| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 112.22% | 348.17% |
| Max Drawdown | -42.51% | -46.97% |
| Sharpe | 1.21 | 1.51 |
| Sortino | 2.85 | 2.59 |
| Payoff Ratio | 1.71 | 1.5 |
| Profit Factor | 1.56 | 1.29 |
| Common Sense Ratio | 1.73 | 1.89 |
| CPC Index | 1.27 | 0.98 |
| Tail Ratio | 1.11 | 1.46 |
| Outlier Win Ratio | 23.54 | 3.89 |
| Outlier Loss Ratio | 4.94 | 3.54 |
| Volatility (ann.) | 49.15% | 90.0% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.47 | 3.48 |
| Skew | 6.43 | 1.28 |
| Kurtosis | 71.41 | 9.32 |
| Expected Daily % | 0.13% | 0.27% |
| Expected Monthly % | 4.04% | 8.21% |
| Expected Yearly % | 45.68% | 111.7% |
| Kelly Criterion | 17.0% | 17.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.07% | -7.38% |
| Expected Shortfall (cVaR) | -4.07% | -7.38% |
| Year | 13661917:XRPUSD | 13661917:xrpusd:triple_med_gx:zlema35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 238.50 | 0.79 | - |
| 2025 | 11.59 | -37.31 | -3.22 | - |
| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| MTD | -2.11% | -9.32% |
| 3M | -4.15% | -27.26% |
| 6M | -22.5% | -4.75% |
| YTD | -37.31% | 11.59% |
| 1Y | 62.76% | 129.27% |
| 3Y (ann.) | 62.6% | 163.54% |
| 5Y (ann.) | 62.6% | 163.54% |
| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| Max Drawdown | -42.51% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -4.26% | -16.13% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 2.64 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -42.51 | 296 |
| 2024-06-06 | 2024-07-13 | -6.79 | 37 |
| 2024-10-31 | 2024-11-22 | -3.10 | 22 |
| 2024-11-24 | 2024-11-28 | -3.00 | 4 |
| 2024-10-08 | 2024-10-15 | -2.37 | 7 |
| 2024-08-15 | 2024-09-13 | -2.16 | 29 |
| 2024-07-30 | 2024-07-31 | -1.95 | 1 |
| 2024-09-21 | 2024-09-22 | -1.56 | 1 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -11.17% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -16.62% | -23.82% |
| Best Month | 81.9% | 261.52% |
| Worst Month | -11.73% | -34.44% |
| Best Year | 238.5% | 301.62% |
| Worst Year | -37.31% | 11.59% |
| Avg. Up Day | 3.35% | 3.56% |
| Avg. Down Day | -1.96% | -2.38% |
| Avg. Up Week | 9.1% | 12.49% |
| Avg. Down Week | -5.81% | -8.66% |
| Avg. Up Month | 30.76% | 64.6% |
| Avg. Down Month | -6.36% | -13.73% |
| Win Days % | 47.65% | 50.44% |
| Win Month % | 38.89% | 57.89% |
| Win Week % | 55.81% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |