| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -25.23% | -35.85% |
| Max Drawdown | -26.5% | -73.3% |
| Sharpe | -0.39 | 0.15 |
| Sortino | -0.55 | 0.22 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 0.82 | 1.02 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.37 | 0.57 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 76.2 | 2.39 |
| Outlier Loss Ratio | 3.81 | 2.6 |
| Volatility (ann.) | 14.61% | 63.17% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.89 | -0.46 |
| Skew | 0.82 | 0.47 |
| Kurtosis | 53.69 | 4.15 |
| Expected Daily % | -0.02% | -0.03% |
| Expected Monthly % | -2.21% | -3.36% |
| Expected Yearly % | -13.53% | -19.91% |
| Kelly Criterion | -13.29% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -5.41% |
| Expected Shortfall (cVaR) | -1.27% | -5.41% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | -9.24 | -2.39 | - |
| 2025 | -38.24 | -17.61 | 0.46 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -9.91% | -14.65% |
| 3M | -13.06% | -39.62% |
| 6M | -15.92% | -59.85% |
| YTD | -17.61% | -38.24% |
| 1Y | -25.72% | -47.6% |
| 3Y (ann.) | -23.61% | -33.72% |
| 5Y (ann.) | -23.61% | -33.72% |
| 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 | -9.67% | -12.56% |
| Avg. Drawdown Days | 117.0 | 19.0 |
| Recovery Factor | -0.95 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-05-30 | -26.50 | 347 |
| 2024-05-25 | 2024-05-29 | -2.34 | 3 |
| 2024-05-25 | 2024-05-25 | -0.18 | 0 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 9.44% | 25.67% |
| Worst Day | -7.71% | -15.5% |
| Best Week | 6.4% | 55.09% |
| Worst Week | -10.95% | -31.31% |
| Best Month | 6.63% | 63.13% |
| Worst Month | -9.91% | -35.19% |
| Best Year | -9.24% | 3.86% |
| Worst Year | -17.61% | -38.24% |
| Avg. Up Day | 2.0% | 2.41% |
| Avg. Down Day | -1.72% | -2.09% |
| Avg. Up Week | 1.93% | 26.03% |
| Avg. Down Week | -5.48% | -7.93% |
| Avg. Up Month | 2.93% | 25.77% |
| Avg. Down Month | -7.86% | -15.64% |
| Win Days % | 39.19% | 48.38% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 52.94% | 50.0% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 0.0% | 50.0% |