| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 83.41% | 86.09% |
| Max Drawdown | -26.68% | -76.25% |
| Sharpe | 0.46 | 0.38 |
| Sortino | 0.77 | 0.58 |
| Payoff Ratio | 1.34 | 0.96 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 0.0 | 1.15 |
| CPC Index | 0.79 | 0.5 |
| Tail Ratio | 0.0 | 1.08 |
| Outlier Win Ratio | 65.04 | 2.73 |
| Outlier Loss Ratio | 4.02 | 2.57 |
| Volatility (ann.) | 14.55% | 56.92% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.96 | 0.34 |
| Skew | 3.89 | 0.6 |
| Kurtosis | 91.51 | 6.1 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.85% | 1.9% |
| Expected Yearly % | 16.37% | 16.8% |
| Kelly Criterion | 5.59% | -3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.84% |
| Expected Shortfall (cVaR) | -1.23% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | -0.27 | 0.02 | + |
| 2023 | 136.62 | 39.94 | 0.29 | - |
| 2024 | 43.49 | -7.03 | -0.16 | - |
| 2025 | -38.24 | 41.36 | -1.08 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 1.55% | -14.65% |
| 3M | 5.75% | -39.62% |
| 6M | 25.36% | -59.85% |
| YTD | 41.36% | -38.24% |
| 1Y | 46.48% | -47.6% |
| 3Y (ann.) | 25.49% | 26.17% |
| 5Y (ann.) | 25.49% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -26.68% | -76.25% |
| Longest DD Days | 333.0 | 394.0 |
| Avg. Drawdown | -5.08% | -14.82% |
| Avg. Drawdown Days | 41.0 | 30.0 |
| Recovery Factor | 3.13 | 1.13 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-09 | 2024-11-06 | -26.68 | 333 |
| 2024-12-21 | 2025-02-08 | -25.06 | 49 |
| 2025-02-14 | 2025-05-08 | -10.98 | 82 |
| 2022-10-27 | 2023-02-16 | -8.28 | 111 |
| 2023-04-15 | 2023-06-17 | -6.80 | 63 |
| 2023-10-24 | 2023-12-08 | -6.80 | 45 |
| 2023-03-11 | 2023-04-10 | -5.94 | 30 |
| 2023-07-18 | 2023-10-22 | -4.80 | 96 |
| 2023-03-09 | 2023-03-10 | -2.77 | 0 |
| 2025-05-08 | 2025-05-30 | -2.67 | 21 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.64% | 25.67% |
| Worst Day | -8.71% | -18.45% |
| Best Week | 25.72% | 67.15% |
| Worst Week | -18.16% | -31.31% |
| Best Month | 30.14% | 168.27% |
| Worst Month | -14.34% | -35.69% |
| Best Year | 41.36% | 136.62% |
| Worst Year | -7.03% | -38.24% |
| Avg. Up Day | 1.94% | 2.15% |
| Avg. Down Day | -1.45% | -2.24% |
| Avg. Up Week | 7.62% | 16.23% |
| Avg. Down Week | -3.92% | -12.15% |
| Avg. Up Month | 7.26% | 43.73% |
| Avg. Down Month | -4.07% | -24.67% |
| Win Days % | 45.93% | 49.21% |
| Win Month % | 58.62% | 45.45% |
| Win Week % | 51.92% | 45.77% |
| Win Quarter % | 63.64% | 33.33% |
| Win Year % | 50.0% | 50.0% |