| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 266.93% | 271.72% |
| Max Drawdown | -42.85% | -66.45% |
| Sharpe | 0.55 | 0.41 |
| Sortino | 0.97 | 0.66 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 26.14 | 3.65 |
| Outlier Loss Ratio | 4.43 | 3.34 |
| Volatility (ann.) | 18.43% | 43.41% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.95 | 0.62 |
| Skew | 4.62 | 4.02 |
| Kurtosis | 78.84 | 90.21 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.8% | 2.83% |
| Expected Yearly % | 38.4% | 38.85% |
| Kelly Criterion | 5.58% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.69% |
| Expected Shortfall (cVaR) | -1.56% | -3.69% |
| Year | 13661629:XRPUSD | 13661629:xrpusd:triple_med_gx:zlema35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.98 | 16.36 | -0.37 | + |
| 2023 | 81.26 | 30.26 | 0.37 | - |
| 2024 | 237.91 | 280.07 | 1.18 | + |
| 2025 | 8.34 | -36.30 | -4.35 | - |
| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -7.16% | -27.5% |
| 6M | -24.46% | -4.31% |
| YTD | -36.3% | 8.34% |
| 1Y | 61.35% | 100.91% |
| 3Y (ann.) | 50.02% | 81.65% |
| 5Y (ann.) | 40.72% | 41.2% |
| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| Max Drawdown | -42.85% | -66.45% |
| Longest DD Days | 296.0 | 1011.0 |
| Avg. Drawdown | -4.99% | -14.48% |
| Avg. Drawdown Days | 23.0 | 81.0 |
| Recovery Factor | 6.23 | 4.09 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -42.85 | 296 |
| 2022-04-10 | 2022-12-26 | -35.31 | 259 |
| 2023-07-20 | 2023-11-19 | -22.92 | 122 |
| 2024-04-23 | 2024-07-22 | -15.71 | 90 |
| 2024-03-19 | 2024-04-22 | -11.33 | 34 |
| 2022-02-16 | 2022-02-28 | -10.22 | 12 |
| 2023-04-01 | 2023-06-04 | -8.09 | 64 |
| 2024-01-15 | 2024-02-27 | -8.07 | 43 |
| 2024-07-24 | 2024-09-28 | -7.86 | 65 |
| 2023-11-20 | 2023-12-25 | -7.59 | 35 |
| Metric | 13661629:xrpusd:triple_med_gx:zlema35_145 | 13661629:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.9% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -15.47% | -29.86% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -19.46% | -29.34% |
| Best Year | 280.07% | 237.91% |
| Worst Year | -36.3% | -43.98% |
| Avg. Up Day | 1.33% | 1.35% |
| Avg. Down Day | -1.04% | -1.1% |
| Avg. Up Week | 6.39% | 9.31% |
| Avg. Down Week | -4.69% | -6.96% |
| Avg. Up Month | 14.07% | 30.96% |
| Avg. Down Month | -6.53% | -16.47% |
| Win Days % | 47.11% | 50.3% |
| Win Month % | 62.22% | 53.19% |
| Win Week % | 58.41% | 48.28% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 75.0% | 75.0% |