| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 137.76% | 86.34% |
| Max Drawdown | -24.21% | -76.25% |
| Sharpe | 0.56 | 0.38 |
| Sortino | 1.03 | 0.58 |
| Payoff Ratio | 1.5 | 1.35 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | 0.0 | 1.14 |
| CPC Index | 0.9 | 0.7 |
| Tail Ratio | 0.0 | 1.08 |
| Outlier Win Ratio | 55.56 | 2.86 |
| Outlier Loss Ratio | 3.79 | 2.63 |
| Volatility (ann.) | 16.96% | 57.02% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.59 | 0.35 |
| Skew | 5.64 | 0.6 |
| Kurtosis | 104.44 | 6.07 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.74% | 1.96% |
| Expected Yearly % | 24.17% | 16.84% |
| Kelly Criterion | 8.31% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.85% |
| Expected Shortfall (cVaR) | -1.43% | -4.85% |
| Year | 15827307:FTMUSD | 15827307:ftmusd:triple_med_gx:zlema250_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -11.14 | -0.98 | 0.09 | + |
| 2023 | 136.62 | 113.22 | 0.83 | - |
| 2024 | 43.49 | 25.51 | 0.59 | - |
| 2025 | -38.24 | -10.28 | 0.27 | + |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| MTD | -1.89% | -14.65% |
| 3M | -5.33% | -39.62% |
| 6M | -8.43% | -59.85% |
| YTD | -10.28% | -38.24% |
| 1Y | -17.76% | -47.6% |
| 3Y (ann.) | 38.43% | 26.33% |
| 5Y (ann.) | 38.43% | 26.33% |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Max Drawdown | -24.21% | -76.25% |
| Longest DD Days | 403.0 | 394.0 |
| Avg. Drawdown | -4.85% | -13.34% |
| Avg. Drawdown Days | 33.0 | 26.0 |
| Recovery Factor | 5.69 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-22 | 2025-05-30 | -24.21 | 403 |
| 2023-03-23 | 2023-12-20 | -18.93 | 271 |
| 2023-01-24 | 2023-01-26 | -10.97 | 2 |
| 2023-12-27 | 2024-03-12 | -10.77 | 76 |
| 2022-10-04 | 2023-01-20 | -9.70 | 108 |
| 2024-03-19 | 2024-03-19 | -7.88 | 0 |
| 2023-02-01 | 2023-02-01 | -7.18 | 0 |
| 2023-03-22 | 2023-03-23 | -4.60 | 0 |
| 2023-01-22 | 2023-01-23 | -4.47 | 0 |
| 2023-12-22 | 2023-12-23 | -2.95 | 1 |
| Metric | 15827307:ftmusd:triple_med_gx:zlema250_120 | 15827307:FTMUSD |
|---|---|---|
| Best Day | 18.45% | 25.67% |
| Worst Day | -7.88% | -18.45% |
| Best Week | 39.07% | 67.15% |
| Worst Week | -10.95% | -31.31% |
| Best Month | 70.51% | 168.27% |
| Worst Month | -9.42% | -35.69% |
| Best Year | 113.22% | 136.62% |
| Worst Year | -10.28% | -38.24% |
| Avg. Up Day | 2.27% | 2.54% |
| Avg. Down Day | -1.52% | -1.89% |
| Avg. Up Week | 8.46% | 20.74% |
| Avg. Down Week | -3.52% | -5.72% |
| Avg. Up Month | 17.19% | 55.97% |
| Avg. Down Month | -3.99% | -13.31% |
| Win Days % | 45.02% | 49.2% |
| Win Month % | 52.0% | 46.88% |
| Win Week % | 57.14% | 46.1% |
| Win Quarter % | 36.36% | 36.36% |
| Win Year % | 50.0% | 50.0% |