| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 41.32% | -35.85% |
| Max Drawdown | -25.06% | -73.3% |
| Sharpe | 0.53 | 0.15 |
| Sortino | 0.92 | 0.22 |
| Payoff Ratio | 1.21 | 0.92 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.76 | 0.45 |
| Tail Ratio | 0.95 | 1.04 |
| Outlier Win Ratio | 52.93 | 2.55 |
| Outlier Loss Ratio | 4.11 | 2.6 |
| Volatility (ann.) | 17.99% | 63.17% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.51 | -0.46 |
| Skew | 4.38 | 0.47 |
| Kurtosis | 76.91 | 4.15 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.7% | -3.36% |
| Expected Yearly % | 18.88% | -19.91% |
| Kelly Criterion | 5.57% | -7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -5.41% |
| Expected Shortfall (cVaR) | -1.52% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | -0.02 | -0.01 | - |
| 2025 | -38.24 | 41.36 | -1.08 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 1.55% | -14.65% |
| 3M | 5.75% | -39.62% |
| 6M | 25.36% | -59.85% |
| YTD | 41.36% | -38.24% |
| 1Y | 46.48% | -47.6% |
| 3Y (ann.) | 37.77% | -33.72% |
| 5Y (ann.) | 37.77% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -25.06% | -73.3% |
| Longest DD Days | 118.0 | 187.0 |
| Avg. Drawdown | -5.93% | -12.56% |
| Avg. Drawdown Days | 31.0 | 19.0 |
| Recovery Factor | 1.65 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-02-08 | -25.06 | 49 |
| 2024-07-10 | 2024-11-06 | -19.13 | 118 |
| 2025-02-14 | 2025-05-08 | -10.98 | 82 |
| 2024-05-13 | 2024-07-10 | -9.61 | 57 |
| 2025-05-08 | 2025-05-30 | -2.67 | 21 |
| 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 |
| 2024-11-06 | 2024-11-06 | -0.33 | 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 | 25.72% | 55.09% |
| Worst Week | -18.16% | -31.31% |
| Best Month | 30.14% | 63.13% |
| Worst Month | -14.34% | -35.19% |
| Best Year | 41.36% | 3.86% |
| Worst Year | -0.02% | -38.24% |
| Avg. Up Day | 2.05% | 2.34% |
| Avg. Down Day | -1.7% | -2.55% |
| Avg. Up Week | 10.64% | 17.52% |
| Avg. Down Week | -5.57% | -13.66% |
| Avg. Up Month | 10.87% | 35.89% |
| Avg. Down Month | -5.07% | -23.41% |
| Win Days % | 48.35% | 48.38% |
| Win Month % | 53.85% | 46.15% |
| Win Week % | 47.83% | 50.0% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |