| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -27.13% | -36.53% |
| Max Drawdown | -27.3% | -73.3% |
| Sharpe | -1.14 | 0.32 |
| Sortino | -1.39 | 0.48 |
| Payoff Ratio | 0.81 | 0.91 |
| Profit Factor | 0.59 | 1.05 |
| Common Sense Ratio | 0.0 | 1.17 |
| CPC Index | 0.18 | 0.46 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 89.54 | 1.85 |
| Outlier Loss Ratio | 4.26 | 2.31 |
| Volatility (ann.) | 23.15% | 129.57% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.93 | -0.47 |
| Skew | -2.5 | 0.18 |
| Kurtosis | 40.42 | 1.49 |
| Expected Daily % | -0.08% | -0.12% |
| Expected Monthly % | -2.41% | -3.44% |
| Expected Yearly % | -14.64% | -20.33% |
| Kelly Criterion | -40.58% | -9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -11.04% |
| Expected Shortfall (cVaR) | -2.07% | -11.04% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | -12.72 | -1.09 | - |
| 2025 | -43.18 | -16.51 | 0.38 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -3.93% | -19.36% |
| 3M | -7.06% | -43.96% |
| 6M | -14.79% | -61.53% |
| YTD | -16.51% | -43.18% |
| 1Y | -27.3% | -50.51% |
| 3Y (ann.) | -25.41% | -34.37% |
| 5Y (ann.) | -25.41% | -34.37% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -27.3% | -73.3% |
| Longest DD Days | 347.0 | 187.0 |
| Avg. Drawdown | -15.02% | -21.3% |
| Avg. Drawdown Days | 176.0 | 41.0 |
| Recovery Factor | -0.99 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-05-30 | -27.30 | 347 |
| 2024-05-25 | 2024-05-29 | -2.75 | 4 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 8.58% | 25.15% |
| Worst Day | -11.52% | -24.75% |
| Best Week | 9.41% | 69.98% |
| Worst Week | -12.64% | -33.07% |
| Best Month | 5.72% | 57.89% |
| Worst Month | -12.64% | -30.29% |
| Best Year | -12.72% | 11.72% |
| Worst Year | -16.51% | -43.18% |
| Avg. Up Day | 2.61% | 4.18% |
| Avg. Down Day | -3.24% | -4.58% |
| Avg. Up Week | 3.57% | 42.47% |
| Avg. Down Week | -7.45% | -12.05% |
| Avg. Up Month | 2.93% | 30.63% |
| Avg. Down Month | -6.19% | -20.05% |
| Win Days % | 37.21% | 47.97% |
| Win Month % | 36.36% | 46.15% |
| Win Week % | 47.06% | 44.83% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |