| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 61.13% | -35.85% |
| Max Drawdown | -25.06% | -73.3% |
| Sharpe | 0.64 | 0.15 |
| Sortino | 1.1 | 0.22 |
| Payoff Ratio | 1.24 | 0.99 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 4.55 | 1.06 |
| CPC Index | 0.8 | 0.49 |
| Tail Ratio | 3.44 | 1.04 |
| Outlier Win Ratio | 42.58 | 2.73 |
| Outlier Loss Ratio | 4.03 | 2.67 |
| Volatility (ann.) | 20.38% | 63.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.22 | -0.46 |
| Skew | 3.45 | 0.47 |
| Kurtosis | 53.58 | 4.15 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.74% | -3.36% |
| Expected Yearly % | 26.94% | -19.91% |
| Kelly Criterion | 6.99% | -3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -5.41% |
| Expected Shortfall (cVaR) | -1.72% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 13.02 | 3.37 | + |
| 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.) | 55.57% | -33.72% |
| 5Y (ann.) | 55.57% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -25.06% | -73.3% |
| Longest DD Days | 119.0 | 187.0 |
| Avg. Drawdown | -6.93% | -12.56% |
| Avg. Drawdown Days | 29.0 | 19.0 |
| Recovery Factor | 2.44 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-01-15 | -25.06 | 25 |
| 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 |
| 2024-05-13 | 2024-05-15 | -5.97 | 2 |
| 2025-01-16 | 2025-02-08 | -1.17 | 23 |
| 2025-02-14 | 2025-02-14 | -1.15 | 0 |
| 2025-02-13 | 2025-02-14 | -0.98 | 0 |
| 2025-02-09 | 2025-02-09 | -0.66 | 0 |
| 2024-11-07 | 2024-12-20 | -0.27 | 42 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.64% | 25.67% |
| Worst Day | -8.22% | -15.5% |
| Best Week | 28.14% | 55.09% |
| Worst Week | -18.16% | -31.31% |
| Best Month | 32.65% | 63.13% |
| Worst Month | -14.33% | -35.19% |
| Best Year | 42.56% | 3.86% |
| Worst Year | 13.02% | -38.24% |
| Avg. Up Day | 2.16% | 2.39% |
| Avg. Down Day | -1.74% | -2.41% |
| Avg. Up Week | 11.35% | 15.09% |
| Avg. Down Week | -5.33% | -13.03% |
| Avg. Up Month | 14.72% | 40.74% |
| Avg. Down Month | -7.09% | -23.41% |
| Win Days % | 48.44% | 48.38% |
| Win Month % | 53.85% | 46.15% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 100.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |