| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 61.13% | -36.53% |
| Max Drawdown | -24.92% | -73.3% |
| Sharpe | 1.13 | 0.32 |
| Sortino | 2.42 | 0.48 |
| Payoff Ratio | 1.71 | 1.19 |
| Profit Factor | 1.56 | 1.05 |
| Common Sense Ratio | 1.23 | 1.17 |
| CPC Index | 1.27 | 0.6 |
| Tail Ratio | 0.79 | 1.12 |
| Outlier Win Ratio | 34.28 | 2.98 |
| Outlier Loss Ratio | 4.05 | 2.39 |
| Volatility (ann.) | 49.24% | 129.57% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.23 | -0.47 |
| Skew | 4.44 | 0.18 |
| Kurtosis | 37.14 | 1.49 |
| Expected Daily % | 0.12% | -0.12% |
| Expected Monthly % | 3.74% | -3.44% |
| Expected Yearly % | 26.94% | -20.33% |
| Kelly Criterion | 16.41% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -11.04% |
| Expected Shortfall (cVaR) | -4.09% | -11.04% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | 13.02 | 1.11 | + |
| 2025 | -43.18 | 42.56 | -0.99 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 8.17% | -19.36% |
| 3M | 2.99% | -43.96% |
| 6M | 26.43% | -61.53% |
| YTD | 42.56% | -43.18% |
| 1Y | 33.52% | -50.51% |
| 3Y (ann.) | 55.57% | -34.37% |
| 5Y (ann.) | 55.57% | -34.37% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -24.92% | -73.3% |
| Longest DD Days | 119.0 | 187.0 |
| Avg. Drawdown | -12.49% | -21.3% |
| Avg. Drawdown Days | 58.0 | 41.0 |
| Recovery Factor | 2.45 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-22 | 2025-02-09 | -24.92 | 49 |
| 2025-02-16 | 2025-05-30 | -17.80 | 103 |
| 2024-07-11 | 2024-11-07 | -17.68 | 119 |
| 2024-06-08 | 2024-07-10 | -9.21 | 32 |
| 2024-05-13 | 2024-05-16 | -5.28 | 3 |
| 2024-11-09 | 2024-12-21 | -0.06 | 42 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 24.49% | 25.15% |
| Worst Day | -12.02% | -24.75% |
| Best Week | 30.17% | 69.98% |
| Worst Week | -12.38% | -33.07% |
| Best Month | 32.65% | 57.89% |
| Worst Month | -14.33% | -30.29% |
| Best Year | 42.56% | 11.72% |
| Worst Year | 13.02% | -43.18% |
| Avg. Up Day | 5.39% | 6.09% |
| Avg. Down Day | -3.15% | -5.12% |
| Avg. Up Week | 14.45% | 15.53% |
| Avg. Down Week | -5.49% | -11.24% |
| Avg. Up Month | 13.19% | 37.45% |
| Avg. Down Month | -11.62% | -20.42% |
| Win Days % | 47.22% | 47.97% |
| Win Month % | 61.54% | 46.15% |
| Win Week % | 50.0% | 44.83% |
| Win Quarter % | 100.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |