| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.17% | -36.53% |
| Max Drawdown | -12.06% | -73.3% |
| Sharpe | 1.18 | 0.32 |
| Sortino | 2.84 | 0.48 |
| Payoff Ratio | 1.88 | 0.84 |
| Profit Factor | 1.84 | 1.05 |
| Common Sense Ratio | 7.56 | 1.17 |
| CPC Index | 1.66 | 0.42 |
| Tail Ratio | 4.1 | 1.12 |
| Outlier Win Ratio | 49.91 | 2.21 |
| Outlier Loss Ratio | 5.59 | 2.25 |
| Volatility (ann.) | 31.37% | 129.57% |
| R^2 | 0.03 | 0.03 |
| Calmar | 3.2 | -0.47 |
| Skew | 6.54 | 0.18 |
| Kurtosis | 66.67 | 1.49 |
| Expected Daily % | 0.09% | -0.12% |
| Expected Monthly % | 2.74% | -3.44% |
| Expected Yearly % | 19.24% | -20.33% |
| Kelly Criterion | 20.28% | -13.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -11.04% |
| Expected Shortfall (cVaR) | -2.6% | -11.04% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | 15.56 | 1.33 | + |
| 2025 | -43.18 | 23.04 | -0.53 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 2.3% | -19.36% |
| 3M | -0.21% | -43.96% |
| 6M | 27.81% | -61.53% |
| YTD | 23.04% | -43.18% |
| 1Y | 45.02% | -50.51% |
| 3Y (ann.) | 38.54% | -34.37% |
| 5Y (ann.) | 38.54% | -34.37% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -12.06% | -73.3% |
| Longest DD Days | 118.0 | 187.0 |
| Avg. Drawdown | -5.67% | -21.3% |
| Avg. Drawdown Days | 51.0 | 41.0 |
| Recovery Factor | 3.5 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-22 | 2025-02-09 | -12.06 | 49 |
| 2024-07-11 | 2024-11-06 | -11.33 | 118 |
| 2025-03-31 | 2025-05-07 | -6.98 | 37 |
| 2024-05-13 | 2024-07-10 | -6.85 | 58 |
| 2025-05-08 | 2025-05-30 | -2.10 | 22 |
| 2025-02-15 | 2025-03-15 | -0.33 | 28 |
| 2024-11-09 | 2024-12-21 | -0.06 | 42 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 18.13% | 25.15% |
| Worst Day | -5.89% | -24.75% |
| Best Week | 19.06% | 69.98% |
| Worst Week | -5.74% | -33.07% |
| Best Month | 18.98% | 57.89% |
| Worst Month | -7.32% | -30.29% |
| Best Year | 23.04% | 11.72% |
| Worst Year | 15.56% | -43.18% |
| Avg. Up Day | 4.07% | 5.72% |
| Avg. Down Day | -2.16% | -6.78% |
| Avg. Up Week | 9.39% | 17.69% |
| Avg. Down Week | -2.93% | -13.05% |
| Avg. Up Month | 7.64% | 33.63% |
| Avg. Down Month | -6.15% | -15.48% |
| Win Days % | 47.92% | 47.97% |
| Win Month % | 69.23% | 46.15% |
| Win Week % | 52.38% | 44.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |