| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.88% | 86.34% |
| Max Drawdown | -32.88% | -76.25% |
| Sharpe | -0.05 | 0.38 |
| Sortino | -0.08 | 0.58 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 0.96 | 1.06 |
| Common Sense Ratio | NaN | 1.14 |
| CPC Index | 0.48 | 0.63 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 166.51 | 2.35 |
| Outlier Loss Ratio | 4.0 | 2.19 |
| Volatility (ann.) | 8.87% | 57.02% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.1 | 0.35 |
| Skew | 0.75 | 0.6 |
| Kurtosis | 181.43 | 6.07 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.29% | 1.96% |
| Expected Yearly % | -2.3% | 16.84% |
| Kelly Criterion | -9.3% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -4.85% |
| Expected Shortfall (cVaR) | -0.76% | -4.85% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.14 | 0.76 | -0.07 | + |
| 2023 | 136.62 | 21.10 | 0.15 | - |
| 2024 | 43.49 | -22.60 | -0.52 | - |
| 2025 | -38.24 | -3.51 | 0.09 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -0.85% | -14.65% |
| 3M | -4.75% | -39.62% |
| 6M | -3.14% | -59.85% |
| YTD | -3.51% | -38.24% |
| 1Y | -30.69% | -47.6% |
| 3Y (ann.) | -3.43% | 26.33% |
| 5Y (ann.) | -3.43% | 26.33% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -32.88% | -76.25% |
| Longest DD Days | 443.0 | 394.0 |
| Avg. Drawdown | -6.07% | -13.34% |
| Avg. Drawdown Days | 106.0 | 26.0 |
| Recovery Factor | -0.27 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-13 | 2025-05-30 | -32.88 | 443 |
| 2023-02-01 | 2023-12-26 | -12.55 | 328 |
| 2023-12-27 | 2024-02-28 | -4.55 | 63 |
| 2022-10-23 | 2022-12-23 | -2.29 | 60 |
| 2023-01-21 | 2023-01-31 | -0.91 | 10 |
| 2022-10-01 | 2022-10-01 | -0.52 | 0 |
| 2022-10-02 | 2022-10-23 | -0.52 | 21 |
| 2022-12-23 | 2023-01-20 | -0.26 | 28 |
| 2024-03-12 | 2024-03-12 | -0.18 | 0 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 10.9% | 25.67% |
| Worst Day | -7.88% | -18.45% |
| Best Week | 13.15% | 67.15% |
| Worst Week | -13.73% | -31.31% |
| Best Month | 21.72% | 168.27% |
| Worst Month | -11.59% | -35.69% |
| Best Year | 21.1% | 136.62% |
| Worst Year | -22.6% | -38.24% |
| Avg. Up Day | 1.86% | 2.66% |
| Avg. Down Day | -1.36% | -2.21% |
| Avg. Up Week | 3.58% | 17.81% |
| Avg. Down Week | -3.15% | -5.18% |
| Avg. Up Month | 8.18% | 59.97% |
| Avg. Down Month | -3.66% | -13.71% |
| Win Days % | 36.78% | 49.2% |
| Win Month % | 36.0% | 46.88% |
| Win Week % | 48.65% | 46.1% |
| Win Quarter % | 45.45% | 36.36% |
| Win Year % | 50.0% | 50.0% |