| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -24.25% | 339.14% |
| Max Drawdown | -29.42% | -47.41% |
| Sharpe | -0.36 | 0.93 |
| Sortino | -0.59 | 1.53 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.71 | 1.18 |
| Common Sense Ratio | NaN | 1.45 |
| CPC Index | 0.28 | 0.61 |
| Tail Ratio | NaN | 1.23 |
| Outlier Win Ratio | 108.83 | 2.52 |
| Outlier Loss Ratio | 3.34 | 2.94 |
| Volatility (ann.) | 14.96% | 49.5% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.77 | 6.2 |
| Skew | 12.26 | 1.79 |
| Kurtosis | 518.78 | 18.42 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -2.11% | 12.05% |
| Expected Yearly % | -12.97% | 109.56% |
| Kelly Criterion | -22.57% | 3.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.14% |
| Expected Shortfall (cVaR) | -1.3% | -4.14% |
| Year | 13396246:XRPUSD | 13396246:xrpusd:triple_med_gx:zlema170_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 2.85 | 0.01 | - |
| 2025 | 6.16 | -26.35 | -4.28 | - |
| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| MTD | -11.6% | 0.76% |
| 3M | -15.8% | 0.49% |
| 6M | -19.93% | 50.03% |
| YTD | -26.35% | 6.16% |
| 1Y | -24.4% | 322.07% |
| 3Y (ann.) | -22.69% | 293.82% |
| 5Y (ann.) | -22.69% | 293.82% |
| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| Max Drawdown | -29.42% | -47.41% |
| Longest DD Days | 302.0 | 133.0 |
| Avg. Drawdown | -5.88% | -10.05% |
| Avg. Drawdown Days | 60.0 | 15.0 |
| Recovery Factor | -0.82 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-05-30 | -29.42 | 302 |
| 2024-05-30 | 2024-07-29 | -2.83 | 59 |
| 2024-07-29 | 2024-07-30 | -1.95 | 1 |
| 2024-05-16 | 2024-05-17 | -0.62 | 0 |
| 2024-07-30 | 2024-07-31 | -0.29 | 0 |
| 2024-05-16 | 2024-05-16 | -0.18 | 0 |
| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 26.33% |
| Worst Day | -12.99% | -13.65% |
| Best Week | 8.72% | 65.15% |
| Worst Week | -7.31% | -21.01% |
| Best Month | 8.72% | 283.75% |
| Worst Month | -11.6% | -29.34% |
| Best Year | 2.85% | 313.65% |
| Worst Year | -26.35% | 6.16% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.47% | -1.54% |
| Avg. Up Week | 0.2% | 4.22% |
| Avg. Down Week | -4.1% | -6.03% |
| Avg. Up Month | 5.77% | 15.17% |
| Avg. Down Month | -4.72% | -13.18% |
| Win Days % | 37.76% | 52.01% |
| Win Month % | 27.27% | 61.54% |
| Win Week % | 33.33% | 51.72% |
| Win Quarter % | 20.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |