| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 258.02% | 263.34% |
| Max Drawdown | -35.98% | -66.45% |
| Sharpe | 0.57 | 0.4 |
| Sortino | 1.04 | 0.66 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 29.26 | 3.49 |
| Outlier Loss Ratio | 4.48 | 3.29 |
| Volatility (ann.) | 17.13% | 43.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.11 | 0.61 |
| Skew | 5.62 | 4.02 |
| Kurtosis | 100.06 | 90.11 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.75% | 2.78% |
| Expected Yearly % | 37.56% | 38.06% |
| Kelly Criterion | 5.97% | 10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.69% |
| Expected Shortfall (cVaR) | -1.45% | -3.69% |
| Year | 13653654:XRPUSD | 13653654:xrpusd:triple_med_gx:zlema40_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.25 | 14.32 | -0.32 | + |
| 2023 | 81.26 | 12.82 | 0.16 | - |
| 2024 | 237.91 | 262.32 | 1.10 | + |
| 2025 | 8.34 | -23.39 | -2.80 | - |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| MTD | -2.43% | -10.18% |
| 3M | -2.62% | -27.5% |
| 6M | -20.38% | -4.31% |
| YTD | -23.39% | 8.34% |
| 1Y | 81.34% | 100.91% |
| 3Y (ann.) | 51.2% | 81.65% |
| 5Y (ann.) | 39.88% | 40.43% |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Max Drawdown | -35.98% | -66.45% |
| Longest DD Days | 281.0 | 1011.0 |
| Avg. Drawdown | -4.49% | -16.23% |
| Avg. Drawdown Days | 29.0 | 91.0 |
| Recovery Factor | 7.17 | 3.96 |
| Ulcer Index | inf | 3.34 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-17 | 2022-11-25 | -35.98 | 281 |
| 2025-02-15 | 2025-11-17 | -31.89 | 274 |
| 2023-06-22 | 2024-01-08 | -21.41 | 200 |
| 2024-04-23 | 2024-09-28 | -15.67 | 158 |
| 2025-01-24 | 2025-02-15 | -13.94 | 21 |
| 2024-01-15 | 2024-03-11 | -8.07 | 56 |
| 2023-01-28 | 2023-06-04 | -7.73 | 127 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2022-02-02 | 2022-02-04 | -4.87 | 2 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| Metric | 13653654:xrpusd:triple_med_gx:zlema40_140 | 13653654:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -6.66% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -14.49% | -29.86% |
| Best Month | 76.54% | 283.75% |
| Worst Month | -14.67% | -29.34% |
| Best Year | 262.32% | 237.91% |
| Worst Year | -23.39% | -45.25% |
| Avg. Up Day | 1.34% | 1.35% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 6.93% | 8.92% |
| Avg. Down Week | -4.43% | -6.61% |
| Avg. Up Month | 15.33% | 34.09% |
| Avg. Down Month | -4.9% | -14.97% |
| Win Days % | 46.88% | 50.26% |
| Win Month % | 58.7% | 51.06% |
| Win Week % | 55.56% | 48.02% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 75.0% | 75.0% |