| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -31.32% | -35.85% |
| Max Drawdown | -31.9% | -73.3% |
| Sharpe | -0.91 | 0.15 |
| Sortino | -1.04 | 0.22 |
| Payoff Ratio | 0.9 | 1.07 |
| Profit Factor | 0.52 | 1.02 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.15 | 0.53 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 207.47 | 2.12 |
| Outlier Loss Ratio | 3.52 | 2.16 |
| Volatility (ann.) | 9.12% | 63.17% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.92 | -0.46 |
| Skew | -6.82 | 0.47 |
| Kurtosis | 110.46 | 4.15 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -2.85% | -3.36% |
| Expected Yearly % | -17.12% | -19.91% |
| Kelly Criterion | -43.05% | 0.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -5.41% |
| Expected Shortfall (cVaR) | -0.81% | -5.41% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | -28.81 | -7.46 | - |
| 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.) | -29.39% | -33.72% |
| 5Y (ann.) | -29.39% | -33.72% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -31.9% | -73.3% |
| Longest DD Days | 369.0 | 187.0 |
| Avg. Drawdown | -16.04% | -12.56% |
| Avg. Drawdown Days | 184.0 | 19.0 |
| Recovery Factor | -0.98 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2025-05-30 | -31.90 | 369 |
| 2024-05-25 | 2024-05-25 | -0.18 | 0 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 3.89% | 25.67% |
| Worst Day | -7.71% | -15.5% |
| Best Week | 1.13% | 55.09% |
| Worst Week | -13.73% | -31.31% |
| Best Month | 0.79% | 63.13% |
| Worst Month | -11.59% | -35.19% |
| Best Year | -3.51% | 3.86% |
| Worst Year | -28.81% | -38.24% |
| Avg. Up Day | 1.52% | 2.53% |
| Avg. Down Day | -1.68% | -2.36% |
| Avg. Up Week | 0.55% | 23.22% |
| Avg. Down Week | -4.52% | -7.15% |
| Avg. Up Month | 0.79% | 18.61% |
| Avg. Down Month | -6.16% | -15.17% |
| Win Days % | 32.05% | 48.38% |
| Win Month % | 27.27% | 46.15% |
| Win Week % | 43.75% | 50.0% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 0.0% | 50.0% |