| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 163.65% | 348.17% |
| Max Drawdown | -27.93% | -46.97% |
| Sharpe | 1.52 | 1.51 |
| Sortino | 4.03 | 2.59 |
| Payoff Ratio | 1.85 | 1.6 |
| Profit Factor | 1.78 | 1.29 |
| Common Sense Ratio | 2.2 | 1.89 |
| CPC Index | 1.61 | 1.05 |
| Tail Ratio | 1.23 | 1.46 |
| Outlier Win Ratio | 23.6 | 3.89 |
| Outlier Loss Ratio | 5.14 | 3.31 |
| Volatility (ann.) | 47.83% | 90.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.12 | 3.48 |
| Skew | 7.11 | 1.28 |
| Kurtosis | 78.72 | 9.32 |
| Expected Daily % | 0.17% | 0.27% |
| Expected Monthly % | 5.23% | 8.21% |
| Expected Yearly % | 62.37% | 111.7% |
| Kelly Criterion | 21.15% | 19.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.92% | -7.38% |
| Expected Shortfall (cVaR) | -3.92% | -7.38% |
| Year | 13644747:XRPUSD | 13644747:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 202.26 | 0.67 | - |
| 2025 | 11.59 | -12.77 | -1.10 | - |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -1.79% | -27.26% |
| 6M | -11.81% | -4.75% |
| YTD | -12.77% | 11.59% |
| 1Y | 126.46% | 129.27% |
| 3Y (ann.) | 87.07% | 163.54% |
| 5Y (ann.) | 87.07% | 163.54% |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Max Drawdown | -27.93% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -4.55% | -16.13% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 5.86 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -27.93 | 273 |
| 2025-01-25 | 2025-02-15 | -8.63 | 21 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-07-30 | 2024-09-22 | -6.26 | 54 |
| 2024-10-31 | 2024-11-22 | -3.22 | 22 |
| 2024-11-24 | 2024-11-28 | -3.00 | 4 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-09-25 | 2024-09-29 | -1.36 | 4 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -8.97% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -10.41% | -23.82% |
| Best Month | 81.9% | 261.52% |
| Worst Month | -7.3% | -34.44% |
| Best Year | 202.26% | 301.62% |
| Worst Year | -12.77% | 11.59% |
| Avg. Up Day | 3.3% | 3.51% |
| Avg. Down Day | -1.78% | -2.19% |
| Avg. Up Week | 8.94% | 12.18% |
| Avg. Down Week | -3.95% | -8.32% |
| Avg. Up Month | 24.65% | 54.37% |
| Avg. Down Month | -4.53% | -8.93% |
| Win Days % | 48.82% | 50.44% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 54.76% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |