| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 163.65% | 348.17% |
| Max Drawdown | -29.6% | -47.41% |
| Sharpe | 0.92 | 0.76 |
| Sortino | 1.79 | 1.21 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.4 | 1.14 |
| Common Sense Ratio | 1.65 | 1.29 |
| CPC Index | 0.92 | 0.75 |
| Tail Ratio | 1.18 | 1.13 |
| Outlier Win Ratio | 27.36 | 3.54 |
| Outlier Loss Ratio | 4.81 | 3.33 |
| Volatility (ann.) | 18.93% | 45.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.94 | 3.45 |
| Skew | 5.96 | 1.66 |
| Kurtosis | 96.42 | 19.67 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 5.23% | 8.21% |
| Expected Yearly % | 62.37% | 111.7% |
| Kelly Criterion | 12.03% | 13.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.79% |
| Expected Shortfall (cVaR) | -1.58% | -3.79% |
| Year | 13644747:XRPUSD | 13644747:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 202.26 | 0.64 | - |
| 2025 | 8.34 | -12.77 | -1.53 | - |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -1.79% | -27.5% |
| 6M | -11.81% | -4.31% |
| YTD | -12.77% | 8.34% |
| 1Y | 126.46% | 100.91% |
| 3Y (ann.) | 87.07% | 163.54% |
| 5Y (ann.) | 87.07% | 163.54% |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Max Drawdown | -29.6% | -47.41% |
| Longest DD Days | 274.0 | 182.0 |
| Avg. Drawdown | -4.78% | -11.25% |
| Avg. Drawdown Days | 24.0 | 22.0 |
| Recovery Factor | 5.53 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -29.60 | 274 |
| 2025-01-24 | 2025-02-14 | -12.99 | 21 |
| 2024-07-24 | 2024-09-28 | -9.21 | 65 |
| 2024-06-05 | 2024-07-13 | -7.43 | 37 |
| 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 |
| 2024-10-07 | 2024-10-14 | -3.59 | 6 |
| 2024-10-15 | 2024-11-21 | -3.58 | 37 |
| 2024-11-23 | 2024-11-27 | -3.18 | 3 |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -6.66% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -9.87% | -21.92% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -7.3% | -29.34% |
| Best Year | 202.26% | 313.65% |
| Worst Year | -12.77% | 8.34% |
| Avg. Up Day | 1.35% | 1.37% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 10.34% | 14.52% |
| Avg. Down Week | -3.47% | -6.26% |
| Avg. Up Month | 25.95% | 55.83% |
| Avg. Down Month | -3.74% | -7.91% |
| Win Days % | 49.82% | 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% |