| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 41.32% | -36.53% |
| Max Drawdown | -24.92% | -73.3% |
| Sharpe | 0.97 | 0.32 |
| Sortino | 1.86 | 0.48 |
| Payoff Ratio | 1.44 | 1.11 |
| Profit Factor | 1.51 | 1.05 |
| Common Sense Ratio | 2.42 | 1.17 |
| CPC Index | 1.1 | 0.56 |
| Tail Ratio | 1.61 | 1.12 |
| Outlier Win Ratio | 40.65 | 2.68 |
| Outlier Loss Ratio | 4.0 | 2.4 |
| Volatility (ann.) | 41.02% | 129.57% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.52 | -0.47 |
| Skew | 3.61 | 0.18 |
| Kurtosis | 34.99 | 1.49 |
| Expected Daily % | 0.09% | -0.12% |
| Expected Monthly % | 2.7% | -3.44% |
| Expected Yearly % | 18.88% | -20.33% |
| Kelly Criterion | 16.59% | 1.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.42% | -11.04% |
| Expected Shortfall (cVaR) | -3.42% | -11.04% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | -0.02 | -0.00 | - |
| 2025 | -43.18 | 41.36 | -0.96 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 1.55% | -19.36% |
| 3M | 5.75% | -43.96% |
| 6M | 25.36% | -61.53% |
| YTD | 41.36% | -43.18% |
| 1Y | 46.48% | -50.51% |
| 3Y (ann.) | 37.77% | -34.37% |
| 5Y (ann.) | 37.77% | -34.37% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -24.92% | -73.3% |
| Longest DD Days | 118.0 | 187.0 |
| Avg. Drawdown | -11.93% | -21.3% |
| Avg. Drawdown Days | 74.0 | 41.0 |
| Recovery Factor | 1.66 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-22 | 2025-02-09 | -24.92 | 49 |
| 2024-07-11 | 2024-11-06 | -17.72 | 118 |
| 2024-05-13 | 2024-07-10 | -9.11 | 58 |
| 2025-02-16 | 2025-05-30 | -7.82 | 103 |
| 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 | -12.02% | -24.75% |
| Best Week | 27.71% | 69.98% |
| Worst Week | -12.38% | -33.07% |
| Best Month | 30.14% | 57.89% |
| Worst Month | -14.34% | -30.29% |
| Best Year | 41.36% | 11.72% |
| Worst Year | -0.02% | -43.18% |
| Avg. Up Day | 4.7% | 6.51% |
| Avg. Down Day | -3.27% | -5.84% |
| Avg. Up Week | 14.87% | 17.69% |
| Avg. Down Week | -5.12% | -10.96% |
| Avg. Up Month | 10.43% | 34.18% |
| Avg. Down Month | -10.48% | -20.42% |
| Win Days % | 50.82% | 47.97% |
| Win Month % | 61.54% | 46.15% |
| Win Week % | 47.62% | 44.83% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |