| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 67.73% | 86.09% |
| Max Drawdown | -26.68% | -76.25% |
| Sharpe | 0.44 | 0.38 |
| Sortino | 0.74 | 0.58 |
| Payoff Ratio | 1.36 | 0.92 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | NaN | 1.15 |
| CPC Index | 0.8 | 0.48 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 79.34 | 2.65 |
| Outlier Loss Ratio | 4.18 | 2.43 |
| Volatility (ann.) | 12.69% | 56.92% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.8 | 0.34 |
| Skew | 4.18 | 0.6 |
| Kurtosis | 110.54 | 6.1 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.58% | 1.9% |
| Expected Yearly % | 13.8% | 16.8% |
| Kelly Criterion | 5.14% | -6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.84% |
| Expected Shortfall (cVaR) | -1.08% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | 2.53 | -0.22 | + |
| 2023 | 136.62 | 32.03 | 0.23 | - |
| 2024 | 43.49 | -1.88 | -0.04 | - |
| 2025 | -38.24 | 26.28 | -0.69 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | -0.53% | -14.65% |
| 3M | 2.29% | -39.62% |
| 6M | 15.87% | -59.85% |
| YTD | 26.28% | -38.24% |
| 1Y | 52.43% | -47.6% |
| 3Y (ann.) | 21.36% | 26.17% |
| 5Y (ann.) | 21.36% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -26.68% | -76.25% |
| Longest DD Days | 306.0 | 394.0 |
| Avg. Drawdown | -5.65% | -14.82% |
| Avg. Drawdown Days | 48.0 | 30.0 |
| Recovery Factor | 2.54 | 1.13 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2024-11-06 | -26.68 | 306 |
| 2024-12-21 | 2025-02-14 | -22.47 | 55 |
| 2023-03-11 | 2023-10-23 | -13.03 | 226 |
| 2025-05-03 | 2025-05-30 | -9.17 | 27 |
| 2025-02-14 | 2025-05-02 | -7.31 | 77 |
| 2023-02-09 | 2023-02-15 | -5.22 | 6 |
| 2023-10-24 | 2023-12-08 | -3.27 | 45 |
| 2022-10-27 | 2023-01-04 | -2.98 | 68 |
| 2023-03-09 | 2023-03-10 | -2.77 | 0 |
| 2022-10-20 | 2022-10-26 | -2.11 | 5 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.64% | 25.67% |
| Worst Day | -8.71% | -18.45% |
| Best Week | 19.15% | 67.15% |
| Worst Week | -15.32% | -31.31% |
| Best Month | 20.08% | 168.27% |
| Worst Month | -11.0% | -35.69% |
| Best Year | 32.03% | 136.62% |
| Worst Year | -1.88% | -38.24% |
| Avg. Up Day | 1.84% | 2.11% |
| Avg. Down Day | -1.35% | -2.3% |
| Avg. Up Week | 7.97% | 16.49% |
| Avg. Down Week | -3.44% | -11.04% |
| Avg. Up Month | 9.41% | 47.35% |
| Avg. Down Month | -3.72% | -20.69% |
| Win Days % | 45.26% | 49.21% |
| Win Month % | 44.83% | 45.45% |
| Win Week % | 47.06% | 45.77% |
| Win Quarter % | 63.64% | 33.33% |
| Win Year % | 75.0% | 50.0% |