| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 87.4% | 348.17% |
| Max Drawdown | -37.97% | -46.97% |
| Sharpe | 1.07 | 1.51 |
| Sortino | 2.47 | 2.59 |
| Payoff Ratio | 1.61 | 1.46 |
| Profit Factor | 1.5 | 1.29 |
| Common Sense Ratio | 1.74 | 1.89 |
| CPC Index | 1.15 | 0.95 |
| Tail Ratio | 1.16 | 1.46 |
| Outlier Win Ratio | 24.89 | 3.72 |
| Outlier Loss Ratio | 4.76 | 3.54 |
| Volatility (ann.) | 47.65% | 90.0% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.32 | 3.48 |
| Skew | 6.76 | 1.28 |
| Kurtosis | 78.79 | 9.32 |
| Expected Daily % | 0.11% | 0.27% |
| Expected Monthly % | 3.36% | 8.21% |
| Expected Yearly % | 36.89% | 111.7% |
| Kelly Criterion | 14.8% | 16.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.96% | -7.38% |
| Expected Shortfall (cVaR) | -3.96% | -7.38% |
| Year | 13662170:XRPUSD | 13662170:xrpusd:triple_med_gx:zlema40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 177.99 | 0.59 | - |
| 2025 | 11.59 | -32.59 | -2.81 | - |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| MTD | -2.43% | -9.32% |
| 3M | -3.29% | -27.26% |
| 6M | -16.08% | -4.75% |
| YTD | -32.59% | 11.59% |
| 1Y | 59.56% | 129.27% |
| 3Y (ann.) | 50.04% | 163.54% |
| 5Y (ann.) | 50.04% | 163.54% |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Max Drawdown | -37.97% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -6.37% | -16.13% |
| Avg. Drawdown Days | 50.0 | 38.0 |
| Recovery Factor | 2.3 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -37.97 | 296 |
| 2024-06-06 | 2024-09-12 | -8.13 | 98 |
| 2024-11-24 | 2024-11-29 | -3.63 | 5 |
| 2024-10-18 | 2024-11-22 | -2.76 | 35 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-09-28 | 2024-09-29 | -0.68 | 1 |
| 2024-06-02 | 2024-06-04 | -0.43 | 2 |
| 2024-10-16 | 2024-10-17 | -0.17 | 1 |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -11.17% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -16.62% | -23.82% |
| Best Month | 71.32% | 261.52% |
| Worst Month | -10.32% | -34.44% |
| Best Year | 177.99% | 301.62% |
| Worst Year | -32.59% | 11.59% |
| Avg. Up Day | 3.3% | 3.54% |
| Avg. Down Day | -2.05% | -2.43% |
| Avg. Up Week | 8.8% | 12.17% |
| Avg. Down Week | -6.07% | -9.06% |
| Avg. Up Month | 26.23% | 64.6% |
| Avg. Down Month | -5.28% | -13.73% |
| Win Days % | 47.44% | 50.44% |
| Win Month % | 41.18% | 57.89% |
| Win Week % | 57.5% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |