| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 93.37% | 348.17% |
| Max Drawdown | -41.59% | -46.97% |
| Sharpe | 1.09 | 1.51 |
| Sortino | 2.62 | 2.59 |
| Payoff Ratio | 1.7 | 1.47 |
| Profit Factor | 1.5 | 1.29 |
| Common Sense Ratio | 1.56 | 1.89 |
| CPC Index | 1.15 | 0.96 |
| Tail Ratio | 1.04 | 1.46 |
| Outlier Win Ratio | 23.96 | 3.89 |
| Outlier Loss Ratio | 5.15 | 3.5 |
| Volatility (ann.) | 48.68% | 90.0% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.28 | 3.48 |
| Skew | 6.66 | 1.28 |
| Kurtosis | 74.32 | 9.32 |
| Expected Daily % | 0.12% | 0.27% |
| Expected Monthly % | 3.53% | 8.21% |
| Expected Yearly % | 39.06% | 111.7% |
| Kelly Criterion | 13.23% | 16.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.05% | -7.38% |
| Expected Shortfall (cVaR) | -4.05% | -7.38% |
| Year | 13661629:XRPUSD | 13661629:xrpusd:triple_med_gx:zlema35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 203.58 | 0.67 | - |
| 2025 | 11.59 | -36.30 | -3.13 | - |
| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -7.16% | -27.26% |
| 6M | -24.46% | -4.75% |
| YTD | -36.3% | 11.59% |
| 1Y | 61.35% | 129.27% |
| 3Y (ann.) | 53.11% | 163.54% |
| 5Y (ann.) | 53.11% | 163.54% |
| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| Max Drawdown | -41.59% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -4.83% | -16.13% |
| Avg. Drawdown Days | 28.0 | 38.0 |
| Recovery Factor | 2.24 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -41.59 | 296 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-11-24 | 2024-11-28 | -5.35 | 4 |
| 2024-07-30 | 2024-09-13 | -4.86 | 45 |
| 2024-10-30 | 2024-11-22 | -3.47 | 23 |
| 2024-09-20 | 2024-09-22 | -2.49 | 2 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-09-25 | 2024-09-27 | -1.03 | 2 |
| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -11.49% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -16.92% | -23.82% |
| Best Month | 77.49% | 261.52% |
| Worst Month | -11.93% | -34.44% |
| Best Year | 203.58% | 301.62% |
| Worst Year | -36.3% | 11.59% |
| Avg. Up Day | 3.3% | 3.5% |
| Avg. Down Day | -1.94% | -2.39% |
| Avg. Up Week | 8.48% | 11.96% |
| Avg. Down Week | -4.85% | -8.05% |
| Avg. Up Month | 24.15% | 54.46% |
| Avg. Down Month | -5.38% | -13.44% |
| Win Days % | 45.4% | 50.44% |
| Win Month % | 38.89% | 57.89% |
| Win Week % | 50.0% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |