| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 137.44% | 348.17% |
| Max Drawdown | -32.76% | -46.97% |
| Sharpe | 1.39 | 1.51 |
| Sortino | 3.79 | 2.59 |
| Payoff Ratio | 1.85 | 1.62 |
| Profit Factor | 1.71 | 1.29 |
| Common Sense Ratio | 1.86 | 1.89 |
| CPC Index | 1.47 | 1.05 |
| Tail Ratio | 1.09 | 1.46 |
| Outlier Win Ratio | 24.41 | 3.89 |
| Outlier Loss Ratio | 5.59 | 3.35 |
| Volatility (ann.) | 47.17% | 90.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.28 | 3.48 |
| Skew | 7.45 | 1.28 |
| Kurtosis | 83.3 | 9.32 |
| Expected Daily % | 0.15% | 0.27% |
| Expected Monthly % | 4.66% | 8.21% |
| Expected Yearly % | 54.09% | 111.7% |
| Kelly Criterion | 17.62% | 19.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.88% | -7.38% |
| Expected Shortfall (cVaR) | -3.88% | -7.38% |
| Year | 13652786:XRPUSD | 13652786:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 202.03 | 0.67 | - |
| 2025 | 11.59 | -21.39 | -1.84 | - |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -6.59% | -27.26% |
| 6M | -18.31% | -4.75% |
| YTD | -21.39% | 11.59% |
| 1Y | 99.14% | 129.27% |
| 3Y (ann.) | 74.83% | 163.54% |
| 5Y (ann.) | 74.83% | 163.54% |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Max Drawdown | -32.76% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -4.33% | -16.13% |
| Avg. Drawdown Days | 27.0 | 38.0 |
| Recovery Factor | 4.2 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -32.76 | 273 |
| 2025-01-24 | 2025-02-15 | -8.16 | 22 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-11-24 | 2024-11-28 | -5.35 | 4 |
| 2024-08-15 | 2024-09-13 | -3.49 | 29 |
| 2024-10-30 | 2024-11-22 | -3.47 | 23 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-09-21 | 2024-09-29 | -2.00 | 8 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786: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 | 77.49% | 261.52% |
| Worst Month | -9.11% | -34.44% |
| Best Year | 202.03% | 301.62% |
| Worst Year | -21.39% | 11.59% |
| Avg. Up Day | 3.13% | 3.45% |
| Avg. Down Day | -1.69% | -2.13% |
| Avg. Up Week | 9.16% | 12.91% |
| Avg. Down Week | -3.5% | -8.34% |
| Avg. Up Month | 28.24% | 64.6% |
| Avg. Down Month | -3.56% | -9.98% |
| Win Days % | 46.55% | 50.44% |
| Win Month % | 41.18% | 57.89% |
| Win Week % | 48.84% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |