| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 42.17% | -35.85% |
| Max Drawdown | -13.34% | -73.3% |
| Sharpe | 0.68 | 0.15 |
| Sortino | 1.28 | 0.22 |
| Payoff Ratio | 1.53 | 0.96 |
| Profit Factor | 1.53 | 1.02 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.06 | 0.48 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 79.12 | 2.38 |
| Outlier Loss Ratio | 4.72 | 2.19 |
| Volatility (ann.) | 13.31% | 63.17% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.89 | -0.46 |
| Skew | 6.55 | 0.47 |
| Kurtosis | 132.59 | 4.15 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.74% | -3.36% |
| Expected Yearly % | 19.24% | -19.91% |
| Kelly Criterion | 9.47% | -5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -5.41% |
| Expected Shortfall (cVaR) | -1.12% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 15.56 | 4.03 | + |
| 2025 | -38.24 | 23.04 | -0.60 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 2.3% | -14.65% |
| 3M | -0.21% | -39.62% |
| 6M | 27.81% | -59.85% |
| YTD | 23.04% | -38.24% |
| 1Y | 45.02% | -47.6% |
| 3Y (ann.) | 38.54% | -33.72% |
| 5Y (ann.) | 38.54% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -13.34% | -73.3% |
| Longest DD Days | 118.0 | 187.0 |
| Avg. Drawdown | -4.23% | -12.56% |
| Avg. Drawdown Days | 34.0 | 19.0 |
| Recovery Factor | 3.16 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2024-11-06 | -13.34 | 118 |
| 2024-12-21 | 2025-02-08 | -12.22 | 49 |
| 2025-02-14 | 2025-05-06 | -7.56 | 81 |
| 2024-05-13 | 2024-07-10 | -7.36 | 57 |
| 2025-05-07 | 2025-05-30 | -2.59 | 22 |
| 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 |
| 2024-05-13 | 2024-05-13 | -0.18 | 0 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 13.44% | 25.67% |
| Worst Day | -7.1% | -15.5% |
| Best Week | 18.98% | 55.09% |
| Worst Week | -4.81% | -31.31% |
| Best Month | 18.98% | 63.13% |
| Worst Month | -7.32% | -35.19% |
| Best Year | 23.04% | 3.86% |
| Worst Year | 15.56% | -38.24% |
| Avg. Up Day | 2.03% | 2.48% |
| Avg. Down Day | -1.33% | -2.58% |
| Avg. Up Week | 5.23% | 14.44% |
| Avg. Down Week | -2.48% | -12.94% |
| Avg. Up Month | 10.11% | 47.32% |
| Avg. Down Month | -3.72% | -26.51% |
| Win Days % | 45.24% | 48.38% |
| Win Month % | 66.67% | 46.15% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |