| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 647.1% | 75.67% |
| Max Drawdown | -23.91% | -76.25% |
| Sharpe | 0.9 | 0.38 |
| Sortino | 1.83 | 0.57 |
| Payoff Ratio | 1.63 | 1.42 |
| Profit Factor | 1.49 | 1.06 |
| Common Sense Ratio | 2.4 | 1.13 |
| CPC Index | 1.09 | 0.74 |
| Tail Ratio | 1.62 | 1.07 |
| Outlier Win Ratio | 34.22 | 3.19 |
| Outlier Loss Ratio | 4.05 | 2.89 |
| Volatility (ann.) | 24.17% | 57.12% |
| R^2 | 0.18 | 0.18 |
| Calmar | 4.74 | 0.31 |
| Skew | 6.8 | 0.6 |
| Kurtosis | 113.93 | 6.04 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.49% | 1.78% |
| Expected Yearly % | 65.33% | 15.13% |
| Kelly Criterion | 11.14% | 13.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.86% |
| Expected Shortfall (cVaR) | -2.02% | -4.86% |
| Year | 15810122:FTMUSD | 15810122:ftmusd:triple_med_gx:zlema275_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.77 | 6.35 | -0.54 | + |
| 2023 | 136.62 | 97.60 | 0.71 | - |
| 2024 | 43.49 | 342.43 | 7.87 | + |
| 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.) | 113.3% | 23.64% |
| 5Y (ann.) | 113.3% | 23.64% |
| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| Max Drawdown | -23.91% | -76.25% |
| Longest DD Days | 272.0 | 394.0 |
| Avg. Drawdown | -5.61% | -14.02% |
| Avg. Drawdown Days | 19.0 | 28.0 |
| Recovery Factor | 27.06 | 0.99 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-30 | -23.91 | 126 |
| 2023-03-23 | 2023-12-21 | -21.50 | 272 |
| 2024-03-16 | 2024-03-19 | -16.88 | 3 |
| 2024-03-19 | 2024-06-24 | -14.68 | 97 |
| 2024-10-01 | 2024-11-06 | -13.74 | 36 |
| 2024-07-16 | 2024-08-13 | -13.32 | 28 |
| 2023-01-22 | 2023-01-26 | -12.35 | 3 |
| 2023-12-26 | 2024-03-02 | -11.64 | 67 |
| 2022-11-01 | 2023-01-20 | -10.21 | 80 |
| 2024-11-08 | 2024-11-22 | -8.46 | 14 |
| Metric | 15810122:ftmusd:triple_med_gx:zlema275_100 | 15810122:FTMUSD |
|---|---|---|
| Best Day | 25.45% | 25.67% |
| Worst Day | -9.54% | -18.45% |
| Best Week | 34.35% | 67.15% |
| Worst Week | -12.46% | -31.31% |
| Best Month | 75.13% | 168.27% |
| Worst Month | -14.29% | -35.69% |
| Best Year | 342.43% | 136.62% |
| Worst Year | -19.64% | -41.36% |
| Avg. Up Day | 2.56% | 2.59% |
| Avg. Down Day | -1.57% | -1.82% |
| Avg. Up Week | 11.61% | 18.86% |
| Avg. Down Week | -3.26% | -8.97% |
| Avg. Up Month | 27.9% | 58.47% |
| Avg. Down Month | -5.15% | -14.92% |
| Win Days % | 44.95% | 49.14% |
| Win Month % | 57.14% | 46.88% |
| Win Week % | 54.41% | 46.1% |
| Win Quarter % | 63.64% | 36.36% |
| Win Year % | 75.0% | 50.0% |