| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 23.31% | 85.48% |
| Max Drawdown | -26.18% | -74.73% |
| Sharpe | 0.44 | 0.77 |
| Sortino | 0.84 | 1.17 |
| Payoff Ratio | 1.71 | 1.26 |
| Profit Factor | 1.28 | 1.12 |
| Common Sense Ratio | 0.0 | 1.33 |
| CPC Index | 0.91 | 0.68 |
| Tail Ratio | 0.0 | 1.19 |
| Outlier Win Ratio | 70.56 | 2.1 |
| Outlier Loss Ratio | 4.52 | 2.25 |
| Volatility (ann.) | 24.05% | 113.81% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.31 | 0.35 |
| Skew | 7.65 | 0.27 |
| Kurtosis | 143.16 | 2.15 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.66% | 1.95% |
| Expected Yearly % | 5.38% | 16.7% |
| Kelly Criterion | 7.07% | 7.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -9.56% |
| Expected Shortfall (cVaR) | -2.04% | -9.56% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -12.03 | 2.95 | -0.25 | + |
| 2023 | 138.18 | 16.70 | 0.12 | - |
| 2024 | 55.80 | 9.75 | 0.17 | - |
| 2025 | -43.18 | -6.48 | 0.15 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -3.9% | -19.36% |
| 3M | -4.29% | -43.96% |
| 6M | -4.55% | -61.53% |
| YTD | -6.48% | -43.18% |
| 1Y | -20.21% | -50.51% |
| 3Y (ann.) | 8.19% | 26.14% |
| 5Y (ann.) | 8.19% | 26.14% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -26.18% | -74.73% |
| Longest DD Days | 402.0 | 394.0 |
| Avg. Drawdown | -7.79% | -19.17% |
| Avg. Drawdown Days | 120.0 | 49.0 |
| Recovery Factor | 0.89 | 1.14 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-05-30 | -26.18 | 402 |
| 2023-02-02 | 2023-12-25 | -14.86 | 326 |
| 2024-03-18 | 2024-03-20 | -7.38 | 2 |
| 2023-12-26 | 2024-02-27 | -4.32 | 63 |
| 2022-10-03 | 2022-10-24 | -1.00 | 21 |
| 2022-12-24 | 2023-01-21 | -0.57 | 28 |
| 2024-02-28 | 2024-02-29 | -0.18 | 1 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 23.4% | 25.88% |
| Worst Day | -7.82% | -24.75% |
| Best Week | 14.29% | 69.98% |
| Worst Week | -8.93% | -33.07% |
| Best Month | 19.15% | 141.3% |
| Worst Month | -7.77% | -30.29% |
| Best Year | 16.7% | 138.18% |
| Worst Year | -6.48% | -43.18% |
| Avg. Up Day | 3.9% | 4.94% |
| Avg. Down Day | -2.29% | -3.91% |
| Avg. Up Week | 5.45% | 25.95% |
| Avg. Down Week | -2.68% | -6.95% |
| Avg. Up Month | 7.04% | 54.11% |
| Avg. Down Month | -3.46% | -17.77% |
| Win Days % | 41.38% | 48.35% |
| Win Month % | 52.0% | 46.88% |
| Win Week % | 46.15% | 44.37% |
| Win Quarter % | 45.45% | 45.45% |
| Win Year % | 75.0% | 50.0% |