| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 84.26% | 348.17% |
| Max Drawdown | -49.57% | -47.41% |
| Sharpe | 0.59 | 0.76 |
| Sortino | 1.06 | 1.21 |
| Payoff Ratio | 1.29 | 1.27 |
| Profit Factor | 1.23 | 1.14 |
| Common Sense Ratio | 1.28 | 1.29 |
| CPC Index | 0.74 | 0.74 |
| Tail Ratio | 1.05 | 1.13 |
| Outlier Win Ratio | 25.54 | 3.52 |
| Outlier Loss Ratio | 4.73 | 3.36 |
| Volatility (ann.) | 19.78% | 45.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.98 | 3.45 |
| Skew | 4.9 | 1.66 |
| Kurtosis | 83.35 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.27% | 8.21% |
| Expected Yearly % | 35.74% | 111.7% |
| Kelly Criterion | 5.43% | 13.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.79% |
| Expected Shortfall (cVaR) | -1.67% | -3.79% |
| Year | 13661443:XRPUSD | 13661443:xrpusd:triple_med_gx:zlema30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 205.61 | 0.66 | - |
| 2025 | 8.34 | -39.71 | -4.76 | - |
| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| MTD | -0.37% | -10.18% |
| 3M | -5.51% | -27.5% |
| 6M | -25.85% | -4.31% |
| YTD | -39.71% | 8.34% |
| 1Y | 49.83% | 100.91% |
| 3Y (ann.) | 48.41% | 163.54% |
| 5Y (ann.) | 48.41% | 163.54% |
| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| Max Drawdown | -49.57% | -47.41% |
| Longest DD Days | 274.0 | 182.0 |
| Avg. Drawdown | -4.67% | -11.25% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 1.7 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -49.57 | 274 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2024-11-26 | 2024-11-28 | -8.61 | 2 |
| 2024-06-05 | 2024-07-13 | -7.60 | 37 |
| 2024-07-24 | 2024-09-19 | -6.25 | 57 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-10-29 | 2024-11-21 | -4.39 | 22 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-10-07 | 2024-10-14 | -3.59 | 6 |
| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -8.29% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -9.82% | -21.92% |
| Best Month | 85.35% | 283.75% |
| Worst Month | -10.76% | -29.34% |
| Best Year | 205.61% | 313.65% |
| Worst Year | -39.71% | 8.34% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.07% | -1.1% |
| Avg. Up Week | 9.59% | 14.52% |
| Avg. Down Week | -3.42% | -6.0% |
| Avg. Up Month | 36.96% | 82.32% |
| Avg. Down Month | -4.76% | -7.09% |
| Win Days % | 46.74% | 51.51% |
| Win Month % | 33.33% | 52.63% |
| Win Week % | 42.22% | 48.19% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |