| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 94.65% | 348.17% |
| Max Drawdown | -19.65% | -46.97% |
| Sharpe | 1.17 | 1.51 |
| Sortino | 2.36 | 2.59 |
| Payoff Ratio | 1.56 | 1.71 |
| Profit Factor | 1.5 | 1.29 |
| Common Sense Ratio | 2.13 | 1.89 |
| CPC Index | 1.08 | 1.12 |
| Tail Ratio | 1.42 | 1.46 |
| Outlier Win Ratio | 23.67 | 3.78 |
| Outlier Loss Ratio | 5.59 | 3.7 |
| Volatility (ann.) | 44.63% | 90.0% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.74 | 3.48 |
| Skew | 4.5 | 1.28 |
| Kurtosis | 48.45 | 9.32 |
| Expected Daily % | 0.12% | 0.27% |
| Expected Monthly % | 3.57% | 8.21% |
| Expected Yearly % | 39.52% | 111.7% |
| Kelly Criterion | 12.02% | 21.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.7% | -7.38% |
| Expected Shortfall (cVaR) | -3.7% | -7.38% |
| Year | 13464309:XRPUSD | 13464309:xrpusd:triple_med_gx:zlema175_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 65.58 | 0.22 | - |
| 2025 | 11.59 | 17.55 | 1.51 | + |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| MTD | -3.36% | -9.32% |
| 3M | -12.17% | -27.26% |
| 6M | -5.44% | -4.75% |
| YTD | 17.55% | 11.59% |
| 1Y | 21.32% | 129.27% |
| 3Y (ann.) | 53.77% | 163.54% |
| 5Y (ann.) | 53.77% | 163.54% |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Max Drawdown | -19.65% | -46.97% |
| Longest DD Days | 231.0 | 181.0 |
| Avg. Drawdown | -5.83% | -16.13% |
| Avg. Drawdown Days | 28.0 | 38.0 |
| Recovery Factor | 4.82 | 7.41 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-06 | 2024-11-16 | -19.65 | 71 |
| 2025-03-31 | 2025-11-17 | -19.00 | 231 |
| 2025-01-18 | 2025-03-03 | -17.24 | 44 |
| 2024-12-05 | 2025-01-12 | -12.42 | 38 |
| 2024-08-02 | 2024-08-08 | -8.13 | 6 |
| 2024-05-23 | 2024-06-18 | -4.78 | 26 |
| 2025-01-16 | 2025-01-17 | -3.01 | 1 |
| 2024-07-19 | 2024-07-20 | -2.74 | 1 |
| 2024-07-08 | 2024-07-09 | -2.28 | 1 |
| 2025-03-05 | 2025-03-06 | -1.08 | 1 |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Best Day | 25.87% | 32.39% |
| Worst Day | -12.17% | -20.82% |
| Best Week | 35.37% | 73.93% |
| Worst Week | -9.88% | -23.82% |
| Best Month | 63.43% | 261.52% |
| Worst Month | -14.92% | -34.44% |
| Best Year | 65.58% | 301.62% |
| Worst Year | 17.55% | 11.59% |
| Avg. Up Day | 3.43% | 4.73% |
| Avg. Down Day | -2.2% | -2.77% |
| Avg. Up Week | 8.29% | 17.39% |
| Avg. Down Week | -3.4% | -7.42% |
| Avg. Up Month | 25.88% | 66.88% |
| Avg. Down Month | -7.21% | -17.54% |
| Win Days % | 46.37% | 50.44% |
| Win Month % | 47.37% | 57.89% |
| Win Week % | 44.62% | 50.6% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |