| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 181.83% | 348.17% |
| Max Drawdown | -27.59% | -47.41% |
| Sharpe | 0.97 | 0.76 |
| Sortino | 1.9 | 1.21 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.42 | 1.14 |
| Common Sense Ratio | 1.77 | 1.29 |
| CPC Index | 0.96 | 0.75 |
| Tail Ratio | 1.25 | 1.13 |
| Outlier Win Ratio | 26.87 | 3.54 |
| Outlier Loss Ratio | 4.83 | 3.33 |
| Volatility (ann.) | 18.98% | 45.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.45 | 3.45 |
| Skew | 5.92 | 1.66 |
| Kurtosis | 95.33 | 19.67 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 5.6% | 8.21% |
| Expected Yearly % | 67.88% | 111.7% |
| Kelly Criterion | 13.13% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.79% |
| Expected Shortfall (cVaR) | -1.58% | -3.79% |
| Year | 13644658:XRPUSD | 13644658:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 209.29 | 0.67 | - |
| 2025 | 8.34 | -8.88 | -1.06 | - |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -1.59% | -27.5% |
| 6M | -9.67% | -4.31% |
| YTD | -8.88% | 8.34% |
| 1Y | 136.57% | 100.91% |
| 3Y (ann.) | 95.3% | 163.54% |
| 5Y (ann.) | 95.3% | 163.54% |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Max Drawdown | -27.59% | -47.41% |
| Longest DD Days | 274.0 | 182.0 |
| Avg. Drawdown | -3.71% | -11.25% |
| Avg. Drawdown Days | 18.0 | 22.0 |
| Recovery Factor | 6.59 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -27.59 | 274 |
| 2025-01-24 | 2025-02-14 | -12.99 | 21 |
| 2024-06-05 | 2024-07-13 | -7.43 | 37 |
| 2024-07-24 | 2024-09-21 | -7.09 | 59 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 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 |
| 2024-11-23 | 2024-11-27 | -3.18 | 3 |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -6.66% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -8.45% | -21.92% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -7.3% | -29.34% |
| Best Year | 209.29% | 313.65% |
| Worst Year | -8.88% | 8.34% |
| Avg. Up Day | 1.35% | 1.37% |
| Avg. Down Day | -1.01% | -1.08% |
| Avg. Up Week | 11.14% | 14.9% |
| Avg. Down Week | -3.47% | -6.2% |
| Avg. Up Month | 26.14% | 55.83% |
| Avg. Down Month | -3.52% | -7.91% |
| Win Days % | 50.18% | 51.51% |
| Win Month % | 44.44% | 52.63% |
| Win Week % | 48.84% | 48.19% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |