| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 43.68% | -35.85% |
| Max Drawdown | -22.47% | -73.3% |
| Sharpe | 0.61 | 0.15 |
| Sortino | 1.09 | 0.22 |
| Payoff Ratio | 1.29 | 0.92 |
| Profit Factor | 1.4 | 1.02 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.86 | 0.45 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 61.43 | 2.43 |
| Outlier Loss Ratio | 4.22 | 2.37 |
| Volatility (ann.) | 15.7% | 63.17% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.78 | -0.46 |
| Skew | 5.07 | 0.47 |
| Kurtosis | 92.1 | 4.15 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.83% | -3.36% |
| Expected Yearly % | 19.87% | -19.91% |
| Kelly Criterion | 6.79% | -7.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -5.41% |
| Expected Shortfall (cVaR) | -1.33% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 13.78 | 3.57 | + |
| 2025 | -38.24 | 26.28 | -0.69 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | -0.53% | -14.65% |
| 3M | 2.29% | -39.62% |
| 6M | 15.87% | -59.85% |
| YTD | 26.28% | -38.24% |
| 1Y | 52.43% | -47.6% |
| 3Y (ann.) | 39.9% | -33.72% |
| 5Y (ann.) | 39.9% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -22.47% | -73.3% |
| Longest DD Days | 128.0 | 187.0 |
| Avg. Drawdown | -6.45% | -12.56% |
| Avg. Drawdown Days | 41.0 | 19.0 |
| Recovery Factor | 1.94 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-02-14 | -22.47 | 55 |
| 2024-05-13 | 2024-09-18 | -12.51 | 128 |
| 2025-05-03 | 2025-05-30 | -9.17 | 27 |
| 2025-02-14 | 2025-05-02 | -7.31 | 77 |
| 2024-09-23 | 2024-11-06 | -5.65 | 43 |
| 2024-11-06 | 2024-11-07 | -0.33 | 1 |
| 2024-11-07 | 2024-12-20 | -0.27 | 42 |
| 2024-05-13 | 2024-05-13 | -0.18 | 0 |
| 2024-09-22 | 2024-09-22 | -0.18 | 0 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.64% | 25.67% |
| Worst Day | -7.1% | -15.5% |
| Best Week | 19.15% | 55.09% |
| Worst Week | -15.32% | -31.31% |
| Best Month | 19.15% | 63.13% |
| Worst Month | -8.24% | -35.19% |
| Best Year | 26.28% | 3.86% |
| Worst Year | 13.78% | -38.24% |
| Avg. Up Day | 2.03% | 2.38% |
| Avg. Down Day | -1.57% | -2.6% |
| Avg. Up Week | 8.65% | 17.52% |
| Avg. Down Week | -4.2% | -13.89% |
| Avg. Up Month | 11.23% | 35.89% |
| Avg. Down Month | -3.14% | -21.66% |
| Win Days % | 47.44% | 48.38% |
| Win Month % | 46.15% | 46.15% |
| Win Week % | 52.17% | 50.0% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |