| Metric | 13661448:xrpusd:triple_med_gx:zlema35_145 | 13661448:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 348.49% | 263.48% |
| Max Drawdown | -37.54% | -66.45% |
| Sharpe | 0.65 | 0.4 |
| Sortino | 1.16 | 0.66 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.44 | 1.09 |
| CPC Index | 0.77 | 0.68 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 27.14 | 3.53 |
| Outlier Loss Ratio | 4.57 | 3.3 |
| Volatility (ann.) | 17.52% | 43.41% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.29 | 0.61 |
| Skew | 5.14 | 4.02 |
| Kurtosis | 91.64 | 90.17 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.24% | 2.78% |
| Expected Yearly % | 45.53% | 38.08% |
| Kelly Criterion | 6.98% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.69% |
| Expected Shortfall (cVaR) | -1.48% | -3.69% |
| Year | 13661448:XRPUSD | 13661448:xrpusd:triple_med_gx:zlema35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.22 | 22.18 | -0.49 | + |
| 2023 | 81.26 | 40.81 | 0.50 | - |
| 2024 | 237.91 | 272.00 | 1.14 | + |
| 2025 | 8.34 | -29.92 | -3.59 | - |
| Metric | 13661448:xrpusd:triple_med_gx:zlema35_145 | 13661448:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -6.92% | -27.5% |
| 6M | -19.62% | -4.31% |
| YTD | -29.92% | 8.34% |
| 1Y | 77.52% | 100.91% |
| 3Y (ann.) | 58.89% | 81.65% |
| 5Y (ann.) | 48.3% | 40.34% |
| Metric | 13661448:xrpusd:triple_med_gx:zlema35_145 | 13661448:XRPUSD |
|---|---|---|
| Max Drawdown | -37.54% | -66.45% |
| Longest DD Days | 296.0 | 1011.0 |
| Avg. Drawdown | -3.83% | -15.47% |
| Avg. Drawdown Days | 18.0 | 86.0 |
| Recovery Factor | 9.28 | 3.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -37.54 | 296 |
| 2023-07-20 | 2024-01-08 | -24.13 | 171 |
| 2022-05-18 | 2022-09-29 | -21.91 | 134 |
| 2024-03-19 | 2024-09-21 | -18.05 | 186 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2022-09-30 | 2022-10-05 | -10.55 | 4 |
| 2023-04-01 | 2023-06-04 | -8.76 | 64 |
| 2024-01-15 | 2024-02-27 | -8.07 | 43 |
| 2023-06-22 | 2023-07-20 | -6.48 | 27 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| Metric | 13661448:xrpusd:triple_med_gx:zlema35_145 | 13661448:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.0% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -15.05% | -29.86% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -11.93% | -29.34% |
| Best Year | 272.0% | 237.91% |
| Worst Year | -29.92% | -45.22% |
| Avg. Up Day | 1.31% | 1.33% |
| Avg. Down Day | -1.0% | -1.05% |
| Avg. Up Week | 6.61% | 9.67% |
| Avg. Down Week | -3.78% | -5.94% |
| Avg. Up Month | 16.51% | 35.26% |
| Avg. Down Month | -4.06% | -12.32% |
| Win Days % | 47.39% | 50.29% |
| Win Month % | 58.54% | 51.06% |
| Win Week % | 54.29% | 47.78% |
| Win Quarter % | 53.33% | 68.75% |
| Win Year % | 75.0% | 75.0% |