| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 181.83% | 348.17% |
| Max Drawdown | -25.88% | -46.97% |
| Sharpe | 1.62 | 1.51 |
| Sortino | 4.32 | 2.59 |
| Payoff Ratio | 1.85 | 1.59 |
| Profit Factor | 1.85 | 1.29 |
| Common Sense Ratio | 2.4 | 1.89 |
| CPC Index | 1.72 | 1.03 |
| Tail Ratio | 1.29 | 1.46 |
| Outlier Win Ratio | 23.37 | 3.89 |
| Outlier Loss Ratio | 5.32 | 3.33 |
| Volatility (ann.) | 47.72% | 90.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.68 | 3.48 |
| Skew | 7.15 | 1.28 |
| Kurtosis | 79.29 | 9.32 |
| Expected Daily % | 0.18% | 0.27% |
| Expected Monthly % | 5.6% | 8.21% |
| Expected Yearly % | 67.88% | 111.7% |
| Kelly Criterion | 23.0% | 19.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -7.38% |
| Expected Shortfall (cVaR) | -3.9% | -7.38% |
| Year | 13644658:XRPUSD | 13644658:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 209.29 | 0.69 | - |
| 2025 | 11.59 | -8.88 | -0.77 | - |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -1.59% | -27.26% |
| 6M | -9.67% | -4.75% |
| YTD | -8.88% | 11.59% |
| 1Y | 136.57% | 129.27% |
| 3Y (ann.) | 95.3% | 163.54% |
| 5Y (ann.) | 95.3% | 163.54% |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Max Drawdown | -25.88% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -3.52% | -16.13% |
| Avg. Drawdown Days | 23.0 | 38.0 |
| Recovery Factor | 7.03 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -25.88 | 273 |
| 2025-01-25 | 2025-02-15 | -8.60 | 21 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-08-12 | 2024-09-13 | -4.90 | 32 |
| 2024-10-30 | 2024-11-22 | -3.47 | 23 |
| 2024-11-24 | 2024-11-28 | -3.00 | 4 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-09-21 | 2024-09-22 | -1.56 | 1 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-07-30 | 2024-08-02 | -1.36 | 3 |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -8.97% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -10.41% | -23.82% |
| Best Month | 81.9% | 261.52% |
| Worst Month | -7.3% | -34.44% |
| Best Year | 209.29% | 301.62% |
| Worst Year | -8.88% | 11.59% |
| Avg. Up Day | 3.22% | 3.46% |
| Avg. Down Day | -1.74% | -2.18% |
| Avg. Up Week | 9.52% | 12.49% |
| Avg. Down Week | -4.01% | -8.51% |
| Avg. Up Month | 24.69% | 54.37% |
| Avg. Down Month | -3.96% | -8.93% |
| Win Days % | 50.0% | 50.44% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 54.76% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |