| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 94.65% | 348.17% |
| Max Drawdown | -20.61% | -47.41% |
| Sharpe | 0.6 | 0.76 |
| Sortino | 1.22 | 1.21 |
| Payoff Ratio | 1.46 | 1.33 |
| Profit Factor | 1.34 | 1.14 |
| Common Sense Ratio | 1.84 | 1.29 |
| CPC Index | 0.8 | 0.78 |
| Tail Ratio | 1.38 | 1.13 |
| Outlier Win Ratio | 32.68 | 3.5 |
| Outlier Loss Ratio | 4.85 | 3.25 |
| Volatility (ann.) | 21.31% | 45.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.61 | 3.45 |
| Skew | 9.4 | 1.66 |
| Kurtosis | 203.2 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.57% | 8.21% |
| Expected Yearly % | 39.52% | 111.7% |
| Kelly Criterion | 0.96% | 14.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.79% |
| Expected Shortfall (cVaR) | -1.8% | -3.79% |
| Year | 13464309:XRPUSD | 13464309:xrpusd:triple_med_gx:zlema175_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 65.58 | 0.21 | - |
| 2025 | 8.34 | 17.55 | 2.10 | + |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| MTD | -3.36% | -10.18% |
| 3M | -12.17% | -27.5% |
| 6M | -5.27% | -4.31% |
| YTD | 17.55% | 8.34% |
| 1Y | 13.8% | 100.91% |
| 3Y (ann.) | 53.77% | 163.54% |
| 5Y (ann.) | 53.77% | 163.54% |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Max Drawdown | -20.61% | -47.41% |
| Longest DD Days | 231.0 | 182.0 |
| Avg. Drawdown | -4.27% | -11.25% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 4.59 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-30 | 2025-11-17 | -20.61 | 231 |
| 2024-09-06 | 2024-11-15 | -20.19 | 70 |
| 2025-01-17 | 2025-03-02 | -17.24 | 44 |
| 2024-12-04 | 2025-01-11 | -12.57 | 38 |
| 2024-08-01 | 2024-08-07 | -10.37 | 6 |
| 2024-06-12 | 2024-06-20 | -5.69 | 7 |
| 2024-07-07 | 2024-07-08 | -4.15 | 1 |
| 2024-07-16 | 2024-07-19 | -4.09 | 2 |
| 2025-01-15 | 2025-01-16 | -3.01 | 0 |
| 2024-05-16 | 2024-06-12 | -2.66 | 27 |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Best Day | 26.1% | 26.33% |
| Worst Day | -8.39% | -13.65% |
| Best Week | 29.07% | 65.15% |
| Worst Week | -11.41% | -21.92% |
| Best Month | 63.43% | 283.75% |
| Worst Month | -12.42% | -29.34% |
| Best Year | 65.58% | 313.65% |
| Worst Year | 17.55% | 8.34% |
| Avg. Up Day | 1.78% | 1.84% |
| Avg. Down Day | -1.21% | -1.38% |
| Avg. Up Week | 8.52% | 18.03% |
| Avg. Down Week | -3.54% | -7.45% |
| Avg. Up Month | 24.2% | 79.75% |
| Avg. Down Month | -6.1% | -15.27% |
| Win Days % | 41.15% | 51.51% |
| Win Month % | 47.37% | 52.63% |
| Win Week % | 44.44% | 48.19% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |