| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 138.38% | 348.17% |
| Max Drawdown | -31.58% | -46.97% |
| Sharpe | 1.37 | 1.51 |
| Sortino | 3.53 | 2.59 |
| Payoff Ratio | 1.86 | 1.57 |
| Profit Factor | 1.65 | 1.29 |
| Common Sense Ratio | 1.97 | 1.89 |
| CPC Index | 1.43 | 1.03 |
| Tail Ratio | 1.19 | 1.46 |
| Outlier Win Ratio | 23.52 | 4.0 |
| Outlier Loss Ratio | 4.99 | 3.35 |
| Volatility (ann.) | 48.77% | 90.0% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.38 | 3.48 |
| Skew | 6.81 | 1.28 |
| Kurtosis | 73.26 | 9.32 |
| Expected Daily % | 0.15% | 0.27% |
| Expected Monthly % | 4.68% | 8.21% |
| Expected Yearly % | 54.4% | 111.7% |
| Kelly Criterion | 17.74% | 18.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -7.38% |
| Expected Shortfall (cVaR) | -4.02% | -7.38% |
| Year | 13653279:XRPUSD | 13653279:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 206.10 | 0.68 | - |
| 2025 | 11.59 | -22.12 | -1.91 | - |
| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -3.88% | -27.26% |
| 6M | -21.06% | -4.75% |
| YTD | -22.12% | 11.59% |
| 1Y | 102.18% | 129.27% |
| 3Y (ann.) | 75.28% | 163.54% |
| 5Y (ann.) | 75.28% | 163.54% |
| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| Max Drawdown | -31.58% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -5.04% | -16.13% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 4.38 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -31.58 | 273 |
| 2025-01-25 | 2025-02-15 | -11.52 | 21 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-07-30 | 2024-09-22 | -6.64 | 54 |
| 2024-10-31 | 2024-11-22 | -3.22 | 22 |
| 2024-11-24 | 2024-11-28 | -3.00 | 4 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-09-25 | 2024-09-29 | -1.36 | 4 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279: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 | 81.9% | 261.52% |
| Worst Month | -10.42% | -34.44% |
| Best Year | 206.1% | 301.62% |
| Worst Year | -22.12% | 11.59% |
| Avg. Up Day | 3.43% | 3.53% |
| Avg. Down Day | -1.85% | -2.24% |
| Avg. Up Week | 9.47% | 12.5% |
| Avg. Down Week | -4.55% | -8.34% |
| Avg. Up Month | 21.56% | 47.15% |
| Avg. Down Month | -4.33% | -9.94% |
| Win Days % | 46.51% | 50.44% |
| Win Month % | 47.37% | 57.89% |
| Win Week % | 51.16% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |