| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 61.25% | 348.17% |
| Max Drawdown | -41.98% | -47.41% |
| Sharpe | 0.48 | 0.76 |
| Sortino | 0.86 | 1.21 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.18 | 1.14 |
| Common Sense Ratio | 1.27 | 1.29 |
| CPC Index | 0.71 | 0.7 |
| Tail Ratio | 1.07 | 1.13 |
| Outlier Win Ratio | 26.57 | 3.55 |
| Outlier Loss Ratio | 4.8 | 3.39 |
| Volatility (ann.) | 19.84% | 45.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.86 | 3.45 |
| Skew | 5.81 | 1.66 |
| Kurtosis | 121.71 | 19.67 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 2.55% | 8.21% |
| Expected Yearly % | 26.98% | 111.7% |
| Kelly Criterion | 4.77% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.79% |
| Expected Shortfall (cVaR) | -1.68% | -3.79% |
| Year | 13651889:XRPUSD | 13651889:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 121.66 | 0.39 | - |
| 2025 | 8.34 | -27.26 | -3.27 | - |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -8.89% | -27.5% |
| 6M | -23.64% | -4.31% |
| YTD | -27.26% | 8.34% |
| 1Y | 40.88% | 100.91% |
| 3Y (ann.) | 36.16% | 163.54% |
| 5Y (ann.) | 36.16% | 163.54% |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Max Drawdown | -41.98% | -47.41% |
| Longest DD Days | 274.0 | 182.0 |
| Avg. Drawdown | -5.04% | -11.25% |
| Avg. Drawdown Days | 20.0 | 22.0 |
| Recovery Factor | 1.46 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -41.98 | 274 |
| 2024-11-23 | 2024-11-29 | -15.58 | 5 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2024-12-08 | 2024-12-10 | -9.41 | 2 |
| 2024-07-30 | 2024-09-21 | -7.81 | 53 |
| 2024-06-05 | 2024-07-22 | -7.61 | 46 |
| 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 |
| 2024-07-24 | 2024-07-30 | -3.37 | 5 |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Best Day | 22.63% | 26.33% |
| Worst Day | -8.12% | -13.65% |
| Best Week | 33.21% | 65.15% |
| Worst Week | -14.77% | -21.92% |
| Best Month | 67.55% | 283.75% |
| Worst Month | -15.09% | -29.34% |
| Best Year | 121.66% | 313.65% |
| Worst Year | -27.26% | 8.34% |
| Avg. Up Day | 1.36% | 1.37% |
| Avg. Down Day | -1.04% | -1.15% |
| Avg. Up Week | 6.97% | 14.9% |
| Avg. Down Week | -3.86% | -6.5% |
| Avg. Up Month | 22.77% | 66.42% |
| Avg. Down Month | -3.92% | -7.94% |
| Win Days % | 46.15% | 51.51% |
| Win Month % | 38.89% | 52.63% |
| Win Week % | 47.06% | 48.19% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |