| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 56.23% | 86.09% |
| Max Drawdown | -15.09% | -76.25% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.86 | 0.58 |
| Payoff Ratio | 1.89 | 0.92 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 1.02 | 0.48 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 122.57 | 2.47 |
| Outlier Loss Ratio | 4.88 | 2.27 |
| Volatility (ann.) | 9.89% | 56.92% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.2 | 0.34 |
| Skew | 6.94 | 0.6 |
| Kurtosis | 211.42 | 6.1 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 1.9% |
| Expected Yearly % | 11.8% | 16.8% |
| Kelly Criterion | 4.04% | -6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -4.84% |
| Expected Shortfall (cVaR) | -0.84% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | -2.57 | 0.23 | + |
| 2023 | 136.62 | 8.80 | 0.06 | - |
| 2024 | 43.49 | 28.16 | 0.65 | - |
| 2025 | -38.24 | 15.01 | -0.39 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | -3.07% | -14.65% |
| 3M | -2.54% | -39.62% |
| 6M | 33.38% | -59.85% |
| YTD | 15.01% | -38.24% |
| 1Y | 62.74% | -47.6% |
| 3Y (ann.) | 18.18% | 26.17% |
| 5Y (ann.) | 18.18% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -15.09% | -76.25% |
| Longest DD Days | 511.0 | 394.0 |
| Avg. Drawdown | -4.43% | -14.82% |
| Avg. Drawdown Days | 70.0 | 30.0 |
| Recovery Factor | 3.73 | 1.13 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-09 | 2024-08-01 | -15.09 | 511 |
| 2024-12-24 | 2025-01-14 | -8.63 | 21 |
| 2024-08-28 | 2024-11-05 | -7.50 | 68 |
| 2025-02-14 | 2025-05-30 | -6.56 | 105 |
| 2023-02-09 | 2023-02-15 | -5.14 | 6 |
| 2022-10-19 | 2022-10-26 | -3.58 | 6 |
| 2022-12-20 | 2023-02-09 | -2.92 | 51 |
| 2024-08-02 | 2024-08-28 | -1.57 | 26 |
| 2025-02-13 | 2025-02-14 | -1.20 | 0 |
| 2024-11-07 | 2024-12-20 | -0.55 | 42 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.56% | 25.67% |
| Worst Day | -8.3% | -18.45% |
| Best Week | 15.88% | 67.15% |
| Worst Week | -9.88% | -31.31% |
| Best Month | 15.97% | 168.27% |
| Worst Month | -10.04% | -35.69% |
| Best Year | 28.16% | 136.62% |
| Worst Year | -2.57% | -38.24% |
| Avg. Up Day | 2.22% | 2.29% |
| Avg. Down Day | -1.17% | -2.49% |
| Avg. Up Week | 5.11% | 17.74% |
| Avg. Down Week | -2.25% | -11.4% |
| Avg. Up Month | 4.79% | 52.04% |
| Avg. Down Month | -4.01% | -19.65% |
| Win Days % | 37.24% | 49.21% |
| Win Month % | 57.14% | 45.45% |
| Win Week % | 47.92% | 45.77% |
| Win Quarter % | 45.45% | 33.33% |
| Win Year % | 75.0% | 50.0% |