| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 110.24% | 348.17% |
| Max Drawdown | -41.27% | -46.97% |
| Sharpe | 1.22 | 1.51 |
| Sortino | 3.01 | 2.59 |
| Payoff Ratio | 1.69 | 1.64 |
| Profit Factor | 1.57 | 1.29 |
| Common Sense Ratio | 1.62 | 1.89 |
| CPC Index | 1.23 | 1.07 |
| Tail Ratio | 1.03 | 1.46 |
| Outlier Win Ratio | 23.8 | 3.89 |
| Outlier Loss Ratio | 5.27 | 3.36 |
| Volatility (ann.) | 47.87% | 90.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.49 | 3.48 |
| Skew | 7.0 | 1.28 |
| Kurtosis | 78.89 | 9.32 |
| Expected Daily % | 0.13% | 0.27% |
| Expected Monthly % | 3.99% | 8.21% |
| Expected Yearly % | 45.0% | 111.7% |
| Kelly Criterion | 14.72% | 20.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.96% | -7.38% |
| Expected Shortfall (cVaR) | -3.96% | -7.38% |
| Year | 13652865:XRPUSD | 13652865:xrpusd:triple_med_gx:zlema30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 197.00 | 0.65 | - |
| 2025 | 11.59 | -29.21 | -2.52 | - |
| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| MTD | -0.37% | -9.32% |
| 3M | -5.17% | -27.26% |
| 6M | -24.64% | -4.75% |
| YTD | -29.21% | 11.59% |
| 1Y | 75.91% | 129.27% |
| 3Y (ann.) | 61.61% | 163.54% |
| 5Y (ann.) | 61.61% | 163.54% |
| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| Max Drawdown | -41.27% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -5.85% | -16.13% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 2.67 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -41.27 | 273 |
| 2024-11-26 | 2024-11-29 | -8.61 | 3 |
| 2025-01-25 | 2025-02-15 | -8.12 | 21 |
| 2024-05-28 | 2024-07-13 | -7.56 | 46 |
| 2024-08-15 | 2024-09-13 | -3.79 | 29 |
| 2024-10-30 | 2024-11-22 | -3.64 | 23 |
| 2024-09-21 | 2024-09-29 | -2.47 | 8 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -9.94% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -9.02% | -23.82% |
| Best Month | 74.12% | 261.52% |
| Worst Month | -9.53% | -34.44% |
| Best Year | 197.0% | 301.62% |
| Worst Year | -29.21% | 11.59% |
| Avg. Up Day | 3.08% | 3.44% |
| Avg. Down Day | -1.82% | -2.1% |
| Avg. Up Week | 9.02% | 12.32% |
| Avg. Down Week | -4.26% | -8.14% |
| Avg. Up Month | 34.79% | 79.99% |
| Avg. Down Month | -3.16% | -9.98% |
| Win Days % | 46.41% | 50.44% |
| Win Month % | 33.33% | 57.89% |
| Win Week % | 48.89% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |