| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 143.69% | 296.12% |
| Max Drawdown | -32.11% | -66.45% |
| Sharpe | 0.42 | 0.42 |
| Sortino | 0.79 | 0.68 |
| Payoff Ratio | 1.53 | 1.28 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.34 | 1.1 |
| CPC Index | 0.72 | 0.7 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 36.96 | 3.43 |
| Outlier Loss Ratio | 4.92 | 3.19 |
| Volatility (ann.) | 17.44% | 43.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.82 | 0.65 |
| Skew | 8.77 | 3.99 |
| Kurtosis | 213.59 | 89.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.97% |
| Expected Yearly % | 24.94% | 41.08% |
| Kelly Criterion | -1.26% | 11.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.69% |
| Expected Shortfall (cVaR) | -1.48% | -3.69% |
| Year | 13464309:XRPUSD | 13464309:xrpusd:triple_med_gx:zlema175_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.31 | 13.50 | -0.33 | + |
| 2023 | 81.26 | 17.00 | 0.21 | - |
| 2024 | 237.91 | 56.11 | 0.24 | - |
| 2025 | 8.34 | 17.55 | 2.10 | + |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| MTD | -3.36% | -10.18% |
| 3M | -12.17% | -27.5% |
| 6M | -5.27% | -4.31% |
| YTD | 17.55% | 8.34% |
| 1Y | 13.8% | 100.91% |
| 3Y (ann.) | 23.11% | 81.65% |
| 5Y (ann.) | 26.27% | 43.4% |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309:XRPUSD |
|---|---|---|
| Max Drawdown | -32.11% | -66.45% |
| Longest DD Days | 683.0 | 1011.0 |
| Avg. Drawdown | -4.31% | -16.79% |
| Avg. Drawdown Days | 35.0 | 92.0 |
| Recovery Factor | 4.47 | 4.46 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-24 | 2024-08-07 | -32.11 | 683 |
| 2025-03-30 | 2025-11-17 | -20.61 | 231 |
| 2024-09-06 | 2024-11-15 | -20.19 | 70 |
| 2025-01-17 | 2025-03-02 | -17.24 | 44 |
| 2022-04-14 | 2022-07-18 | -17.17 | 94 |
| 2024-12-04 | 2025-01-11 | -12.57 | 38 |
| 2022-07-20 | 2022-07-30 | -5.42 | 10 |
| 2022-09-21 | 2022-09-22 | -3.08 | 1 |
| 2025-01-15 | 2025-01-16 | -3.01 | 0 |
| 2022-08-22 | 2022-09-09 | -3.01 | 18 |
| Metric | 13464309:xrpusd:triple_med_gx:zlema175_25 | 13464309: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 | 63.43% | 283.75% |
| Worst Month | -13.05% | -29.34% |
| Best Year | 56.11% | 237.91% |
| Worst Year | 13.5% | -40.31% |
| Avg. Up Day | 1.62% | 1.68% |
| Avg. Down Day | -1.06% | -1.31% |
| Avg. Up Week | 5.99% | 13.14% |
| Avg. Down Week | -3.15% | -7.52% |
| Avg. Up Month | 13.58% | 40.66% |
| Avg. Down Month | -5.65% | -18.62% |
| Win Days % | 38.83% | 50.33% |
| Win Month % | 50.0% | 53.19% |
| Win Week % | 46.43% | 48.28% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 100.0% | 75.0% |