| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -17.21% | -35.85% |
| Max Drawdown | -21.92% | -73.3% |
| Sharpe | -0.21 | 0.15 |
| Sortino | -0.31 | 0.22 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 0.9 | 1.02 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 0.0 | 1.04 |
| Outlier Win Ratio | 70.6 | 2.41 |
| Outlier Loss Ratio | 3.82 | 2.6 |
| Volatility (ann.) | 15.21% | 63.17% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.73 | -0.46 |
| Skew | 1.54 | 0.47 |
| Kurtosis | 54.39 | 4.15 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.44% | -3.36% |
| Expected Yearly % | -9.01% | -19.91% |
| Kelly Criterion | -9.02% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -5.41% |
| Expected Shortfall (cVaR) | -1.32% | -5.41% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | -7.73 | -2.00 | - |
| 2025 | -38.24 | -10.28 | 0.27 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -1.89% | -14.65% |
| 3M | -5.33% | -39.62% |
| 6M | -8.43% | -59.85% |
| YTD | -10.28% | -38.24% |
| 1Y | -17.76% | -47.6% |
| 3Y (ann.) | -16.06% | -33.72% |
| 5Y (ann.) | -16.06% | -33.72% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -21.92% | -73.3% |
| Longest DD Days | 347.0 | 187.0 |
| Avg. Drawdown | -8.15% | -12.56% |
| Avg. Drawdown Days | 117.0 | 19.0 |
| Recovery Factor | -0.79 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-05-30 | -21.92 | 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 | 8.41% | 63.13% |
| Worst Month | -7.84% | -35.19% |
| Best Year | -7.73% | 3.86% |
| Worst Year | -10.28% | -38.24% |
| Avg. Up Day | 2.11% | 2.51% |
| Avg. Down Day | -1.72% | -2.09% |
| Avg. Up Week | 2.17% | 26.03% |
| Avg. Down Week | -5.22% | -7.51% |
| Avg. Up Month | 3.37% | 25.77% |
| Avg. Down Month | -5.86% | -15.64% |
| Win Days % | 40.0% | 48.38% |
| Win Month % | 45.45% | 46.15% |
| Win Week % | 58.82% | 50.0% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 0.0% | 50.0% |