| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 136.08% | 348.17% |
| Max Drawdown | -28.38% | -46.97% |
| Sharpe | 1.37 | 1.51 |
| Sortino | 3.64 | 2.59 |
| Payoff Ratio | 1.89 | 1.65 |
| Profit Factor | 1.68 | 1.29 |
| Common Sense Ratio | 2.07 | 1.89 |
| CPC Index | 1.45 | 1.08 |
| Tail Ratio | 1.23 | 1.46 |
| Outlier Win Ratio | 24.39 | 4.0 |
| Outlier Loss Ratio | 5.45 | 3.42 |
| Volatility (ann.) | 48.23% | 90.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.61 | 3.48 |
| Skew | 7.07 | 1.28 |
| Kurtosis | 76.57 | 9.32 |
| Expected Daily % | 0.15% | 0.27% |
| Expected Monthly % | 4.62% | 8.21% |
| Expected Yearly % | 53.65% | 111.7% |
| Kelly Criterion | 16.88% | 20.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.97% | -7.38% |
| Expected Shortfall (cVaR) | -3.97% | -7.38% |
| Year | 13652949:XRPUSD | 13652949:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 199.61 | 0.66 | - |
| 2025 | 11.59 | -21.20 | -1.83 | - |
| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -8.08% | -27.26% |
| 6M | -18.63% | -4.75% |
| YTD | -21.2% | 11.59% |
| 1Y | 99.6% | 129.27% |
| 3Y (ann.) | 74.18% | 163.54% |
| 5Y (ann.) | 74.18% | 163.54% |
| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| Max Drawdown | -28.38% | -46.97% |
| Longest DD Days | 215.0 | 181.0 |
| Avg. Drawdown | -4.84% | -16.13% |
| Avg. Drawdown Days | 29.0 | 38.0 |
| Recovery Factor | 4.79 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-16 | 2025-11-17 | -28.38 | 215 |
| 2025-01-25 | 2025-04-15 | -15.24 | 80 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-07-30 | 2024-09-22 | -5.78 | 54 |
| 2024-11-24 | 2024-11-28 | -5.35 | 4 |
| 2024-10-30 | 2024-11-22 | -3.47 | 23 |
| 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 |
| 2024-09-25 | 2024-09-27 | -0.79 | 2 |
| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949: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 | 199.61% | 301.62% |
| Worst Year | -21.2% | 11.59% |
| Avg. Up Day | 3.44% | 3.57% |
| Avg. Down Day | -1.82% | -2.16% |
| Avg. Up Week | 8.72% | 11.96% |
| Avg. Down Week | -4.1% | -8.4% |
| Avg. Up Month | 24.97% | 54.46% |
| Avg. Down Month | -3.82% | -14.06% |
| Win Days % | 45.61% | 50.44% |
| Win Month % | 44.44% | 57.89% |
| Win Week % | 51.16% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |