| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 213.23% | 263.34% |
| Max Drawdown | -39.31% | -66.45% |
| Sharpe | 0.52 | 0.4 |
| Sortino | 0.92 | 0.66 |
| Payoff Ratio | 1.26 | 1.24 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.71 | 0.67 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 28.61 | 3.48 |
| Outlier Loss Ratio | 4.44 | 3.3 |
| Volatility (ann.) | 17.35% | 43.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.89 | 0.61 |
| Skew | 5.27 | 4.02 |
| Kurtosis | 95.99 | 90.11 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.46% | 2.78% |
| Expected Yearly % | 33.03% | 38.06% |
| Kelly Criterion | 4.96% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.69% |
| Expected Shortfall (cVaR) | -1.47% | -3.69% |
| Year | 13662170:XRPUSD | 13662170:xrpusd:triple_med_gx:zlema40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.25 | 19.83 | -0.44 | + |
| 2023 | 81.26 | 7.28 | 0.09 | - |
| 2024 | 237.91 | 261.44 | 1.10 | + |
| 2025 | 8.34 | -32.59 | -3.91 | - |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| MTD | -2.43% | -10.18% |
| 3M | -3.29% | -27.5% |
| 6M | -16.08% | -4.31% |
| YTD | -32.59% | 8.34% |
| 1Y | 59.56% | 100.91% |
| 3Y (ann.) | 41.14% | 81.65% |
| 5Y (ann.) | 35.05% | 40.43% |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Max Drawdown | -39.31% | -66.45% |
| Longest DD Days | 296.0 | 1011.0 |
| Avg. Drawdown | -4.89% | -16.23% |
| Avg. Drawdown Days | 30.0 | 91.0 |
| Recovery Factor | 5.42 | 3.96 |
| Ulcer Index | inf | 3.34 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -39.31 | 296 |
| 2022-02-17 | 2022-10-07 | -35.58 | 232 |
| 2023-06-22 | 2024-01-08 | -21.68 | 200 |
| 2024-04-23 | 2024-09-28 | -16.94 | 158 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2023-01-28 | 2023-06-22 | -10.60 | 144 |
| 2024-01-15 | 2024-03-11 | -8.07 | 56 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2022-11-26 | 2022-12-26 | -5.20 | 30 |
| 2022-02-02 | 2022-02-04 | -4.87 | 2 |
| Metric | 13662170:xrpusd:triple_med_gx:zlema40_145 | 13662170:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.73% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -15.16% | -29.86% |
| Best Month | 78.09% | 283.75% |
| Worst Month | -13.24% | -29.34% |
| Best Year | 261.44% | 237.91% |
| Worst Year | -32.59% | -45.25% |
| Avg. Up Day | 1.32% | 1.33% |
| Avg. Down Day | -1.05% | -1.08% |
| Avg. Up Week | 6.4% | 8.59% |
| Avg. Down Week | -4.91% | -6.52% |
| Avg. Up Month | 16.04% | 34.09% |
| Avg. Down Month | -4.52% | -14.69% |
| Win Days % | 47.0% | 50.26% |
| Win Month % | 53.33% | 51.06% |
| Win Week % | 58.16% | 48.02% |
| Win Quarter % | 50.0% | 68.75% |
| Win Year % | 75.0% | 75.0% |