| Metric | ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| Time in Market | 48.0% | 96.0% |
| Cumulative Return | 72.47% | -56.11% |
| Max Drawdown | -55.87% | -79.65% |
| Sharpe | 0.07 | 0.05 |
| Sortino | 0.09 | 0.08 |
| Payoff Ratio | 0.0 | 0.92 |
| Profit Factor | 2.18 | 1.01 |
| Common Sense Ratio | inf | 1.02 |
| CPC Index | 0.0 | 0.46 |
| Tail Ratio | inf | 1.01 |
| Outlier Win Ratio | 577.78 | 2.88 |
| Outlier Loss Ratio | 0.35 | 2.63 |
| Volatility (ann.) | 4.33% | 15.14% |
| R^2 | 0.0 | 0.0 |
| Calmar | 2.85 | -0.96 |
| Skew | -107.15 | 9.87 |
| Kurtosis | 32949.94 | 887.82 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 8.1% | -11.1% |
| Expected Yearly % | 72.47% | -56.11% |
| Kelly Criterion | 51.87% | -5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -1.3% |
| Expected Shortfall (cVaR) | -0.37% | -1.3% |
| Year | FTMUSD | ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -56.11 | 72.47 | -1.29 | + |
| Metric | ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| MTD | 1.4% | -5.53% |
| 3M | 7.77% | -42.58% |
| 6M | 154.48% | -39.57% |
| YTD | 72.47% | -56.11% |
| 1Y | 72.47% | -56.11% |
| 3Y (ann.) | 159.07% | -76.26% |
| 5Y (ann.) | 159.07% | -76.26% |
| Metric | ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| Max Drawdown | -55.87% | -79.65% |
| Longest DD Days | 49.0 | 158.0 |
| Avg. Drawdown | -5.68% | -3.23% |
| Avg. Drawdown Days | 10.0 | 3.0 |
| Recovery Factor | 1.3 | -0.7 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-11 | 2025-03-01 | -55.87 | 49 |
| 2025-01-06 | 2025-01-07 | -0.14 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| 2025-03-13 | 2025-03-13 | -0.13 | 0 |
| 2025-03-24 | 2025-03-24 | -0.12 | 0 |
| 2025-04-05 | 2025-04-12 | -0.11 | 7 |
| 2025-04-17 | 2025-04-20 | -0.11 | 2 |
| 2025-05-02 | 2025-05-09 | -0.10 | 7 |
| 2025-06-11 | 2025-07-18 | -0.09 | 36 |
| 2025-07-29 | 2025-07-29 | -0.00 | 0 |
| Metric | ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| Best Day | 23.07% | 64.09% |
| Worst Day | -53.76% | -35.82% |
| Best Week | 18.43% | 55.09% |
| Worst Week | -43.15% | -31.31% |
| Best Month | 56.21% | 18.61% |
| Worst Month | -32.23% | -27.62% |
| Best Year | 72.47% | -56.11% |
| Worst Year | 72.47% | -56.11% |
| Avg. Up Day | 0.01% | 0.3% |
| Avg. Down Day | -4.95% | -0.32% |
| Avg. Up Week | 8.12% | 17.43% |
| Avg. Down Week | -10.83% | -12.81% |
| Avg. Up Month | 32.9% | 10.11% |
| Avg. Down Month | -16.15% | -18.43% |
| Win Days % | 99.94% | 49.56% |
| Win Month % | 71.43% | 28.57% |
| Win Week % | 75.0% | 45.16% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |