| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 37.89% | 86.34% |
| Max Drawdown | -29.73% | -76.25% |
| Sharpe | 0.28 | 0.38 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.45 | 1.28 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | NaN | 1.14 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 83.1 | 2.61 |
| Outlier Loss Ratio | 3.68 | 2.46 |
| Volatility (ann.) | 13.93% | 57.02% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.43 | 0.35 |
| Skew | 7.32 | 0.6 |
| Kurtosis | 192.6 | 6.07 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 1.96% |
| Expected Yearly % | 8.36% | 16.84% |
| Kelly Criterion | 2.62% | 9.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.85% |
| Expected Shortfall (cVaR) | -1.19% | -4.85% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.14 | 1.45 | -0.13 | + |
| 2023 | 136.62 | 35.67 | 0.26 | - |
| 2024 | 43.49 | 18.72 | 0.43 | - |
| 2025 | -38.24 | -15.61 | 0.41 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -2.9% | -14.65% |
| 3M | -6.07% | -39.62% |
| 6M | -13.88% | -59.85% |
| YTD | -15.61% | -38.24% |
| 1Y | -26.52% | -47.6% |
| 3Y (ann.) | 12.82% | 26.33% |
| 5Y (ann.) | 12.82% | 26.33% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -29.73% | -76.25% |
| Longest DD Days | 403.0 | 394.0 |
| Avg. Drawdown | -4.24% | -13.34% |
| Avg. Drawdown Days | 44.0 | 26.0 |
| Recovery Factor | 1.27 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2025-05-30 | -29.73 | 403 |
| 2023-12-27 | 2024-03-12 | -8.74 | 76 |
| 2023-03-22 | 2023-12-20 | -8.08 | 272 |
| 2024-03-19 | 2024-03-19 | -7.88 | 0 |
| 2023-02-01 | 2023-02-01 | -7.18 | 0 |
| 2022-10-02 | 2022-10-23 | -2.94 | 21 |
| 2023-12-26 | 2023-12-26 | -2.86 | 0 |
| 2024-03-17 | 2024-03-18 | -2.11 | 1 |
| 2023-03-21 | 2023-03-22 | -2.08 | 1 |
| 2022-10-24 | 2022-12-22 | -1.96 | 59 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 18.45% | 25.67% |
| Worst Day | -7.88% | -18.45% |
| Best Week | 16.26% | 67.15% |
| Worst Week | -12.64% | -31.31% |
| Best Month | 25.01% | 168.27% |
| Worst Month | -12.64% | -35.69% |
| Best Year | 35.67% | 136.62% |
| Worst Year | -15.61% | -38.24% |
| Avg. Up Day | 2.22% | 2.65% |
| Avg. Down Day | -1.53% | -2.07% |
| Avg. Up Week | 6.41% | 21.58% |
| Avg. Down Week | -3.16% | -5.46% |
| Avg. Up Month | 9.41% | 62.56% |
| Avg. Down Month | -5.29% | -14.85% |
| Win Days % | 42.34% | 49.2% |
| Win Month % | 52.0% | 46.88% |
| Win Week % | 51.28% | 46.1% |
| Win Quarter % | 45.45% | 36.36% |
| Win Year % | 75.0% | 50.0% |