| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 89.89% | 348.17% |
| Max Drawdown | -31.17% | -47.41% |
| Sharpe | 0.72 | 0.76 |
| Sortino | 1.22 | 1.21 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.26 | 1.14 |
| Common Sense Ratio | 1.45 | 1.29 |
| CPC Index | 0.76 | 0.69 |
| Tail Ratio | 1.14 | 1.13 |
| Outlier Win Ratio | 29.13 | 3.44 |
| Outlier Loss Ratio | 4.84 | 3.33 |
| Volatility (ann.) | 16.21% | 45.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.65 | 3.45 |
| Skew | 2.84 | 1.66 |
| Kurtosis | 42.48 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.43% | 8.21% |
| Expected Yearly % | 37.8% | 111.7% |
| Kelly Criterion | 7.8% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.79% |
| Expected Shortfall (cVaR) | -1.36% | -3.79% |
| Year | 13644287:XRPUSD | 13644287:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 117.41 | 0.37 | - |
| 2025 | 8.34 | -12.66 | -1.52 | - |
| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -3.64% | -27.5% |
| 6M | -13.41% | -4.31% |
| YTD | -12.66% | 8.34% |
| 1Y | 62.82% | 100.91% |
| 3Y (ann.) | 51.33% | 163.54% |
| 5Y (ann.) | 51.33% | 163.54% |
| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| Max Drawdown | -31.17% | -47.41% |
| Longest DD Days | 246.0 | 182.0 |
| Avg. Drawdown | -5.42% | -11.25% |
| Avg. Drawdown Days | 30.0 | 22.0 |
| Recovery Factor | 2.88 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-15 | 2025-11-17 | -31.17 | 246 |
| 2024-12-01 | 2025-02-14 | -13.43 | 75 |
| 2025-02-15 | 2025-03-15 | -11.77 | 27 |
| 2024-06-05 | 2024-07-13 | -7.43 | 37 |
| 2024-11-23 | 2024-11-27 | -5.52 | 4 |
| 2024-07-24 | 2024-09-28 | -5.50 | 65 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-10-15 | 2024-11-21 | -3.84 | 37 |
| 2024-10-07 | 2024-10-14 | -3.59 | 6 |
| 2024-06-01 | 2024-06-04 | -1.66 | 3 |
| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| Best Day | 12.42% | 26.33% |
| Worst Day | -6.66% | -13.65% |
| Best Week | 33.21% | 65.15% |
| Worst Week | -8.55% | -21.92% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -6.74% | -29.34% |
| Best Year | 117.41% | 313.65% |
| Worst Year | -12.66% | 8.34% |
| Avg. Up Day | 1.23% | 1.25% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 8.14% | 15.06% |
| Avg. Down Week | -3.16% | -6.24% |
| Avg. Up Month | 28.93% | 81.41% |
| Avg. Down Month | -2.78% | -7.91% |
| Win Days % | 49.47% | 51.51% |
| Win Month % | 35.29% | 52.63% |
| Win Week % | 46.51% | 48.19% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |