| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 61.25% | 348.17% |
| Max Drawdown | -40.6% | -46.97% |
| Sharpe | 0.88 | 1.51 |
| Sortino | 1.82 | 2.59 |
| Payoff Ratio | 1.43 | 1.32 |
| Profit Factor | 1.34 | 1.29 |
| Common Sense Ratio | 1.28 | 1.89 |
| CPC Index | 0.91 | 0.86 |
| Tail Ratio | 0.95 | 1.46 |
| Outlier Win Ratio | 23.16 | 3.77 |
| Outlier Loss Ratio | 5.02 | 3.68 |
| Volatility (ann.) | 46.16% | 90.0% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.89 | 3.48 |
| Skew | 5.29 | 1.28 |
| Kurtosis | 56.9 | 9.32 |
| Expected Daily % | 0.08% | 0.27% |
| Expected Monthly % | 2.55% | 8.21% |
| Expected Yearly % | 26.98% | 111.7% |
| Kelly Criterion | 10.46% | 12.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.86% | -7.38% |
| Expected Shortfall (cVaR) | -3.86% | -7.38% |
| Year | 13651889:XRPUSD | 13651889:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 121.66 | 0.40 | - |
| 2025 | 11.59 | -27.26 | -2.35 | - |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -8.6% | -27.26% |
| 6M | -23.64% | -4.75% |
| YTD | -27.26% | 11.59% |
| 1Y | 40.88% | 129.27% |
| 3Y (ann.) | 36.16% | 163.54% |
| 5Y (ann.) | 36.16% | 163.54% |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Max Drawdown | -40.6% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -6.31% | -16.13% |
| Avg. Drawdown Days | 29.0 | 38.0 |
| Recovery Factor | 1.51 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -40.60 | 273 |
| 2024-11-24 | 2024-11-30 | -13.46 | 6 |
| 2024-12-09 | 2024-12-11 | -9.41 | 2 |
| 2025-01-24 | 2025-02-15 | -7.66 | 22 |
| 2024-06-06 | 2024-07-23 | -6.81 | 47 |
| 2024-08-11 | 2024-09-22 | -6.12 | 42 |
| 2024-10-30 | 2024-11-22 | -3.47 | 23 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-07-30 | 2024-07-31 | -1.95 | 1 |
| 2024-07-27 | 2024-07-29 | -1.16 | 2 |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Best Day | 26.66% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 26.81% | 73.93% |
| Worst Week | -14.77% | -23.82% |
| Best Month | 62.29% | 261.52% |
| Worst Month | -13.35% | -34.44% |
| Best Year | 121.66% | 301.62% |
| Worst Year | -27.26% | 11.59% |
| Avg. Up Day | 2.97% | 3.17% |
| Avg. Down Day | -2.08% | -2.4% |
| Avg. Up Week | 5.94% | 12.37% |
| Avg. Down Week | -4.5% | -8.18% |
| Avg. Up Month | 17.88% | 62.66% |
| Avg. Down Month | -3.12% | -9.94% |
| Win Days % | 47.31% | 50.44% |
| Win Month % | 44.44% | 57.89% |
| Win Week % | 53.06% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |