| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 167.79% | 266.08% |
| Max Drawdown | -32.13% | -66.45% |
| Sharpe | 0.45 | 0.4 |
| Sortino | 0.83 | 0.66 |
| Payoff Ratio | 1.51 | 1.24 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.43 | 1.09 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 35.29 | 3.5 |
| Outlier Loss Ratio | 4.91 | 3.24 |
| Volatility (ann.) | 17.88% | 43.44% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.92 | 0.61 |
| Skew | 8.12 | 4.0 |
| Kurtosis | 194.01 | 89.69 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.12% | 2.8% |
| Expected Yearly % | 27.92% | 38.32% |
| Kelly Criterion | -1.37% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.69% |
| Expected Shortfall (cVaR) | -1.52% | -3.69% |
| Year | 13464332:XRPUSD | 13464332:xrpusd:triple_med_gx:zlema180_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.83 | 13.12 | -0.29 | + |
| 2023 | 81.26 | 19.69 | 0.24 | - |
| 2024 | 237.91 | 55.09 | 0.23 | - |
| 2025 | 8.34 | 27.52 | 3.30 | + |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| MTD | 0.6% | -10.18% |
| 3M | -6.49% | -27.5% |
| 6M | 4.53% | -4.31% |
| YTD | 27.52% | 8.34% |
| 1Y | 20.42% | 100.91% |
| 3Y (ann.) | 26.96% | 81.65% |
| 5Y (ann.) | 29.42% | 40.46% |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Max Drawdown | -32.13% | -66.45% |
| Longest DD Days | 665.0 | 1011.0 |
| Avg. Drawdown | -4.93% | -16.79% |
| Avg. Drawdown Days | 37.0 | 92.0 |
| Recovery Factor | 5.22 | 4.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-24 | 2024-07-20 | -32.13 | 665 |
| 2024-09-06 | 2024-11-15 | -19.23 | 70 |
| 2025-03-30 | 2025-11-17 | -18.76 | 231 |
| 2025-01-17 | 2025-03-02 | -17.24 | 44 |
| 2022-02-09 | 2022-07-16 | -15.72 | 156 |
| 2024-12-04 | 2025-01-14 | -12.17 | 41 |
| 2024-08-01 | 2024-08-07 | -10.37 | 6 |
| 2022-01-23 | 2022-02-07 | -8.40 | 15 |
| 2022-08-22 | 2022-09-09 | -6.14 | 18 |
| 2022-07-20 | 2022-07-30 | -5.42 | 10 |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Best Day | 26.1% | 58.27% |
| Worst Day | -8.39% | -13.84% |
| Best Week | 29.07% | 65.15% |
| Worst Week | -11.41% | -29.86% |
| Best Month | 58.14% | 283.75% |
| Worst Month | -13.5% | -29.34% |
| Best Year | 55.09% | 237.91% |
| Worst Year | 13.12% | -44.83% |
| Avg. Up Day | 1.64% | 1.7% |
| Avg. Down Day | -1.09% | -1.38% |
| Avg. Up Week | 6.06% | 12.83% |
| Avg. Down Week | -3.14% | -7.38% |
| Avg. Up Month | 13.15% | 40.66% |
| Avg. Down Month | -5.71% | -18.14% |
| Win Days % | 39.07% | 50.32% |
| Win Month % | 51.06% | 53.19% |
| Win Week % | 46.85% | 47.78% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 100.0% | 75.0% |