| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 49.43% | 246.22% |
| Max Drawdown | -29.42% | -66.45% |
| Sharpe | 0.29 | 0.42 |
| Sortino | 0.53 | 0.69 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | NaN | 1.11 |
| CPC Index | 0.75 | 0.68 |
| Tail Ratio | NaN | 1.03 |
| Outlier Win Ratio | 75.2 | 3.01 |
| Outlier Loss Ratio | 3.51 | 2.91 |
| Volatility (ann.) | 12.89% | 44.79% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.43 | 0.67 |
| Skew | 10.86 | 4.16 |
| Kurtosis | 427.41 | 89.97 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.98% | 3.08% |
| Expected Yearly % | 10.56% | 36.41% |
| Kelly Criterion | 5.21% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.8% |
| Expected Shortfall (cVaR) | -1.1% | -3.8% |
| Year | 13396246:XRPUSD | 13396246:xrpusd:triple_med_gx:zlema170_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -46.75 | 64.84 | -1.39 | + |
| 2023 | 81.26 | -7.12 | -0.09 | - |
| 2024 | 237.91 | 32.52 | 0.14 | - |
| 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.) | 12.93% | 78.25% |
| 5Y (ann.) | 12.72% | 44.82% |
| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| Max Drawdown | -29.42% | -66.45% |
| Longest DD Days | 440.0 | 1011.0 |
| Avg. Drawdown | -4.43% | -16.99% |
| Avg. Drawdown Days | 44.0 | 101.0 |
| Recovery Factor | 1.68 | 3.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-05-30 | -29.42 | 302 |
| 2022-02-19 | 2022-07-04 | -17.64 | 134 |
| 2022-01-22 | 2022-01-30 | -10.80 | 8 |
| 2022-12-14 | 2024-02-27 | -9.49 | 440 |
| 2022-10-02 | 2022-10-04 | -7.03 | 2 |
| 2022-01-30 | 2022-02-01 | -5.55 | 1 |
| 2022-08-14 | 2022-09-16 | -4.53 | 33 |
| 2022-07-29 | 2022-08-08 | -3.93 | 10 |
| 2024-03-16 | 2024-07-30 | -3.48 | 135 |
| 2022-07-05 | 2022-07-26 | -3.38 | 21 |
| Metric | 13396246:xrpusd:triple_med_gx:zlema170_125 | 13396246:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 58.27% |
| Worst Day | -12.99% | -13.84% |
| Best Week | 20.26% | 65.15% |
| Worst Week | -10.79% | -29.86% |
| Best Month | 19.22% | 283.75% |
| Worst Month | -11.6% | -29.34% |
| Best Year | 64.84% | 237.91% |
| Worst Year | -26.35% | -46.75% |
| Avg. Up Day | 1.6% | 1.63% |
| Avg. Down Day | -1.21% | -1.3% |
| Avg. Up Week | 6.2% | 8.27% |
| Avg. Down Week | -3.45% | -5.75% |
| Avg. Up Month | 10.29% | 16.77% |
| Avg. Down Month | -3.97% | -11.5% |
| Win Days % | 45.96% | 50.3% |
| Win Month % | 51.72% | 53.66% |
| Win Week % | 56.82% | 48.88% |
| Win Quarter % | 50.0% | 71.43% |
| Win Year % | 50.0% | 75.0% |