| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 368.92% | 86.09% |
| Max Drawdown | -32.79% | -76.25% |
| Sharpe | 0.79 | 0.38 |
| Sortino | 1.35 | 0.58 |
| Payoff Ratio | 1.34 | 1.09 |
| Profit Factor | 1.37 | 1.06 |
| Common Sense Ratio | 2.36 | 1.15 |
| CPC Index | 0.9 | 0.57 |
| Tail Ratio | 1.71 | 1.08 |
| Outlier Win Ratio | 36.27 | 3.1 |
| Outlier Loss Ratio | 3.88 | 2.9 |
| Volatility (ann.) | 20.92% | 56.92% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.39 | 0.34 |
| Skew | 2.91 | 0.6 |
| Kurtosis | 46.98 | 6.1 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.79% | 1.9% |
| Expected Yearly % | 47.16% | 16.8% |
| Kelly Criterion | 10.56% | 2.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.84% |
| Expected Shortfall (cVaR) | -1.76% | -4.84% |
| Year | 15780086:FTMUSD | 15780086:ftmusd:triple_med_gx:zlema170_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.26 | 32.70 | -2.90 | + |
| 2023 | 136.62 | 166.03 | 1.22 | + |
| 2024 | 43.49 | 13.42 | 0.31 | - |
| 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.) | 78.33% | 26.17% |
| 5Y (ann.) | 78.33% | 26.17% |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Max Drawdown | -32.79% | -76.25% |
| Longest DD Days | 106.0 | 394.0 |
| Avg. Drawdown | -4.76% | -14.82% |
| Avg. Drawdown Days | 15.0 | 30.0 |
| Recovery Factor | 11.25 | 1.13 |
| Ulcer Index | inf | 1.02 |
| 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 |
| 2023-12-10 | 2024-02-16 | -17.34 | 67 |
| 2024-04-13 | 2024-05-15 | -12.69 | 32 |
| 2022-10-31 | 2022-11-03 | -9.16 | 2 |
| 2023-05-15 | 2023-06-16 | -6.59 | 32 |
| 2023-10-24 | 2023-12-08 | -6.34 | 44 |
| 2023-03-11 | 2023-03-12 | -5.94 | 1 |
| Metric | 15780086:ftmusd:triple_med_gx:zlema170_60 | 15780086:FTMUSD |
|---|---|---|
| Best Day | 15.03% | 25.67% |
| Worst Day | -8.71% | -18.45% |
| Best Week | 36.16% | 67.15% |
| Worst Week | -21.29% | -31.31% |
| Best Month | 39.14% | 168.27% |
| Worst Month | -18.92% | -35.69% |
| Best Year | 166.03% | 136.62% |
| Worst Year | 13.42% | -38.24% |
| Avg. Up Day | 2.15% | 2.28% |
| Avg. Down Day | -1.61% | -2.09% |
| Avg. Up Week | 10.81% | 17.32% |
| Avg. Down Week | -4.98% | -12.01% |
| Avg. Up Month | 16.67% | 41.87% |
| Avg. Down Month | -5.24% | -24.54% |
| Win Days % | 48.81% | 49.21% |
| Win Month % | 63.33% | 45.45% |
| Win Week % | 61.02% | 45.77% |
| Win Quarter % | 81.82% | 33.33% |
| Win Year % | 100.0% | 50.0% |