| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 25.66% | -35.85% |
| Max Drawdown | -32.79% | -73.3% |
| Sharpe | 0.34 | 0.15 |
| Sortino | 0.55 | 0.22 |
| Payoff Ratio | 1.13 | 0.97 |
| Profit Factor | 1.14 | 1.02 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.62 | 0.48 |
| Tail Ratio | 1.1 | 1.04 |
| Outlier Win Ratio | 36.11 | 2.85 |
| Outlier Loss Ratio | 3.66 | 2.73 |
| Volatility (ann.) | 23.26% | 63.17% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.72 | -0.46 |
| Skew | 2.47 | 0.47 |
| Kurtosis | 37.57 | 4.15 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 1.77% | -3.36% |
| Expected Yearly % | 12.1% | -19.91% |
| Kelly Criterion | 1.83% | -4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.98% | -5.41% |
| Expected Shortfall (cVaR) | -1.98% | -5.41% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | 7.29 | 1.89 | + |
| 2025 | -38.24 | 17.12 | -0.45 | + |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| MTD | 5.31% | -14.65% |
| 3M | -15.39% | -39.62% |
| 6M | 3.87% | -59.85% |
| YTD | 17.12% | -38.24% |
| 1Y | 4.13% | -47.6% |
| 3Y (ann.) | 23.56% | -33.72% |
| 5Y (ann.) | 23.56% | -33.72% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -32.79% | -73.3% |
| Longest DD Days | 106.0 | 187.0 |
| Avg. Drawdown | -10.97% | -12.56% |
| Avg. Drawdown Days | 35.0 | 19.0 |
| Recovery Factor | 0.78 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-05-30 | -32.79 | 104 |
| 2024-12-21 | 2025-01-15 | -25.06 | 25 |
| 2024-06-07 | 2024-09-21 | -21.72 | 106 |
| 2024-09-22 | 2024-12-20 | -20.02 | 89 |
| 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 |
| 2024-05-13 | 2024-05-13 | -0.18 | 0 |
| 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 | -21.29% | -31.31% |
| Best Month | 32.65% | 63.13% |
| Worst Month | -18.92% | -35.19% |
| Best Year | 17.12% | 3.86% |
| Worst Year | 7.29% | -38.24% |
| Avg. Up Day | 2.14% | 2.34% |
| Avg. Down Day | -1.89% | -2.41% |
| Avg. Up Week | 11.11% | 15.09% |
| Avg. Down Week | -7.68% | -12.55% |
| Avg. Up Month | 14.46% | 40.74% |
| Avg. Down Month | -8.07% | -23.41% |
| Win Days % | 47.83% | 48.38% |
| Win Month % | 53.85% | 46.15% |
| Win Week % | 53.85% | 50.0% |
| Win Quarter % | 80.0% | 20.0% |
| Win Year % | 100.0% | 50.0% |