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| MTD | -21.59% | -19.36% |
| 3M | -47.97% | -43.96% |
| 6M | -57.02% | -61.53% |
| YTD | -59.59% | -43.18% |
| 1Y | -40.5% | -50.51% |
| 3Y (ann.) | -37.93% | -46.86% |
| 5Y (ann.) | -37.93% | -46.86% |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Max Drawdown | -66.02% | -73.3% |
| Longest DD Days | 173.0 | 187.0 |
| Avg. Drawdown | -17.22% | -28.52% |
| Avg. Drawdown Days | 40.0 | 61.0 |
| Recovery Factor | -0.59 | -0.66 |
| Ulcer Index | 1.05 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-08 | 2025-05-30 | -66.02 | 173 |
| 2024-05-22 | 2024-09-27 | -42.04 | 128 |
| 2024-11-13 | 2024-11-25 | -15.93 | 12 |
| 2024-11-28 | 2024-12-03 | -5.07 | 5 |
| 2024-05-20 | 2024-05-21 | -4.82 | 1 |
| 2024-12-05 | 2024-12-06 | -3.07 | 1 |
| 2024-11-11 | 2024-11-12 | -0.67 | 1 |
| 2024-11-09 | 2024-11-10 | -0.18 | 1 |
| Metric | 9698434:ftmusd:triple_gx:lsma205_105_35 | 9698434:FTMUSD |
|---|---|---|
| Best Day | 25.15% | 25.15% |
| Worst Day | -20.52% | -24.75% |
| Best Week | 69.98% | 69.98% |
| Worst Week | -33.4% | -33.07% |
| Best Month | 42.13% | 57.89% |
| Worst Month | -36.81% | -30.29% |
| Best Year | 50.84% | -8.71% |
| Worst Year | -59.59% | -43.18% |
| Avg. Up Day | 5.26% | 5.49% |
| Avg. Down Day | -4.97% | -4.86% |
| Avg. Up Week | 21.18% | 24.28% |
| Avg. Down Week | -16.47% | -14.42% |
| Avg. Up Month | 26.44% | 44.04% |
| Avg. Down Month | -28.59% | -22.7% |
| Win Days % | 45.86% | 47.76% |
| Win Month % | 54.55% | 38.46% |
| Win Week % | 38.71% | 42.86% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 0.0% |