| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 213.33% | 263.48% |
| Max Drawdown | -42.62% | -66.45% |
| Sharpe | 0.51 | 0.4 |
| Sortino | 0.89 | 0.66 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.32 | 1.09 |
| CPC Index | 0.71 | 0.67 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 27.34 | 3.51 |
| Outlier Loss Ratio | 4.56 | 3.3 |
| Volatility (ann.) | 17.62% | 43.41% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.82 | 0.61 |
| Skew | 4.87 | 4.02 |
| Kurtosis | 90.93 | 90.17 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 2.78% |
| Expected Yearly % | 33.05% | 38.08% |
| Kelly Criterion | 4.79% | 10.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.69% |
| Expected Shortfall (cVaR) | -1.49% | -3.69% |
| Year | 13652865:XRPUSD | 13652865:xrpusd:triple_med_gx:zlema30_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.22 | 4.59 | -0.10 | + |
| 2023 | 81.26 | 17.51 | 0.22 | - |
| 2024 | 237.91 | 260.14 | 1.09 | + |
| 2025 | 8.34 | -29.21 | -3.50 | - |
| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| MTD | -0.37% | -10.18% |
| 3M | -5.17% | -27.5% |
| 6M | -24.64% | -4.31% |
| YTD | -29.21% | 8.34% |
| 1Y | 75.91% | 100.91% |
| 3Y (ann.) | 49.67% | 81.65% |
| 5Y (ann.) | 34.97% | 40.34% |
| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| Max Drawdown | -42.62% | -66.45% |
| Longest DD Days | 274.0 | 1011.0 |
| Avg. Drawdown | -5.67% | -15.47% |
| Avg. Drawdown Days | 27.0 | 86.0 |
| Recovery Factor | 5.0 | 3.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -42.62 | 274 |
| 2022-06-26 | 2023-01-09 | -25.28 | 196 |
| 2023-07-20 | 2024-02-27 | -23.63 | 222 |
| 2024-04-23 | 2024-07-21 | -14.63 | 89 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2022-05-18 | 2022-06-24 | -11.26 | 37 |
| 2023-03-27 | 2023-06-22 | -10.87 | 86 |
| 2023-06-22 | 2023-07-19 | -8.92 | 27 |
| 2024-11-26 | 2024-11-28 | -8.61 | 2 |
| 2024-03-19 | 2024-04-22 | -8.51 | 34 |
| Metric | 13652865:xrpusd:triple_med_gx:zlema30_140 | 13652865:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -8.29% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -14.14% | -29.86% |
| Best Month | 85.35% | 283.75% |
| Worst Month | -11.35% | -29.34% |
| Best Year | 260.14% | 237.91% |
| Worst Year | -29.21% | -45.22% |
| Avg. Up Day | 1.29% | 1.31% |
| Avg. Down Day | -1.01% | -1.05% |
| Avg. Up Week | 6.74% | 9.99% |
| Avg. Down Week | -3.35% | -5.31% |
| Avg. Up Month | 17.38% | 40.78% |
| Avg. Down Month | -3.52% | -12.39% |
| Win Days % | 46.6% | 50.29% |
| Win Month % | 47.62% | 51.06% |
| Win Week % | 48.62% | 47.78% |
| Win Quarter % | 40.0% | 68.75% |
| Win Year % | 75.0% | 75.0% |