| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 144.39% | 348.17% |
| Max Drawdown | -30.68% | -47.41% |
| Sharpe | 0.85 | 0.76 |
| Sortino | 1.63 | 1.21 |
| Payoff Ratio | 1.33 | 1.28 |
| Profit Factor | 1.36 | 1.14 |
| Common Sense Ratio | 1.48 | 1.29 |
| CPC Index | 0.89 | 0.75 |
| Tail Ratio | 1.09 | 1.13 |
| Outlier Win Ratio | 27.11 | 3.54 |
| Outlier Loss Ratio | 4.75 | 3.34 |
| Volatility (ann.) | 19.16% | 45.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.55 | 3.45 |
| Skew | 5.83 | 1.66 |
| Kurtosis | 92.76 | 19.67 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 4.82% | 8.21% |
| Expected Yearly % | 56.33% | 111.7% |
| Kelly Criterion | 11.08% | 13.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.79% |
| Expected Shortfall (cVaR) | -1.6% | -3.79% |
| Year | 13653106:XRPUSD | 13653106:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 207.85 | 0.66 | - |
| 2025 | 8.34 | -20.61 | -2.47 | - |
| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -4.11% | -27.5% |
| 6M | -17.49% | -4.31% |
| YTD | -20.61% | 8.34% |
| 1Y | 106.1% | 100.91% |
| 3Y (ann.) | 78.12% | 163.54% |
| 5Y (ann.) | 78.12% | 163.54% |
| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| Max Drawdown | -30.68% | -47.41% |
| Longest DD Days | 217.0 | 182.0 |
| Avg. Drawdown | -4.97% | -11.25% |
| Avg. Drawdown Days | 23.0 | 22.0 |
| Recovery Factor | 4.71 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-13 | 2025-11-17 | -30.68 | 217 |
| 2025-01-24 | 2025-04-13 | -14.04 | 79 |
| 2024-07-24 | 2024-09-28 | -9.15 | 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 |
| 2024-10-30 | 2024-11-21 | -3.65 | 22 |
| 2024-10-07 | 2024-10-14 | -3.59 | 6 |
| 2024-11-23 | 2024-11-27 | -3.18 | 3 |
| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -6.66% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -8.45% | -21.92% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -10.05% | -29.34% |
| Best Year | 207.85% | 313.65% |
| Worst Year | -20.61% | 8.34% |
| Avg. Up Day | 1.36% | 1.38% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 10.48% | 14.08% |
| Avg. Down Week | -3.93% | -6.26% |
| Avg. Up Month | 26.09% | 55.83% |
| Avg. Down Month | -5.1% | -7.02% |
| Win Days % | 49.3% | 51.51% |
| Win Month % | 55.56% | 52.63% |
| Win Week % | 48.84% | 48.19% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |