| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 31.46% | -36.53% |
| Max Drawdown | -13.46% | -73.3% |
| Sharpe | 1.08 | 0.32 |
| Sortino | 2.42 | 0.48 |
| Payoff Ratio | 1.58 | 0.69 |
| Profit Factor | 1.75 | 1.05 |
| Common Sense Ratio | 16.5 | 1.17 |
| CPC Index | 1.45 | 0.35 |
| Tail Ratio | 9.41 | 1.12 |
| Outlier Win Ratio | 57.65 | 2.08 |
| Outlier Loss Ratio | 5.7 | 2.25 |
| Volatility (ann.) | 26.57% | 129.57% |
| R^2 | 0.02 | 0.02 |
| Calmar | 2.14 | -0.47 |
| Skew | 7.07 | 0.18 |
| Kurtosis | 86.53 | 1.49 |
| Expected Daily % | 0.07% | -0.12% |
| Expected Monthly % | 2.13% | -3.44% |
| Expected Yearly % | 14.65% | -20.33% |
| Kelly Criterion | 21.98% | -26.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -11.04% |
| Expected Shortfall (cVaR) | -2.21% | -11.04% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | 6.45 | 0.55 | - |
| 2025 | -43.18 | 23.49 | -0.54 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 4.11% | -19.36% |
| 3M | 0.53% | -43.96% |
| 6M | 35.86% | -61.53% |
| YTD | 23.49% | -43.18% |
| 1Y | 33.23% | -50.51% |
| 3Y (ann.) | 28.84% | -34.37% |
| 5Y (ann.) | 28.84% | -34.37% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -13.46% | -73.3% |
| Longest DD Days | 163.0 | 187.0 |
| Avg. Drawdown | -6.91% | -21.3% |
| Avg. Drawdown Days | 61.0 | 41.0 |
| Recovery Factor | 2.34 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2024-12-21 | -13.46 | 163 |
| 2025-03-31 | 2025-05-30 | -7.91 | 60 |
| 2024-12-22 | 2025-01-14 | -6.87 | 23 |
| 2024-05-13 | 2024-07-10 | -6.13 | 58 |
| 2025-02-08 | 2025-02-09 | -0.18 | 1 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 18.13% | 25.15% |
| Worst Day | -4.9% | -24.75% |
| Best Week | 10.22% | 69.98% |
| Worst Week | -5.06% | -33.07% |
| Best Month | 12.32% | 57.89% |
| Worst Month | -6.8% | -30.29% |
| Best Year | 23.49% | 11.72% |
| Worst Year | 6.45% | -43.18% |
| Avg. Up Day | 3.14% | 5.1% |
| Avg. Down Day | -1.98% | -7.35% |
| Avg. Up Week | 5.59% | 25.16% |
| Avg. Down Week | -2.98% | -13.05% |
| Avg. Up Month | 5.41% | 25.55% |
| Avg. Down Month | -5.83% | -15.48% |
| Win Days % | 52.17% | 47.97% |
| Win Month % | 61.54% | 46.15% |
| Win Week % | 57.14% | 44.83% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |