| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 137.44% | 348.17% |
| Max Drawdown | -34.32% | -47.41% |
| Sharpe | 0.83 | 0.76 |
| Sortino | 1.59 | 1.21 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.34 | 1.14 |
| Common Sense Ratio | 1.48 | 1.29 |
| CPC Index | 0.87 | 0.76 |
| Tail Ratio | 1.1 | 1.13 |
| Outlier Win Ratio | 27.08 | 3.54 |
| Outlier Loss Ratio | 4.81 | 3.34 |
| Volatility (ann.) | 19.03% | 45.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.18 | 3.45 |
| Skew | 5.86 | 1.66 |
| Kurtosis | 94.49 | 19.67 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 4.66% | 8.21% |
| Expected Yearly % | 54.09% | 111.7% |
| Kelly Criterion | 10.16% | 13.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.79% |
| Expected Shortfall (cVaR) | -1.6% | -3.79% |
| Year | 13652786:XRPUSD | 13652786:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 202.03 | 0.64 | - |
| 2025 | 8.34 | -21.39 | -2.56 | - |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -6.59% | -27.5% |
| 6M | -18.31% | -4.31% |
| YTD | -21.39% | 8.34% |
| 1Y | 99.14% | 100.91% |
| 3Y (ann.) | 74.83% | 163.54% |
| 5Y (ann.) | 74.83% | 163.54% |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Max Drawdown | -34.32% | -47.41% |
| Longest DD Days | 274.0 | 182.0 |
| Avg. Drawdown | -4.67% | -11.25% |
| Avg. Drawdown Days | 20.0 | 22.0 |
| Recovery Factor | 4.0 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -34.32 | 274 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2024-06-05 | 2024-07-13 | -7.43 | 37 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-11-23 | 2024-11-27 | -5.52 | 4 |
| 2024-07-24 | 2024-09-12 | -5.33 | 50 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-10-30 | 2024-11-21 | -3.65 | 22 |
| 2024-10-07 | 2024-10-14 | -3.59 | 6 |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -6.66% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -8.55% | -21.92% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -9.11% | -29.34% |
| Best Year | 202.03% | 313.65% |
| Worst Year | -21.39% | 8.34% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.02% | -1.07% |
| Avg. Up Week | 10.31% | 15.06% |
| Avg. Down Week | -3.3% | -6.24% |
| Avg. Up Month | 29.93% | 66.42% |
| Avg. Down Month | -3.49% | -6.13% |
| Win Days % | 48.6% | 51.51% |
| Win Month % | 47.06% | 52.63% |
| Win Week % | 46.51% | 48.19% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |