| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 155.44% | 86.09% |
| Max Drawdown | -25.06% | -76.25% |
| Sharpe | 0.59 | 0.38 |
| Sortino | 0.98 | 0.58 |
| Payoff Ratio | 1.34 | 1.03 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 2.29 | 1.15 |
| CPC Index | 0.83 | 0.54 |
| Tail Ratio | 1.74 | 1.08 |
| Outlier Win Ratio | 49.04 | 2.91 |
| Outlier Loss Ratio | 3.84 | 2.67 |
| Volatility (ann.) | 17.4% | 56.92% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.68 | 0.34 |
| Skew | 3.03 | 0.6 |
| Kurtosis | 64.82 | 6.1 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.88% | 1.9% |
| Expected Yearly % | 26.42% | 16.8% |
| Kelly Criterion | 7.4% | -0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -4.84% |
| Expected Shortfall (cVaR) | -1.47% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | 5.02 | -0.45 | + |
| 2023 | 136.62 | 61.94 | 0.45 | - |
| 2024 | 43.49 | 5.36 | 0.12 | - |
| 2025 | -38.24 | 42.56 | -1.11 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 8.17% | -14.65% |
| 3M | 2.99% | -39.62% |
| 6M | 26.43% | -59.85% |
| YTD | 42.56% | -38.24% |
| 1Y | 33.52% | -47.6% |
| 3Y (ann.) | 42.06% | 26.17% |
| 5Y (ann.) | 42.06% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -25.06% | -76.25% |
| Longest DD Days | 158.0 | 394.0 |
| Avg. Drawdown | -5.47% | -14.82% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 6.2 | 1.13 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-01-15 | -25.06 | 25 |
| 2023-12-10 | 2024-05-16 | -21.11 | 158 |
| 2025-02-14 | 2025-05-30 | -19.11 | 104 |
| 2024-07-10 | 2024-11-06 | -19.10 | 119 |
| 2024-06-07 | 2024-07-10 | -9.37 | 32 |
| 2023-03-13 | 2023-04-11 | -8.96 | 29 |
| 2023-05-15 | 2023-06-16 | -6.59 | 32 |
| 2023-07-18 | 2023-10-22 | -6.16 | 96 |
| 2023-03-11 | 2023-03-12 | -5.94 | 1 |
| 2023-01-05 | 2023-02-15 | -5.88 | 41 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.64% | 25.67% |
| Worst Day | -8.71% | -18.45% |
| Best Week | 28.14% | 67.15% |
| Worst Week | -18.16% | -31.31% |
| Best Month | 32.65% | 168.27% |
| Worst Month | -14.33% | -35.69% |
| Best Year | 61.94% | 136.62% |
| Worst Year | 5.02% | -38.24% |
| Avg. Up Day | 2.06% | 2.23% |
| Avg. Down Day | -1.54% | -2.16% |
| Avg. Up Week | 8.36% | 17.07% |
| Avg. Down Week | -4.2% | -12.0% |
| Avg. Up Month | 11.1% | 45.84% |
| Avg. Down Month | -5.42% | -24.67% |
| Win Days % | 47.01% | 49.21% |
| Win Month % | 58.62% | 45.45% |
| Win Week % | 55.56% | 45.77% |
| Win Quarter % | 90.91% | 33.33% |
| Win Year % | 100.0% | 50.0% |