| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 107.71% | 348.17% |
| Max Drawdown | -19.23% | -47.41% |
| Sharpe | 0.65 | 0.76 |
| Sortino | 1.32 | 1.21 |
| Payoff Ratio | 1.5 | 1.33 |
| Profit Factor | 1.37 | 1.14 |
| Common Sense Ratio | 1.92 | 1.29 |
| CPC Index | 0.84 | 0.78 |
| Tail Ratio | 1.41 | 1.13 |
| Outlier Win Ratio | 32.34 | 3.51 |
| Outlier Loss Ratio | 4.95 | 3.26 |
| Volatility (ann.) | 21.37% | 45.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 3.14 | 3.45 |
| Skew | 9.34 | 1.66 |
| Kurtosis | 201.12 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.92% | 8.21% |
| Expected Yearly % | 44.12% | 111.7% |
| Kelly Criterion | 1.63% | 15.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.79% |
| Expected Shortfall (cVaR) | -1.8% | -3.79% |
| Year | 13464332:XRPUSD | 13464332:xrpusd:triple_med_gx:zlema180_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 62.88 | 0.20 | - |
| 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.) | 60.35% | 163.54% |
| 5Y (ann.) | 60.35% | 163.54% |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Max Drawdown | -19.23% | -47.41% |
| Longest DD Days | 231.0 | 182.0 |
| Avg. Drawdown | -4.44% | -11.25% |
| Avg. Drawdown Days | 18.0 | 22.0 |
| Recovery Factor | 5.6 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 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 |
| 2024-12-04 | 2025-01-14 | -12.17 | 41 |
| 2024-08-01 | 2024-08-07 | -10.37 | 6 |
| 2024-06-12 | 2024-06-20 | -5.69 | 7 |
| 2024-11-18 | 2024-11-24 | -4.99 | 6 |
| 2024-07-07 | 2024-07-08 | -4.15 | 1 |
| 2024-07-16 | 2024-07-19 | -4.09 | 2 |
| 2025-01-15 | 2025-01-16 | -3.01 | 0 |
| Metric | 13464332:xrpusd:triple_med_gx:zlema180_25 | 13464332:XRPUSD |
|---|---|---|
| Best Day | 26.1% | 26.33% |
| Worst Day | -8.39% | -13.65% |
| Best Week | 29.07% | 65.15% |
| Worst Week | -11.41% | -21.92% |
| Best Month | 58.14% | 283.75% |
| Worst Month | -11.71% | -29.34% |
| Best Year | 62.88% | 313.65% |
| Worst Year | 27.52% | 8.34% |
| Avg. Up Day | 1.8% | 1.86% |
| Avg. Down Day | -1.2% | -1.4% |
| Avg. Up Week | 8.03% | 17.23% |
| Avg. Down Week | -3.64% | -7.64% |
| Avg. Up Month | 23.06% | 79.75% |
| Avg. Down Month | -6.57% | -16.54% |
| Win Days % | 40.96% | 51.51% |
| Win Month % | 52.63% | 52.63% |
| Win Week % | 47.62% | 48.19% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |