| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 25.66% | -36.53% |
| Max Drawdown | -32.47% | -73.3% |
| Sharpe | 0.65 | 0.32 |
| Sortino | 1.22 | 0.48 |
| Payoff Ratio | 1.55 | 1.18 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 0.84 | 1.17 |
| CPC Index | 0.86 | 0.59 |
| Tail Ratio | 0.66 | 1.12 |
| Outlier Win Ratio | 31.07 | 2.98 |
| Outlier Loss Ratio | 3.88 | 2.47 |
| Volatility (ann.) | 52.43% | 129.57% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.73 | -0.47 |
| Skew | 3.32 | 0.18 |
| Kurtosis | 31.0 | 1.49 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.77% | -3.44% |
| Expected Yearly % | 12.1% | -20.33% |
| Kelly Criterion | 7.92% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.42% | -11.04% |
| Expected Shortfall (cVaR) | -4.42% | -11.04% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | 7.29 | 0.62 | - |
| 2025 | -43.18 | 17.12 | -0.40 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 5.31% | -19.36% |
| 3M | -15.39% | -43.96% |
| 6M | 3.87% | -61.53% |
| YTD | 17.12% | -43.18% |
| 1Y | 4.13% | -50.51% |
| 3Y (ann.) | 23.56% | -34.37% |
| 5Y (ann.) | 23.56% | -34.37% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -32.47% | -73.3% |
| Longest DD Days | 153.0 | 187.0 |
| Avg. Drawdown | -16.62% | -21.3% |
| Avg. Drawdown Days | 70.0 | 41.0 |
| Recovery Factor | 0.79 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-16 | 2025-05-30 | -32.47 | 103 |
| 2024-12-22 | 2025-02-09 | -24.92 | 49 |
| 2024-06-08 | 2024-11-08 | -20.35 | 153 |
| 2024-05-13 | 2024-05-16 | -5.28 | 3 |
| 2024-11-09 | 2024-12-21 | -0.06 | 42 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 24.49% | 25.15% |
| Worst Day | -14.95% | -24.75% |
| Best Week | 30.17% | 69.98% |
| Worst Week | -18.1% | -33.07% |
| Best Month | 32.65% | 57.89% |
| Worst Month | -20.27% | -30.29% |
| Best Year | 17.12% | 11.72% |
| Worst Year | 7.29% | -43.18% |
| Avg. Up Day | 5.13% | 5.75% |
| Avg. Down Day | -3.31% | -4.88% |
| Avg. Up Week | 13.87% | 15.53% |
| Avg. Down Week | -6.26% | -10.45% |
| Avg. Up Month | 12.95% | 37.45% |
| Avg. Down Month | -12.92% | -20.42% |
| Win Days % | 44.05% | 47.97% |
| Win Month % | 61.54% | 46.15% |
| Win Week % | 46.15% | 44.83% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |