| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 31.46% | -35.85% |
| Max Drawdown | -13.61% | -73.3% |
| Sharpe | 0.63 | 0.15 |
| Sortino | 1.08 | 0.22 |
| Payoff Ratio | 1.48 | 0.87 |
| Profit Factor | 1.51 | 1.02 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.01 | 0.43 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 98.9 | 2.34 |
| Outlier Loss Ratio | 4.83 | 2.11 |
| Volatility (ann.) | 11.05% | 63.17% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.12 | -0.46 |
| Skew | 3.76 | 0.47 |
| Kurtosis | 94.74 | 4.15 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.13% | -3.36% |
| Expected Yearly % | 14.65% | -19.91% |
| Kelly Criterion | 8.36% | -11.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -5.41% |
| Expected Shortfall (cVaR) | -0.93% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 6.45 | 1.67 | + |
| 2025 | -38.24 | 23.49 | -0.61 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 4.11% | -14.65% |
| 3M | 0.53% | -39.62% |
| 6M | 35.86% | -59.85% |
| YTD | 23.49% | -38.24% |
| 1Y | 33.23% | -47.6% |
| 3Y (ann.) | 28.84% | -33.72% |
| 5Y (ann.) | 28.84% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -13.61% | -73.3% |
| Longest DD Days | 163.0 | 187.0 |
| Avg. Drawdown | -3.98% | -12.56% |
| Avg. Drawdown Days | 31.0 | 19.0 |
| Recovery Factor | 2.31 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2024-12-20 | -13.61 | 163 |
| 2025-03-31 | 2025-05-30 | -8.00 | 60 |
| 2024-12-21 | 2025-01-13 | -7.04 | 23 |
| 2024-05-13 | 2024-07-10 | -6.65 | 57 |
| 2025-02-09 | 2025-02-14 | -1.81 | 5 |
| 2025-02-14 | 2025-02-14 | -1.15 | 0 |
| 2025-03-30 | 2025-03-30 | -1.02 | 0 |
| 2025-02-08 | 2025-02-08 | -0.18 | 0 |
| 2025-03-14 | 2025-03-14 | -0.18 | 0 |
| 2024-05-13 | 2024-05-13 | -0.18 | 0 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 9.01% | 25.67% |
| Worst Day | -7.1% | -15.5% |
| Best Week | 9.37% | 55.09% |
| Worst Week | -5.06% | -31.31% |
| Best Month | 12.32% | 63.13% |
| Worst Month | -6.8% | -35.19% |
| Best Year | 23.49% | 3.86% |
| Worst Year | 6.45% | -38.24% |
| Avg. Up Day | 1.88% | 2.4% |
| Avg. Down Day | -1.28% | -2.77% |
| Avg. Up Week | 3.73% | 14.44% |
| Avg. Down Week | -2.29% | -12.52% |
| Avg. Up Month | 7.04% | 39.42% |
| Avg. Down Month | -4.15% | -26.51% |
| Win Days % | 45.37% | 48.38% |
| Win Month % | 58.33% | 46.15% |
| Win Week % | 59.09% | 50.0% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |