| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 325.27% | 271.02% |
| Max Drawdown | -34.4% | -66.45% |
| Sharpe | 0.62 | 0.41 |
| Sortino | 1.12 | 0.66 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.37 | 1.09 |
| CPC Index | 0.77 | 0.68 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 27.37 | 3.6 |
| Outlier Loss Ratio | 4.47 | 3.3 |
| Volatility (ann.) | 17.8% | 43.42% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.35 | 0.62 |
| Skew | 5.04 | 4.02 |
| Kurtosis | 86.9 | 90.18 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.13% | 2.83% |
| Expected Yearly % | 43.6% | 38.79% |
| Kelly Criterion | 6.9% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.69% |
| Expected Shortfall (cVaR) | -1.5% | -3.69% |
| Year | 13653106:XRPUSD | 13653106:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.09 | 8.22 | -0.19 | + |
| 2023 | 81.26 | 27.31 | 0.34 | - |
| 2024 | 237.91 | 288.84 | 1.21 | + |
| 2025 | 8.34 | -20.61 | -2.47 | - |
| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -4.11% | -27.5% |
| 6M | -17.49% | -4.31% |
| YTD | -20.61% | 8.34% |
| 1Y | 106.1% | 100.91% |
| 3Y (ann.) | 63.05% | 81.65% |
| 5Y (ann.) | 46.29% | 41.13% |
| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| Max Drawdown | -34.4% | -66.45% |
| Longest DD Days | 299.0 | 1011.0 |
| Avg. Drawdown | -4.99% | -14.46% |
| Avg. Drawdown Days | 25.0 | 81.0 |
| Recovery Factor | 9.46 | 4.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-12-26 | -34.40 | 299 |
| 2025-04-13 | 2025-11-17 | -30.68 | 217 |
| 2023-07-20 | 2023-11-19 | -22.64 | 122 |
| 2025-01-24 | 2025-04-13 | -14.04 | 79 |
| 2024-04-23 | 2024-07-22 | -12.87 | 90 |
| 2024-03-19 | 2024-04-22 | -12.23 | 34 |
| 2024-07-24 | 2024-09-28 | -9.15 | 65 |
| 2022-02-02 | 2022-02-28 | -9.06 | 26 |
| 2024-01-15 | 2024-02-27 | -8.07 | 43 |
| 2023-11-20 | 2023-12-25 | -7.93 | 35 |
| Metric | 13653106:xrpusd:triple_med_gx:zlema35_140 | 13653106:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.0% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -14.77% | -29.86% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -15.94% | -29.34% |
| Best Year | 288.84% | 237.91% |
| Worst Year | -20.61% | -44.09% |
| Avg. Up Day | 1.34% | 1.36% |
| Avg. Down Day | -1.02% | -1.08% |
| Avg. Up Week | 6.61% | 9.59% |
| Avg. Down Week | -4.08% | -6.94% |
| Avg. Up Month | 15.17% | 34.26% |
| Avg. Down Month | -6.18% | -15.43% |
| Win Days % | 47.07% | 50.3% |
| Win Month % | 60.87% | 53.19% |
| Win Week % | 55.45% | 48.28% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 75.0% | 75.0% |