| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 43.68% | -36.53% |
| Max Drawdown | -22.33% | -73.3% |
| Sharpe | 1.08 | 0.32 |
| Sortino | 2.19 | 0.48 |
| Payoff Ratio | 1.53 | 0.82 |
| Profit Factor | 1.65 | 1.05 |
| Common Sense Ratio | 8.62 | 1.17 |
| CPC Index | 1.28 | 0.41 |
| Tail Ratio | 5.22 | 1.12 |
| Outlier Win Ratio | 41.34 | 2.31 |
| Outlier Loss Ratio | 4.39 | 2.29 |
| Volatility (ann.) | 37.21% | 129.57% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.79 | -0.47 |
| Skew | 4.53 | 0.18 |
| Kurtosis | 46.47 | 1.49 |
| Expected Daily % | 0.09% | -0.12% |
| Expected Monthly % | 2.83% | -3.44% |
| Expected Yearly % | 19.87% | -20.33% |
| Kelly Criterion | 18.75% | -15.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.09% | -11.04% |
| Expected Shortfall (cVaR) | -3.09% | -11.04% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | 13.78 | 1.18 | + |
| 2025 | -43.18 | 26.28 | -0.61 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | -0.53% | -19.36% |
| 3M | 2.29% | -43.96% |
| 6M | 15.87% | -61.53% |
| YTD | 26.28% | -43.18% |
| 1Y | 52.43% | -50.51% |
| 3Y (ann.) | 39.9% | -34.37% |
| 5Y (ann.) | 39.9% | -34.37% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -22.33% | -73.3% |
| Longest DD Days | 159.0 | 187.0 |
| Avg. Drawdown | -7.55% | -21.3% |
| Avg. Drawdown Days | 75.0 | 41.0 |
| Recovery Factor | 1.96 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-22 | 2025-05-30 | -22.33 | 159 |
| 2024-05-13 | 2024-09-19 | -10.28 | 129 |
| 2024-09-24 | 2024-11-06 | -5.03 | 43 |
| 2024-11-09 | 2024-12-21 | -0.06 | 42 |
| 2024-11-07 | 2024-11-08 | -0.04 | 1 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 18.13% | 25.15% |
| Worst Day | -12.02% | -24.75% |
| Best Week | 19.22% | 69.98% |
| Worst Week | -8.24% | -33.07% |
| Best Month | 19.15% | 57.89% |
| Worst Month | -8.24% | -30.29% |
| Best Year | 26.28% | 11.72% |
| Worst Year | 13.78% | -43.18% |
| Avg. Up Day | 4.46% | 5.27% |
| Avg. Down Day | -2.92% | -6.39% |
| Avg. Up Week | 11.82% | 17.69% |
| Avg. Down Week | -2.92% | -10.96% |
| Avg. Up Month | 10.8% | 34.18% |
| Avg. Down Month | -4.44% | -20.15% |
| Win Days % | 50.91% | 47.97% |
| Win Month % | 53.85% | 46.15% |
| Win Week % | 47.62% | 44.83% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |