| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 107.71% | 348.17% |
| Max Drawdown | -18.68% | -46.97% |
| Sharpe | 1.28 | 1.51 |
| Sortino | 2.56 | 2.59 |
| Payoff Ratio | 1.52 | 1.67 |
| Profit Factor | 1.55 | 1.29 |
| Common Sense Ratio | 2.71 | 1.89 |
| CPC Index | 1.14 | 1.09 |
| Tail Ratio | 1.75 | 1.46 |
| Outlier Win Ratio | 22.42 | 3.57 |
| Outlier Loss Ratio | 5.6 | 3.7 |
| Volatility (ann.) | 44.01% | 90.0% |
| R^2 | 0.27 | 0.27 |
| Calmar | 3.23 | 3.48 |
| Skew | 4.54 | 1.28 |
| Kurtosis | 50.53 | 9.32 |
| Expected Daily % | 0.13% | 0.27% |
| Expected Monthly % | 3.92% | 8.21% |
| Expected Yearly % | 44.12% | 111.7% |
| Kelly Criterion | 14.43% | 20.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.63% | -7.38% |
| Expected Shortfall (cVaR) | -3.63% | -7.38% |
| Year | 13464332:XRPUSD | 13464332:xrpusd:triple_med_gx:zlema180_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 62.88 | 0.21 | - |
| 2025 | 11.59 | 27.52 | 2.37 | + |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| MTD | 0.6% | -9.32% |
| 3M | -6.49% | -27.26% |
| 6M | 4.34% | -4.75% |
| YTD | 27.52% | 11.59% |
| 1Y | 28.38% | 129.27% |
| 3Y (ann.) | 60.35% | 163.54% |
| 5Y (ann.) | 60.35% | 163.54% |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Max Drawdown | -18.68% | -46.97% |
| Longest DD Days | 231.0 | 181.0 |
| Avg. Drawdown | -6.12% | -16.13% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 5.77 | 7.41 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-06 | 2024-11-16 | -18.68 | 71 |
| 2025-03-31 | 2025-11-17 | -18.61 | 231 |
| 2025-01-18 | 2025-03-03 | -17.24 | 44 |
| 2024-12-05 | 2025-01-15 | -12.17 | 41 |
| 2024-08-02 | 2024-08-08 | -8.13 | 6 |
| 2024-05-23 | 2024-06-18 | -4.55 | 26 |
| 2025-01-16 | 2025-01-17 | -3.01 | 1 |
| 2024-07-19 | 2024-07-20 | -2.74 | 1 |
| 2024-07-08 | 2024-07-09 | -2.28 | 1 |
| 2024-09-01 | 2024-09-03 | -1.17 | 2 |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Best Day | 25.87% | 32.39% |
| Worst Day | -12.17% | -20.82% |
| Best Week | 35.37% | 73.93% |
| Worst Week | -9.88% | -23.82% |
| Best Month | 58.14% | 261.52% |
| Worst Month | -14.92% | -34.44% |
| Best Year | 62.88% | 301.62% |
| Worst Year | 27.52% | 11.59% |
| Avg. Up Day | 3.34% | 4.66% |
| Avg. Down Day | -2.19% | -2.78% |
| Avg. Up Week | 8.03% | 16.67% |
| Avg. Down Week | -3.4% | -7.73% |
| Avg. Up Month | 24.93% | 66.88% |
| Avg. Down Month | -7.96% | -19.59% |
| Win Days % | 48.33% | 50.44% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 47.69% | 50.6% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |