| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 174.46% | 296.12% |
| Max Drawdown | -41.98% | -66.45% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.8 | 0.68 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.33 | 1.1 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 28.36 | 3.48 |
| Outlier Loss Ratio | 4.5 | 3.31 |
| Volatility (ann.) | 17.43% | 43.46% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.72 | 0.65 |
| Skew | 5.45 | 3.99 |
| Kurtosis | 120.56 | 89.5 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.17% | 2.97% |
| Expected Yearly % | 28.71% | 41.08% |
| Kelly Criterion | 4.51% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.69% |
| Expected Shortfall (cVaR) | -1.48% | -3.69% |
| Year | 13651889:XRPUSD | 13651889:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -40.31 | 15.62 | -0.39 | + |
| 2023 | 81.26 | 26.94 | 0.33 | - |
| 2024 | 237.91 | 157.05 | 0.66 | - |
| 2025 | 8.34 | -27.26 | -3.27 | - |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -8.89% | -27.5% |
| 6M | -23.64% | -4.31% |
| YTD | -27.26% | 8.34% |
| 1Y | 40.88% | 100.91% |
| 3Y (ann.) | 39.16% | 81.65% |
| 5Y (ann.) | 30.26% | 43.4% |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Max Drawdown | -41.98% | -66.45% |
| Longest DD Days | 274.0 | 1011.0 |
| Avg. Drawdown | -5.22% | -16.79% |
| Avg. Drawdown Days | 23.0 | 92.0 |
| Recovery Factor | 4.16 | 4.46 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -41.98 | 274 |
| 2023-07-20 | 2023-11-23 | -23.41 | 126 |
| 2022-06-26 | 2022-10-06 | -18.43 | 101 |
| 2024-11-23 | 2024-11-29 | -15.58 | 5 |
| 2024-04-23 | 2024-07-30 | -13.27 | 98 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2022-04-11 | 2022-06-24 | -12.22 | 73 |
| 2023-12-15 | 2024-02-27 | -10.95 | 74 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2024-12-08 | 2024-12-10 | -9.41 | 2 |
| Metric | 13651889:xrpusd:triple_med_gx:zlema35_140 | 13651889:XRPUSD |
|---|---|---|
| Best Day | 22.63% | 58.27% |
| Worst Day | -8.12% | -13.84% |
| Best Week | 33.21% | 65.15% |
| Worst Week | -14.77% | -29.86% |
| Best Month | 67.55% | 283.75% |
| Worst Month | -15.09% | -29.34% |
| Best Year | 157.05% | 237.91% |
| Worst Year | -27.26% | -40.31% |
| Avg. Up Day | 1.31% | 1.33% |
| Avg. Down Day | -1.02% | -1.1% |
| Avg. Up Week | 5.78% | 10.08% |
| Avg. Down Week | -3.64% | -6.71% |
| Avg. Up Month | 14.24% | 38.2% |
| Avg. Down Month | -4.13% | -13.58% |
| Win Days % | 46.34% | 50.33% |
| Win Month % | 51.16% | 53.19% |
| Win Week % | 50.86% | 48.28% |
| Win Quarter % | 46.67% | 68.75% |
| Win Year % | 75.0% | 75.0% |