| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -20.83% | -36.53% |
| Max Drawdown | -23.44% | -73.3% |
| Sharpe | -0.93 | 0.32 |
| Sortino | -1.18 | 0.48 |
| Payoff Ratio | 0.92 | 0.97 |
| Profit Factor | 0.65 | 1.05 |
| Common Sense Ratio | 0.0 | 1.17 |
| CPC Index | 0.21 | 0.49 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 91.94 | 1.85 |
| Outlier Loss Ratio | 4.69 | 2.31 |
| Volatility (ann.) | 20.86% | 129.57% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.83 | -0.47 |
| Skew | -1.21 | 0.18 |
| Kurtosis | 31.75 | 1.49 |
| Expected Daily % | -0.06% | -0.12% |
| Expected Monthly % | -1.78% | -3.44% |
| Expected Yearly % | -11.02% | -20.33% |
| Kelly Criterion | -35.52% | -5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -11.04% |
| Expected Shortfall (cVaR) | -1.85% | -11.04% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | -15.35 | -1.31 | - |
| 2025 | -43.18 | -6.48 | 0.15 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -3.9% | -19.36% |
| 3M | -4.29% | -43.96% |
| 6M | -4.55% | -61.53% |
| YTD | -6.48% | -43.18% |
| 1Y | -20.21% | -50.51% |
| 3Y (ann.) | -19.46% | -34.37% |
| 5Y (ann.) | -19.46% | -34.37% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -23.44% | -73.3% |
| Longest DD Days | 370.0 | 187.0 |
| Avg. Drawdown | -23.44% | -21.3% |
| Avg. Drawdown Days | 370.0 | 41.0 |
| Recovery Factor | -0.89 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2025-05-30 | -23.44 | 370 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 7.91% | 25.15% |
| Worst Day | -7.82% | -24.75% |
| Best Week | 8.35% | 69.98% |
| Worst Week | -8.93% | -33.07% |
| Best Month | 2.07% | 57.89% |
| Worst Month | -7.77% | -30.29% |
| Best Year | -6.48% | 11.72% |
| Worst Year | -15.35% | -43.18% |
| Avg. Up Day | 2.86% | 4.72% |
| Avg. Down Day | -3.11% | -4.85% |
| Avg. Up Week | 4.18% | 33.31% |
| Avg. Down Week | -4.51% | -10.83% |
| Avg. Up Month | 1.94% | 37.11% |
| Avg. Down Month | -4.1% | -20.05% |
| Win Days % | 35.0% | 47.97% |
| Win Month % | 27.27% | 46.15% |
| Win Week % | 31.25% | 44.83% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |