| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 63.46% | -35.85% |
| Max Drawdown | -8.63% | -73.3% |
| Sharpe | 0.95 | 0.15 |
| Sortino | 1.92 | 0.22 |
| Payoff Ratio | 2.14 | 0.94 |
| Profit Factor | 2.12 | 1.02 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.86 | 0.46 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 89.67 | 2.37 |
| Outlier Loss Ratio | 5.18 | 2.01 |
| Volatility (ann.) | 12.79% | 63.17% |
| R^2 | 0.04 | 0.04 |
| Calmar | 6.68 | -0.46 |
| Skew | 6.86 | 0.47 |
| Kurtosis | 166.2 | 4.15 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.85% | -3.36% |
| Expected Yearly % | 27.85% | -19.91% |
| Kelly Criterion | 13.54% | -6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -5.41% |
| Expected Shortfall (cVaR) | -1.07% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 42.13 | 10.90 | + |
| 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.) | 57.66% | -33.72% |
| 5Y (ann.) | 57.66% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -8.63% | -73.3% |
| Longest DD Days | 105.0 | 187.0 |
| Avg. Drawdown | -2.78% | -12.56% |
| Avg. Drawdown Days | 27.0 | 19.0 |
| Recovery Factor | 7.36 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2024-05-13 | 2024-07-10 | -6.43 | 57 |
| 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 |
| 2024-07-26 | 2024-07-26 | -0.18 | 0 |
| 2024-05-13 | 2024-05-13 | -0.18 | 0 |
| 2024-08-01 | 2024-08-01 | -0.18 | 0 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.56% | 25.67% |
| Worst Day | -8.3% | -15.5% |
| Best Week | 15.88% | 55.09% |
| Worst Week | -6.03% | -31.31% |
| Best Month | 15.97% | 63.13% |
| Worst Month | -4.78% | -35.19% |
| Best Year | 42.13% | 3.86% |
| Worst Year | 15.01% | -38.24% |
| Avg. Up Day | 2.69% | 2.75% |
| Avg. Down Day | -1.26% | -2.93% |
| Avg. Up Week | 4.88% | 14.45% |
| Avg. Down Week | -1.94% | -12.93% |
| Avg. Up Month | 5.06% | 40.74% |
| Avg. Down Month | -3.93% | -20.02% |
| Win Days % | 41.11% | 48.38% |
| Win Month % | 75.0% | 46.15% |
| Win Week % | 63.64% | 50.0% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |