| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 106.09% | 348.17% |
| Max Drawdown | -30.28% | -46.97% |
| Sharpe | 1.2 | 1.51 |
| Sortino | 3.0 | 2.59 |
| Payoff Ratio | 1.86 | 1.53 |
| Profit Factor | 1.58 | 1.29 |
| Common Sense Ratio | 1.86 | 1.89 |
| CPC Index | 1.3 | 1.0 |
| Tail Ratio | 1.18 | 1.46 |
| Outlier Win Ratio | 24.66 | 3.79 |
| Outlier Loss Ratio | 4.95 | 3.47 |
| Volatility (ann.) | 47.36% | 90.0% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.97 | 3.48 |
| Skew | 7.1 | 1.28 |
| Kurtosis | 80.29 | 9.32 |
| Expected Daily % | 0.13% | 0.27% |
| Expected Monthly % | 3.88% | 8.21% |
| Expected Yearly % | 43.56% | 111.7% |
| Kelly Criterion | 14.61% | 17.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.92% | -7.38% |
| Expected Shortfall (cVaR) | -3.92% | -7.38% |
| Year | 13653654:XRPUSD | 13653654:xrpusd:triple_med_gx:zlema40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 169.00 | 0.56 | - |
| 2025 | 11.59 | -23.39 | -2.02 | - |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| MTD | -2.43% | -9.32% |
| 3M | -2.62% | -27.26% |
| 6M | -20.38% | -4.75% |
| YTD | -23.39% | 11.59% |
| 1Y | 81.34% | 129.27% |
| 3Y (ann.) | 59.55% | 163.54% |
| 5Y (ann.) | 59.55% | 163.54% |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Max Drawdown | -30.28% | -46.97% |
| Longest DD Days | 273.0 | 181.0 |
| Avg. Drawdown | -5.8% | -16.13% |
| Avg. Drawdown Days | 41.0 | 38.0 |
| Recovery Factor | 3.5 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-17 | 2025-11-17 | -30.28 | 273 |
| 2025-01-25 | 2025-02-15 | -13.65 | 21 |
| 2024-06-06 | 2024-09-13 | -8.52 | 99 |
| 2024-11-24 | 2024-11-29 | -3.63 | 5 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-10-18 | 2024-11-22 | -1.76 | 35 |
| 2024-05-29 | 2024-06-05 | -1.39 | 7 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-09-28 | 2024-09-29 | -0.68 | 1 |
| 2024-09-26 | 2024-09-27 | -0.18 | 1 |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -8.97% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -10.71% | -23.82% |
| Best Month | 69.69% | 261.52% |
| Worst Month | -9.84% | -34.44% |
| Best Year | 169.0% | 301.62% |
| Worst Year | -23.39% | 11.59% |
| Avg. Up Day | 3.54% | 3.73% |
| Avg. Down Day | -1.9% | -2.44% |
| Avg. Up Week | 9.7% | 12.16% |
| Avg. Down Week | -4.82% | -8.55% |
| Avg. Up Month | 21.81% | 54.46% |
| Avg. Down Month | -3.92% | -13.73% |
| Win Days % | 44.44% | 50.44% |
| Win Month % | 44.44% | 57.89% |
| Win Week % | 51.28% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |