| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 18.84% | 86.09% |
| Max Drawdown | -29.42% | -76.25% |
| Sharpe | 0.22 | 0.38 |
| Sortino | 0.34 | 0.58 |
| Payoff Ratio | 1.41 | 0.83 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.68 | 0.44 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 126.76 | 2.44 |
| Outlier Loss Ratio | 4.63 | 2.27 |
| Volatility (ann.) | 9.47% | 56.92% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.23 | 0.34 |
| Skew | 1.9 | 0.6 |
| Kurtosis | 129.9 | 6.1 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 1.9% |
| Expected Yearly % | 4.41% | 16.8% |
| Kelly Criterion | -0.48% | -11.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.84% |
| Expected Shortfall (cVaR) | -0.81% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | 0.25 | -0.02 | + |
| 2023 | 136.62 | 11.90 | 0.09 | - |
| 2024 | 43.49 | -14.22 | -0.33 | - |
| 2025 | -38.24 | 23.49 | -0.61 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 4.11% | -14.65% |
| 3M | 0.53% | -39.62% |
| 6M | 35.86% | -59.85% |
| YTD | 23.49% | -38.24% |
| 1Y | 33.23% | -47.6% |
| 3Y (ann.) | 6.67% | 26.17% |
| 5Y (ann.) | 6.67% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -29.42% | -76.25% |
| Longest DD Days | 406.0 | 394.0 |
| Avg. Drawdown | -5.56% | -14.82% |
| Avg. Drawdown Days | 68.0 | 30.0 |
| Recovery Factor | 0.64 | 1.13 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-02-14 | -29.42 | 406 |
| 2023-03-14 | 2023-12-08 | -12.50 | 268 |
| 2025-03-31 | 2025-05-30 | -8.00 | 60 |
| 2022-12-20 | 2023-02-15 | -5.34 | 57 |
| 2023-03-09 | 2023-03-10 | -2.77 | 0 |
| 2022-10-20 | 2022-10-26 | -2.11 | 5 |
| 2024-01-04 | 2024-01-04 | -1.60 | 0 |
| 2022-10-19 | 2022-10-20 | -1.57 | 0 |
| 2025-02-14 | 2025-02-14 | -1.15 | 0 |
| 2023-12-08 | 2024-01-04 | -1.10 | 26 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 9.01% | 25.67% |
| Worst Day | -8.88% | -18.45% |
| Best Week | 10.94% | 67.15% |
| Worst Week | -9.91% | -31.31% |
| Best Month | 12.32% | 168.27% |
| Worst Month | -10.08% | -35.69% |
| Best Year | 23.49% | 136.62% |
| Worst Year | -14.22% | -38.24% |
| Avg. Up Day | 1.69% | 2.09% |
| Avg. Down Day | -1.2% | -2.5% |
| Avg. Up Week | 4.53% | 15.6% |
| Avg. Down Week | -2.73% | -10.66% |
| Avg. Up Month | 5.16% | 48.8% |
| Avg. Down Month | -4.24% | -21.44% |
| Win Days % | 41.2% | 49.21% |
| Win Month % | 50.0% | 45.45% |
| Win Week % | 46.94% | 45.77% |
| Win Quarter % | 54.55% | 33.33% |
| Win Year % | 75.0% | 50.0% |