| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -26.02% | -36.53% |
| Max Drawdown | -26.5% | -73.3% |
| Sharpe | -1.03 | 0.32 |
| Sortino | -1.25 | 0.48 |
| Payoff Ratio | 0.8 | 0.88 |
| Profit Factor | 0.65 | 1.05 |
| Common Sense Ratio | 0.02 | 1.17 |
| CPC Index | 0.21 | 0.44 |
| Tail Ratio | 0.04 | 1.12 |
| Outlier Win Ratio | 75.82 | 1.92 |
| Outlier Loss Ratio | 4.37 | 2.43 |
| Volatility (ann.) | 24.16% | 129.57% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.92 | -0.47 |
| Skew | -2.53 | 0.18 |
| Kurtosis | 33.53 | 1.49 |
| Expected Daily % | -0.08% | -0.12% |
| Expected Monthly % | -2.29% | -3.44% |
| Expected Yearly % | -13.99% | -20.33% |
| Kelly Criterion | -33.58% | -11.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -11.04% |
| Expected Shortfall (cVaR) | -2.15% | -11.04% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | -9.24 | -0.79 | - |
| 2025 | -43.18 | -18.48 | 0.43 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -10.86% | -19.36% |
| 3M | -13.98% | -43.96% |
| 6M | -16.81% | -61.53% |
| YTD | -18.48% | -43.18% |
| 1Y | -26.5% | -50.51% |
| 3Y (ann.) | -24.36% | -34.37% |
| 5Y (ann.) | -24.36% | -34.37% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -26.5% | -73.3% |
| Longest DD Days | 347.0 | 187.0 |
| Avg. Drawdown | -14.42% | -21.3% |
| Avg. Drawdown Days | 176.0 | 41.0 |
| Recovery Factor | -0.98 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-05-30 | -26.50 | 347 |
| 2024-05-25 | 2024-05-29 | -2.33 | 4 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 8.77% | 25.15% |
| Worst Day | -11.52% | -24.75% |
| Best Week | 6.4% | 69.98% |
| Worst Week | -11.06% | -33.07% |
| Best Month | 6.63% | 57.89% |
| Worst Month | -10.86% | -30.29% |
| Best Year | -9.24% | 11.72% |
| Worst Year | -18.48% | -43.18% |
| Avg. Up Day | 2.54% | 4.16% |
| Avg. Down Day | -3.19% | -4.75% |
| Avg. Up Week | 2.18% | 32.24% |
| Avg. Down Week | -6.49% | -10.44% |
| Avg. Up Month | 3.37% | 30.63% |
| Avg. Down Month | -8.62% | -26.33% |
| Win Days % | 40.82% | 47.97% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 50.0% | 44.83% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |