| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 34.13% | 86.09% |
| Max Drawdown | -26.06% | -76.25% |
| Sharpe | 0.31 | 0.38 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.47 | 0.91 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.76 | 0.48 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 105.42 | 2.52 |
| Outlier Loss Ratio | 4.58 | 2.33 |
| Volatility (ann.) | 10.77% | 56.92% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.45 | 0.34 |
| Skew | 4.88 | 0.6 |
| Kurtosis | 160.93 | 6.1 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 1.9% |
| Expected Yearly % | 7.62% | 16.8% |
| Kelly Criterion | 2.45% | -6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -4.84% |
| Expected Shortfall (cVaR) | -0.92% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | -0.47 | 0.04 | + |
| 2023 | 136.62 | 11.57 | 0.08 | - |
| 2024 | 43.49 | -1.83 | -0.04 | - |
| 2025 | -38.24 | 23.04 | -0.60 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 2.3% | -14.65% |
| 3M | -0.21% | -39.62% |
| 6M | 27.81% | -59.85% |
| YTD | 23.04% | -38.24% |
| 1Y | 45.02% | -47.6% |
| 3Y (ann.) | 11.62% | 26.17% |
| 5Y (ann.) | 11.62% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -26.06% | -76.25% |
| Longest DD Days | 351.0 | 394.0 |
| Avg. Drawdown | -5.22% | -14.82% |
| Avg. Drawdown Days | 53.0 | 30.0 |
| Recovery Factor | 1.31 | 1.13 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2024-12-21 | -26.06 | 351 |
| 2023-03-11 | 2023-12-08 | -14.60 | 272 |
| 2024-12-21 | 2025-02-08 | -12.22 | 49 |
| 2025-02-14 | 2025-05-06 | -7.56 | 81 |
| 2023-02-09 | 2023-02-15 | -5.22 | 6 |
| 2022-10-26 | 2023-01-04 | -3.14 | 69 |
| 2023-03-09 | 2023-03-10 | -2.77 | 0 |
| 2025-05-07 | 2025-05-30 | -2.59 | 22 |
| 2022-10-20 | 2022-10-26 | -2.11 | 5 |
| 2024-01-04 | 2024-01-04 | -1.60 | 0 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.44% | 25.67% |
| Worst Day | -8.71% | -18.45% |
| Best Week | 18.98% | 67.15% |
| Worst Week | -6.82% | -31.31% |
| Best Month | 18.98% | 168.27% |
| Worst Month | -7.32% | -35.69% |
| Best Year | 23.04% | 136.62% |
| Worst Year | -1.83% | -38.24% |
| Avg. Up Day | 1.77% | 2.12% |
| Avg. Down Day | -1.21% | -2.33% |
| Avg. Up Week | 5.71% | 15.6% |
| Avg. Down Week | -2.72% | -10.94% |
| Avg. Up Month | 6.75% | 50.59% |
| Avg. Down Month | -3.7% | -21.44% |
| Win Days % | 41.95% | 49.21% |
| Win Month % | 53.57% | 45.45% |
| Win Week % | 44.9% | 45.77% |
| Win Quarter % | 54.55% | 33.33% |
| Win Year % | 50.0% | 50.0% |