| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 24.39% | 86.34% |
| Max Drawdown | -27.09% | -76.25% |
| Sharpe | 0.23 | 0.38 |
| Sortino | 0.38 | 0.58 |
| Payoff Ratio | 1.43 | 1.24 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | NaN | 1.14 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 101.08 | 2.55 |
| Outlier Loss Ratio | 3.68 | 2.37 |
| Volatility (ann.) | 12.45% | 57.02% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.32 | 0.35 |
| Skew | 7.19 | 0.6 |
| Kurtosis | 233.41 | 6.07 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 1.96% |
| Expected Yearly % | 5.61% | 16.84% |
| Kelly Criterion | 0.76% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.85% |
| Expected Shortfall (cVaR) | -1.06% | -4.85% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.14 | 2.94 | -0.26 | + |
| 2023 | 136.62 | 16.70 | 0.12 | - |
| 2024 | 43.49 | 9.75 | 0.22 | - |
| 2025 | -38.24 | -5.65 | 0.15 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -3.05% | -14.65% |
| 3M | -3.45% | -39.62% |
| 6M | -3.71% | -59.85% |
| YTD | -5.65% | -38.24% |
| 1Y | -19.5% | -47.6% |
| 3Y (ann.) | 8.54% | 26.33% |
| 5Y (ann.) | 8.54% | 26.33% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -27.09% | -76.25% |
| Longest DD Days | 403.0 | 394.0 |
| Avg. Drawdown | -5.6% | -13.34% |
| Avg. Drawdown Days | 72.0 | 26.0 |
| Recovery Factor | 0.9 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2025-05-30 | -27.09 | 403 |
| 2023-02-01 | 2023-12-25 | -16.81 | 327 |
| 2024-03-13 | 2024-03-19 | -9.03 | 6 |
| 2023-12-26 | 2024-02-28 | -6.66 | 64 |
| 2022-10-02 | 2022-10-23 | -2.12 | 21 |
| 2024-03-13 | 2024-03-13 | -1.71 | 0 |
| 2024-04-21 | 2024-04-22 | -1.47 | 0 |
| 2022-12-23 | 2023-01-20 | -0.84 | 28 |
| 2023-01-21 | 2023-01-31 | -0.55 | 10 |
| 2022-10-01 | 2022-10-01 | -0.52 | 0 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 18.45% | 25.67% |
| Worst Day | -7.88% | -18.45% |
| Best Week | 14.29% | 67.15% |
| Worst Week | -9.35% | -31.31% |
| Best Month | 22.46% | 168.27% |
| Worst Month | -7.77% | -35.69% |
| Best Year | 16.7% | 136.62% |
| Worst Year | -5.65% | -38.24% |
| Avg. Up Day | 2.15% | 2.67% |
| Avg. Down Day | -1.51% | -2.15% |
| Avg. Up Week | 5.08% | 19.18% |
| Avg. Down Week | -2.79% | -5.17% |
| Avg. Up Month | 8.22% | 60.49% |
| Avg. Down Month | -4.57% | -15.52% |
| Win Days % | 41.63% | 49.2% |
| Win Month % | 48.0% | 46.88% |
| Win Week % | 47.37% | 46.1% |
| Win Quarter % | 36.36% | 36.36% |
| Win Year % | 75.0% | 50.0% |