| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 87.4% | 348.17% |
| Max Drawdown | -39.31% | -47.41% |
| Sharpe | 0.62 | 0.76 |
| Sortino | 1.14 | 1.21 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.26 | 1.14 |
| Common Sense Ratio | 1.29 | 1.29 |
| CPC Index | 0.76 | 0.71 |
| Tail Ratio | 1.03 | 1.13 |
| Outlier Win Ratio | 28.08 | 3.41 |
| Outlier Loss Ratio | 4.56 | 3.37 |
| Volatility (ann.) | 19.08% | 45.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.27 | 3.45 |
| Skew | 5.55 | 1.66 |
| Kurtosis | 95.47 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.36% | 8.21% |
| Expected Yearly % | 36.89% | 111.7% |
| Kelly Criterion | 7.01% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.79% |
| Expected Shortfall (cVaR) | -1.61% | -3.79% |
| Year | 13662170:XRPUSD | 13662170:xrpusd:triple_med_gx:zlema40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 177.99 | 0.57 | - |
| 2025 | 8.34 | -32.59 | -3.91 | - |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| MTD | -2.43% | -10.18% |
| 3M | -3.29% | -27.5% |
| 6M | -16.08% | -4.31% |
| YTD | -32.59% | 8.34% |
| 1Y | 59.56% | 100.91% |
| 3Y (ann.) | 50.04% | 163.54% |
| 5Y (ann.) | 50.04% | 163.54% |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Max Drawdown | -39.31% | -47.41% |
| Longest DD Days | 296.0 | 182.0 |
| Avg. Drawdown | -4.55% | -11.25% |
| Avg. Drawdown Days | 26.0 | 22.0 |
| Recovery Factor | 2.22 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -39.31 | 296 |
| 2024-06-05 | 2024-09-12 | -9.03 | 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 |
| 2024-10-17 | 2024-11-21 | -2.93 | 35 |
| 2024-10-15 | 2024-10-17 | -2.23 | 2 |
| 2024-06-01 | 2024-06-03 | -1.39 | 1 |
| 2024-11-22 | 2024-11-22 | -0.97 | 0 |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -7.73% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -15.16% | -21.92% |
| Best Month | 78.09% | 283.75% |
| Worst Month | -9.84% | -29.34% |
| Best Year | 177.99% | 313.65% |
| Worst Year | -32.59% | 8.34% |
| Avg. Up Day | 1.36% | 1.38% |
| Avg. Down Day | -1.11% | -1.13% |
| Avg. Up Week | 8.94% | 12.87% |
| Avg. Down Week | -5.23% | -6.6% |
| Avg. Up Month | 26.98% | 66.42% |
| Avg. Down Month | -3.92% | -10.27% |
| Win Days % | 48.7% | 51.51% |
| Win Month % | 41.18% | 52.63% |
| Win Week % | 53.85% | 48.19% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |