| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 96.73% | -39.09% |
| Max Drawdown | -23.91% | -73.3% |
| Sharpe | 0.77 | 0.13 |
| Sortino | 1.44 | 0.2 |
| Payoff Ratio | 1.58 | 1.33 |
| Profit Factor | 1.38 | 1.02 |
| Common Sense Ratio | 3.09 | 1.06 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 2.24 | 1.04 |
| Outlier Win Ratio | 35.16 | 2.87 |
| Outlier Loss Ratio | 4.08 | 2.71 |
| Volatility (ann.) | 23.88% | 63.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.65 | -0.5 |
| Skew | 6.32 | 0.47 |
| Kurtosis | 120.47 | 4.13 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 5.34% | -3.74% |
| Expected Yearly % | 40.26% | -21.96% |
| Kelly Criterion | 7.77% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.01% | -5.42% |
| Expected Shortfall (cVaR) | -2.01% | -5.42% |
| Year | 15810122:FTMUSD | 15810122:ftmusd:triple_med_gx:zlema275_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 144.82 | 37.48 | + |
| 2025 | -41.36 | -19.64 | 0.47 | + |
| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| MTD | -14.29% | -18.97% |
| 3M | -17.15% | -42.67% |
| 6M | 5.16% | -59.88% |
| YTD | -19.64% | -41.36% |
| 1Y | 101.24% | -50.25% |
| 3Y (ann.) | 87.17% | -36.83% |
| 5Y (ann.) | 87.17% | -36.83% |
| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| Max Drawdown | -23.91% | -73.3% |
| Longest DD Days | 126.0 | 187.0 |
| Avg. Drawdown | -5.47% | -12.56% |
| Avg. Drawdown Days | 17.0 | 19.0 |
| Recovery Factor | 4.04 | -0.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-30 | -23.91 | 126 |
| 2024-10-01 | 2024-11-06 | -13.74 | 36 |
| 2024-07-16 | 2024-08-13 | -13.32 | 28 |
| 2024-11-08 | 2024-11-22 | -8.46 | 14 |
| 2024-09-20 | 2024-10-01 | -8.37 | 10 |
| 2024-05-27 | 2024-06-24 | -7.29 | 27 |
| 2024-11-25 | 2024-12-02 | -6.16 | 7 |
| 2024-12-04 | 2024-12-05 | -4.23 | 1 |
| 2024-12-06 | 2025-01-13 | -3.16 | 38 |
| 2024-08-14 | 2024-08-15 | -2.38 | 1 |
| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| Best Day | 25.45% | 25.67% |
| Worst Day | -7.88% | -15.5% |
| Best Week | 30.87% | 55.09% |
| Worst Week | -12.46% | -31.31% |
| Best Month | 43.72% | 63.13% |
| Worst Month | -14.29% | -35.19% |
| Best Year | 144.82% | 3.86% |
| Worst Year | -19.64% | -41.36% |
| Avg. Up Day | 2.71% | 2.75% |
| Avg. Down Day | -1.71% | -2.06% |
| Avg. Up Week | 11.1% | 14.51% |
| Avg. Down Week | -4.82% | -11.84% |
| Avg. Up Month | 26.31% | 31.74% |
| Avg. Down Month | -8.65% | -18.0% |
| Win Days % | 43.5% | 48.35% |
| Win Month % | 54.55% | 46.15% |
| Win Week % | 51.72% | 50.0% |
| Win Quarter % | 60.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |