| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -20.13% | -35.85% |
| Max Drawdown | -24.39% | -73.3% |
| Sharpe | -0.36 | 0.15 |
| Sortino | -0.5 | 0.22 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 0.8 | 1.02 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.35 | 0.56 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 109.17 | 2.29 |
| Outlier Loss Ratio | 3.43 | 2.23 |
| Volatility (ann.) | 12.2% | 63.17% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.77 | -0.46 |
| Skew | 0.23 | 0.47 |
| Kurtosis | 84.0 | 4.15 |
| Expected Daily % | -0.01% | -0.03% |
| Expected Monthly % | -1.71% | -3.36% |
| Expected Yearly % | -10.63% | -19.91% |
| Kelly Criterion | -16.61% | 2.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -5.41% |
| Expected Shortfall (cVaR) | -1.06% | -5.41% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.86 | -15.35 | -3.97 | - |
| 2025 | -38.24 | -5.65 | 0.15 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -3.05% | -14.65% |
| 3M | -3.45% | -39.62% |
| 6M | -3.71% | -59.85% |
| YTD | -5.65% | -38.24% |
| 1Y | -19.5% | -47.6% |
| 3Y (ann.) | -18.8% | -33.72% |
| 5Y (ann.) | -18.8% | -33.72% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -24.39% | -73.3% |
| Longest DD Days | 369.0 | 187.0 |
| Avg. Drawdown | -12.29% | -12.56% |
| Avg. Drawdown Days | 184.0 | 19.0 |
| Recovery Factor | -0.83 | -0.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-25 | 2025-05-30 | -24.39 | 369 |
| 2024-05-25 | 2024-05-25 | -0.18 | 0 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 9.24% | 25.67% |
| Worst Day | -7.71% | -15.5% |
| Best Week | 8.35% | 55.09% |
| Worst Week | -9.35% | -31.31% |
| Best Month | 2.07% | 63.13% |
| Worst Month | -7.77% | -35.19% |
| Best Year | -5.65% | 3.86% |
| Worst Year | -15.35% | -38.24% |
| Avg. Up Day | 1.92% | 2.51% |
| Avg. Down Day | -1.71% | -2.23% |
| Avg. Up Week | 3.17% | 27.7% |
| Avg. Down Week | -3.84% | -6.49% |
| Avg. Up Month | 1.94% | 39.42% |
| Avg. Down Month | -5.35% | -15.64% |
| Win Days % | 38.32% | 48.38% |
| Win Month % | 27.27% | 46.15% |
| Win Week % | 37.5% | 50.0% |
| Win Quarter % | 0.0% | 20.0% |
| Win Year % | 0.0% | 50.0% |