| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 57.34% | 86.34% |
| Max Drawdown | -28.66% | -76.25% |
| Sharpe | 0.35 | 0.38 |
| Sortino | 0.63 | 0.58 |
| Payoff Ratio | 1.48 | 1.32 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | NaN | 1.14 |
| CPC Index | 0.78 | 0.69 |
| Tail Ratio | NaN | 1.08 |
| Outlier Win Ratio | 71.77 | 2.75 |
| Outlier Loss Ratio | 3.65 | 2.54 |
| Volatility (ann.) | 15.27% | 57.02% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.65 | 0.35 |
| Skew | 6.59 | 0.6 |
| Kurtosis | 146.79 | 6.07 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 1.96% |
| Expected Yearly % | 12.0% | 16.84% |
| Kelly Criterion | 4.24% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.85% |
| Expected Shortfall (cVaR) | -1.3% | -4.85% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.14 | 2.09 | -0.19 | + |
| 2023 | 136.62 | 51.53 | 0.38 | - |
| 2024 | 43.49 | 23.45 | 0.54 | - |
| 2025 | -38.24 | -17.61 | 0.46 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -9.91% | -14.65% |
| 3M | -13.06% | -39.62% |
| 6M | -15.92% | -59.85% |
| YTD | -17.61% | -38.24% |
| 1Y | -25.72% | -47.6% |
| 3Y (ann.) | 18.56% | 26.33% |
| 5Y (ann.) | 18.56% | 26.33% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -28.66% | -76.25% |
| Longest DD Days | 403.0 | 394.0 |
| Avg. Drawdown | -4.46% | -13.34% |
| Avg. Drawdown Days | 38.0 | 26.0 |
| Recovery Factor | 2.0 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2025-05-30 | -28.66 | 403 |
| 2023-03-23 | 2023-12-21 | -13.83 | 272 |
| 2023-12-27 | 2024-03-12 | -10.77 | 76 |
| 2024-03-19 | 2024-03-19 | -7.88 | 0 |
| 2023-02-01 | 2023-02-01 | -7.18 | 0 |
| 2023-01-22 | 2023-01-31 | -4.72 | 9 |
| 2023-03-22 | 2023-03-23 | -4.60 | 0 |
| 2022-10-02 | 2022-10-23 | -2.94 | 21 |
| 2023-12-26 | 2023-12-26 | -2.86 | 0 |
| 2022-10-24 | 2022-12-22 | -2.82 | 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 | 24.42% | 67.15% |
| Worst Week | -10.95% | -31.31% |
| Best Month | 34.28% | 168.27% |
| Worst Month | -9.91% | -35.69% |
| Best Year | 51.53% | 136.62% |
| Worst Year | -17.61% | -38.24% |
| Avg. Up Day | 2.31% | 2.67% |
| Avg. Down Day | -1.56% | -2.02% |
| Avg. Up Week | 6.32% | 20.81% |
| Avg. Down Week | -3.4% | -6.16% |
| Avg. Up Month | 9.89% | 50.99% |
| Avg. Down Month | -5.21% | -13.31% |
| Win Days % | 42.86% | 49.2% |
| Win Month % | 56.0% | 46.88% |
| Win Week % | 53.85% | 46.1% |
| Win Quarter % | 45.45% | 36.36% |
| Win Year % | 75.0% | 50.0% |