| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -31.32% | -36.53% |
| Max Drawdown | -31.32% | -73.3% |
| Sharpe | -1.93 | 0.32 |
| Sortino | -2.04 | 0.48 |
| Payoff Ratio | 0.47 | 0.79 |
| Profit Factor | 0.32 | 1.05 |
| Common Sense Ratio | 0.0 | 1.17 |
| CPC Index | 0.05 | 0.4 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 214.16 | 1.78 |
| Outlier Loss Ratio | 4.18 | 2.2 |
| Volatility (ann.) | 17.17% | 129.57% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.94 | -0.47 |
| Skew | -6.75 | 0.18 |
| Kurtosis | 63.27 | 1.49 |
| Expected Daily % | -0.1% | -0.12% |
| Expected Monthly % | -2.85% | -3.44% |
| Expected Yearly % | -17.12% | -20.33% |
| Kelly Criterion | -104.54% | -17.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -11.04% |
| Expected Shortfall (cVaR) | -1.57% | -11.04% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 11.72 | -28.81 | -2.46 | - |
| 2025 | -43.18 | -3.51 | 0.08 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -0.85% | -19.36% |
| 3M | -4.75% | -43.96% |
| 6M | -3.14% | -61.53% |
| YTD | -3.51% | -43.18% |
| 1Y | -30.69% | -50.51% |
| 3Y (ann.) | -29.39% | -34.37% |
| 5Y (ann.) | -29.39% | -34.37% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -31.32% | -73.3% |
| Longest DD Days | 370.0 | 187.0 |
| Avg. Drawdown | -31.32% | -21.3% |
| Avg. Drawdown Days | 370.0 | 41.0 |
| Recovery Factor | -1.0 | -0.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2025-05-30 | -31.32 | 370 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 3.11% | 25.15% |
| Worst Day | -9.8% | -24.75% |
| Best Week | 2.14% | 69.98% |
| Worst Week | -13.33% | -33.07% |
| Best Month | 0.79% | 57.89% |
| Worst Month | -8.81% | -30.29% |
| Best Year | -3.51% | 11.72% |
| Worst Year | -28.81% | -43.18% |
| Avg. Up Day | 1.56% | 4.51% |
| Avg. Down Day | -3.29% | -5.71% |
| Avg. Up Week | 1.04% | 33.31% |
| Avg. Down Week | -4.56% | -10.89% |
| Avg. Up Month | 0.79% | 21.96% |
| Avg. Down Month | -5.24% | -16.77% |
| Win Days % | 34.38% | 47.97% |
| Win Month % | 27.27% | 46.15% |
| Win Week % | 37.5% | 44.83% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |