| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 189.6% | 263.48% |
| Max Drawdown | -49.57% | -66.45% |
| Sharpe | 0.48 | 0.4 |
| Sortino | 0.82 | 0.66 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.24 | 1.09 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 26.25 | 3.52 |
| Outlier Loss Ratio | 4.52 | 3.32 |
| Volatility (ann.) | 17.93% | 43.41% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.65 | 0.61 |
| Skew | 4.56 | 4.02 |
| Kurtosis | 85.1 | 90.17 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 2.78% |
| Expected Yearly % | 30.45% | 38.08% |
| Kelly Criterion | 4.22% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.69% |
| Expected Shortfall (cVaR) | -1.52% | -3.69% |
| Year | 13661443:XRPUSD | 13661443:xrpusd:triple_med_gx:zlema30_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.22 | 6.52 | -0.14 | + |
| 2023 | 81.26 | 25.09 | 0.31 | - |
| 2024 | 237.91 | 260.46 | 1.09 | + |
| 2025 | 8.34 | -39.71 | -4.76 | - |
| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| MTD | -0.37% | -10.18% |
| 3M | -5.51% | -27.5% |
| 6M | -25.85% | -4.31% |
| YTD | -39.71% | 8.34% |
| 1Y | 49.83% | 100.91% |
| 3Y (ann.) | 43.48% | 81.65% |
| 5Y (ann.) | 32.21% | 40.34% |
| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| Max Drawdown | -49.57% | -66.45% |
| Longest DD Days | 274.0 | 1011.0 |
| Avg. Drawdown | -5.05% | -15.47% |
| Avg. Drawdown Days | 22.0 | 86.0 |
| Recovery Factor | 3.82 | 3.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -49.57 | 274 |
| 2022-06-26 | 2022-11-24 | -24.72 | 151 |
| 2023-07-20 | 2024-01-08 | -23.75 | 172 |
| 2024-04-23 | 2024-07-22 | -16.50 | 90 |
| 2022-05-18 | 2022-06-24 | -13.13 | 37 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2023-01-28 | 2023-06-18 | -11.91 | 141 |
| 2024-11-26 | 2024-11-28 | -8.61 | 2 |
| 2024-03-19 | 2024-04-22 | -8.51 | 34 |
| 2024-01-09 | 2024-02-27 | -8.49 | 49 |
| Metric | 13661443:xrpusd:triple_med_gx:zlema30_145 | 13661443:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -8.29% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -14.73% | -29.86% |
| Best Month | 85.35% | 283.75% |
| Worst Month | -10.76% | -29.34% |
| Best Year | 260.46% | 237.91% |
| Worst Year | -39.71% | -45.22% |
| Avg. Up Day | 1.28% | 1.3% |
| Avg. Down Day | -1.02% | -1.06% |
| Avg. Up Week | 6.61% | 9.67% |
| Avg. Down Week | -3.61% | -5.59% |
| Avg. Up Month | 16.69% | 37.75% |
| Avg. Down Month | -4.53% | -12.39% |
| Win Days % | 46.78% | 50.29% |
| Win Month % | 50.0% | 51.06% |
| Win Week % | 50.0% | 47.78% |
| Win Quarter % | 46.67% | 68.75% |
| Win Year % | 75.0% | 75.0% |