| Metric | d_ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 72.47% | -53.98% |
| Max Drawdown | -45.57% | -65.18% |
| Sharpe | 2.33 | -0.58 |
| Sortino | 3.01 | -0.9 |
| Payoff Ratio | 24.02 | 1.94 |
| Profit Factor | 2.53 | 0.92 |
| Common Sense Ratio | 250.33 | 1.16 |
| CPC Index | 50.57 | 0.78 |
| Tail Ratio | 99.06 | 1.26 |
| Outlier Win Ratio | 15.86 | 2.63 |
| Outlier Loss Ratio | 2.54 | 1.84 |
| Volatility (ann.) | 98.62% | 172.06% |
| R^2 | 0.0 | 0.0 |
| Calmar | 3.49 | -1.14 |
| Skew | -4.57 | 0.86 |
| Kurtosis | 45.82 | 2.12 |
| Expected Daily % | 0.47% | -0.66% |
| Expected Monthly % | 8.1% | -10.49% |
| Expected Yearly % | 72.47% | -53.98% |
| Kelly Criterion | 82.64% | 15.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.86% | -15.09% |
| Expected Shortfall (cVaR) | -7.86% | -15.09% |
| Year | FTMUSD | d_ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -53.98 | 72.47 | -1.34 | + |
| Metric | d_ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| MTD | 1.4% | -4.57% |
| 3M | 7.77% | -41.94% |
| 6M | 186.97% | -41.55% |
| YTD | 72.47% | -53.98% |
| 1Y | 72.47% | -53.98% |
| 3Y (ann.) | 159.07% | -74.21% |
| 5Y (ann.) | 159.07% | -74.21% |
| Metric | d_ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| Max Drawdown | -45.57% | -65.18% |
| Longest DD Days | 46.0 | 157.0 |
| Avg. Drawdown | -7.66% | -40.44% |
| Avg. Drawdown Days | 18.0 | 68.0 |
| Recovery Factor | 1.59 | -0.83 |
| Ulcer Index | 1.07 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-15 | 2025-03-02 | -45.57 | 46 |
| 2025-04-06 | 2025-04-14 | -0.11 | 8 |
| 2025-01-07 | 2025-01-08 | -0.08 | 1 |
| 2025-06-12 | 2025-07-22 | -0.08 | 40 |
| 2025-04-18 | 2025-04-23 | -0.07 | 5 |
| 2025-05-04 | 2025-05-11 | -0.07 | 7 |
| Metric | d_ftmusd_div_0.25_tpm:0.055__tp__tep:1.0_ | FTMUSD |
|---|---|---|
| Best Day | 16.75% | 35.31% |
| Worst Day | -43.15% | -20.58% |
| Best Week | 16.75% | 62.65% |
| Worst Week | -43.18% | -27.27% |
| Best Month | 56.2% | 33.8% |
| Worst Month | -32.23% | -28.79% |
| Best Year | 72.47% | -53.98% |
| Worst Year | 72.47% | -53.98% |
| Avg. Up Day | 2.85% | 8.95% |
| Avg. Down Day | -0.12% | -4.61% |
| Avg. Up Week | 7.01% | 16.46% |
| Avg. Down Week | -14.45% | -9.48% |
| Avg. Up Month | 32.9% | 19.26% |
| Avg. Down Month | -16.15% | -25.93% |
| Win Days % | 83.33% | 43.97% |
| Win Month % | 71.43% | 28.57% |
| Win Week % | 78.26% | 45.16% |
| Win Quarter % | 100.0% | 0.0% |
| Win Year % | 100.0% | 0.0% |