| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 83.41% | 86.52% |
| Max Drawdown | -24.92% | -74.73% |
| Sharpe | 0.89 | 0.77 |
| Sortino | 1.71 | 1.17 |
| Payoff Ratio | 1.56 | 1.02 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 6.39 | 1.34 |
| CPC Index | 1.15 | 0.55 |
| Tail Ratio | 4.19 | 1.2 |
| Outlier Win Ratio | 49.57 | 2.45 |
| Outlier Loss Ratio | 4.36 | 2.33 |
| Volatility (ann.) | 30.55% | 113.59% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.02 | 0.35 |
| Skew | 4.4 | 0.27 |
| Kurtosis | 53.9 | 2.17 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.85% | 1.91% |
| Expected Yearly % | 16.37% | 16.86% |
| Kelly Criterion | 15.45% | -2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -9.54% |
| Expected Shortfall (cVaR) | -2.56% | -9.54% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.54 | -0.27 | 0.02 | + |
| 2023 | 138.18 | 39.94 | 0.29 | - |
| 2024 | 55.80 | -7.03 | -0.13 | - |
| 2025 | -43.18 | 41.36 | -0.96 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 1.55% | -19.36% |
| 3M | 5.75% | -43.96% |
| 6M | 25.36% | -61.53% |
| YTD | 41.36% | -43.18% |
| 1Y | 46.48% | -50.51% |
| 3Y (ann.) | 25.49% | 26.28% |
| 5Y (ann.) | 25.49% | 26.28% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -24.92% | -74.73% |
| Longest DD Days | 306.0 | 394.0 |
| Avg. Drawdown | -6.65% | -20.17% |
| Avg. Drawdown Days | 68.0 | 52.0 |
| Recovery Factor | 3.35 | 1.16 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-22 | 2025-02-09 | -24.92 | 49 |
| 2024-01-06 | 2024-11-07 | -24.59 | 306 |
| 2022-10-28 | 2023-02-16 | -8.12 | 111 |
| 2025-02-16 | 2025-05-30 | -7.82 | 103 |
| 2023-05-16 | 2023-06-17 | -5.95 | 32 |
| 2023-06-18 | 2023-10-23 | -4.73 | 127 |
| 2023-03-12 | 2023-04-11 | -3.11 | 30 |
| 2023-10-25 | 2023-12-09 | -3.08 | 45 |
| 2023-04-28 | 2023-05-15 | -1.99 | 17 |
| 2023-04-15 | 2023-04-27 | -1.13 | 12 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 18.13% | 25.88% |
| Worst Day | -12.02% | -24.75% |
| Best Week | 27.71% | 69.98% |
| Worst Week | -12.38% | -33.07% |
| Best Month | 30.14% | 141.3% |
| Worst Month | -14.34% | -30.29% |
| Best Year | 41.36% | 138.18% |
| Worst Year | -7.03% | -43.18% |
| Avg. Up Day | 3.71% | 5.08% |
| Avg. Down Day | -2.38% | -4.96% |
| Avg. Up Week | 8.65% | 17.2% |
| Avg. Down Week | -3.56% | -12.9% |
| Avg. Up Month | 7.08% | 38.89% |
| Avg. Down Month | -5.98% | -21.84% |
| Win Days % | 48.44% | 48.25% |
| Win Month % | 62.07% | 48.48% |
| Win Week % | 54.17% | 44.76% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 50.0% | 50.0% |