| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -18.09% | -36.53% |
| Max Drawdown | -19.8% | -73.3% |
| Sharpe | -0.61 | 0.32 |
| Sortino | -0.77 | 0.48 |
| Payoff Ratio | 0.88 | 0.86 |
| Profit Factor | 0.78 | 1.05 |
| Common Sense Ratio | 0.42 | 1.17 |
| CPC Index | 0.29 | 0.43 |
| Tail Ratio | 0.55 | 1.12 |
| Outlier Win Ratio | 70.81 | 2.07 |
| Outlier Loss Ratio | 4.38 | 2.43 |
| Volatility (ann.) | 24.99% | 129.57% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.85 | -0.47 |
| Skew | -1.96 | 0.18 |
| Kurtosis | 30.72 | 1.49 |
| Expected Daily % | -0.05% | -0.12% |
| Expected Monthly % | -1.52% | -3.44% |
| Expected Yearly % | -9.5% | -20.33% |
| Kelly Criterion | -22.39% | -12.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -11.04% |
| Expected Shortfall (cVaR) | -2.19% | -11.04% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | -7.73 | -0.66 | - |
| 2025 | -43.18 | -11.23 | 0.26 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -2.93% | -19.36% |
| 3M | -6.33% | -43.96% |
| 6M | -9.4% | -61.53% |
| YTD | -11.23% | -43.18% |
| 1Y | -18.63% | -50.51% |
| 3Y (ann.) | -16.88% | -34.37% |
| 5Y (ann.) | -16.88% | -34.37% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -19.8% | -73.3% |
| Longest DD Days | 347.0 | 187.0 |
| Avg. Drawdown | -11.06% | -21.3% |
| Avg. Drawdown Days | 176.0 | 41.0 |
| Recovery Factor | -0.91 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-05-30 | -19.80 | 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 | 7.93% | 69.98% |
| Worst Week | -11.06% | -33.07% |
| Best Month | 8.41% | 57.89% |
| Worst Month | -9.23% | -30.29% |
| Best Year | -7.73% | 11.72% |
| Worst Year | -11.23% | -43.18% |
| Avg. Up Day | 2.79% | 4.09% |
| Avg. Down Day | -3.19% | -4.75% |
| Avg. Up Week | 2.46% | 32.24% |
| Avg. Down Week | -7.6% | -12.05% |
| Avg. Up Month | 3.97% | 30.63% |
| Avg. Down Month | -5.98% | -26.33% |
| Win Days % | 42.86% | 47.97% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 55.56% | 44.83% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |