| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 106.09% | 348.17% |
| Max Drawdown | -31.89% | -47.41% |
| Sharpe | 0.71 | 0.76 |
| Sortino | 1.36 | 1.21 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.3 | 1.14 |
| Common Sense Ratio | 1.44 | 1.29 |
| CPC Index | 0.82 | 0.74 |
| Tail Ratio | 1.1 | 1.13 |
| Outlier Win Ratio | 28.54 | 3.44 |
| Outlier Loss Ratio | 4.69 | 3.34 |
| Volatility (ann.) | 18.77% | 45.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.87 | 3.45 |
| Skew | 6.08 | 1.66 |
| Kurtosis | 100.2 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.88% | 8.21% |
| Expected Yearly % | 43.56% | 111.7% |
| Kelly Criterion | 8.6% | 12.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.79% |
| Expected Shortfall (cVaR) | -1.58% | -3.79% |
| Year | 13653654:XRPUSD | 13653654:xrpusd:triple_med_gx:zlema40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 169.00 | 0.54 | - |
| 2025 | 8.34 | -23.39 | -2.80 | - |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| MTD | -2.43% | -10.18% |
| 3M | -2.62% | -27.5% |
| 6M | -20.38% | -4.31% |
| YTD | -23.39% | 8.34% |
| 1Y | 81.34% | 100.91% |
| 3Y (ann.) | 59.55% | 163.54% |
| 5Y (ann.) | 59.55% | 163.54% |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Max Drawdown | -31.89% | -47.41% |
| Longest DD Days | 274.0 | 182.0 |
| Avg. Drawdown | -4.67% | -11.25% |
| Avg. Drawdown Days | 25.0 | 22.0 |
| Recovery Factor | 3.33 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -31.89 | 274 |
| 2025-01-24 | 2025-02-15 | -13.94 | 21 |
| 2024-06-05 | 2024-09-12 | -9.42 | 99 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-11-23 | 2024-11-28 | -4.63 | 5 |
| 2024-10-07 | 2024-10-14 | -3.59 | 6 |
| 2024-05-29 | 2024-06-04 | -2.34 | 6 |
| 2024-10-15 | 2024-10-17 | -2.23 | 2 |
| 2024-10-17 | 2024-11-21 | -1.94 | 35 |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -6.66% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -10.71% | -21.92% |
| Best Month | 76.54% | 283.75% |
| Worst Month | -10.65% | -29.34% |
| Best Year | 169.0% | 313.65% |
| Worst Year | -23.39% | 8.34% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.06% | -1.11% |
| Avg. Up Week | 10.43% | 13.52% |
| Avg. Down Week | -4.8% | -6.64% |
| Avg. Up Month | 26.06% | 66.42% |
| Avg. Down Month | -3.73% | -7.8% |
| Win Days % | 48.11% | 51.51% |
| Win Month % | 50.0% | 52.63% |
| Win Week % | 51.28% | 48.19% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |