| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 225.99% | 263.48% |
| Max Drawdown | -31.17% | -66.45% |
| Sharpe | 0.57 | 0.4 |
| Sortino | 0.97 | 0.66 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.4 | 1.09 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 29.99 | 3.47 |
| Outlier Loss Ratio | 4.53 | 3.26 |
| Volatility (ann.) | 15.86% | 43.41% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.17 | 0.61 |
| Skew | 4.0 | 4.02 |
| Kurtosis | 74.27 | 90.17 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.55% | 2.78% |
| Expected Yearly % | 34.37% | 38.08% |
| Kelly Criterion | 5.73% | 8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.69% |
| Expected Shortfall (cVaR) | -1.34% | -3.69% |
| Year | 13644287:XRPUSD | 13644287:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.22 | 14.83 | -0.33 | + |
| 2023 | 81.26 | 21.54 | 0.27 | - |
| 2024 | 237.91 | 167.42 | 0.70 | - |
| 2025 | 8.34 | -12.66 | -1.52 | - |
| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -3.64% | -27.5% |
| 6M | -13.41% | -4.31% |
| YTD | -12.66% | 8.34% |
| 1Y | 62.82% | 100.91% |
| 3Y (ann.) | 46.6% | 81.65% |
| 5Y (ann.) | 36.38% | 40.34% |
| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| Max Drawdown | -31.17% | -66.45% |
| Longest DD Days | 246.0 | 1011.0 |
| Avg. Drawdown | -4.9% | -15.47% |
| Avg. Drawdown Days | 27.0 | 86.0 |
| Recovery Factor | 7.25 | 3.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-15 | 2025-11-17 | -31.17 | 246 |
| 2023-07-20 | 2024-03-11 | -22.30 | 235 |
| 2022-06-26 | 2022-09-29 | -20.06 | 95 |
| 2024-03-19 | 2024-07-24 | -15.59 | 127 |
| 2024-12-01 | 2025-02-14 | -13.43 | 75 |
| 2022-05-18 | 2022-06-24 | -12.19 | 37 |
| 2025-02-15 | 2025-03-15 | -11.77 | 27 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2022-09-30 | 2022-10-05 | -10.55 | 4 |
| 2023-06-22 | 2023-07-20 | -7.41 | 27 |
| Metric | 13644287:xrpusd:triple_med_gx:zlema35_135 | 13644287:XRPUSD |
|---|---|---|
| Best Day | 17.71% | 58.27% |
| Worst Day | -7.0% | -13.84% |
| Best Week | 33.21% | 65.15% |
| Worst Week | -13.22% | -29.86% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -8.15% | -29.34% |
| Best Year | 167.42% | 237.91% |
| Worst Year | -12.66% | -45.22% |
| Avg. Up Day | 1.26% | 1.28% |
| Avg. Down Day | -1.0% | -1.06% |
| Avg. Up Week | 5.46% | 9.81% |
| Avg. Down Week | -3.69% | -6.41% |
| Avg. Up Month | 14.01% | 38.45% |
| Avg. Down Month | -2.91% | -14.8% |
| Win Days % | 47.54% | 50.29% |
| Win Month % | 52.38% | 51.06% |
| Win Week % | 54.81% | 47.78% |
| Win Quarter % | 60.0% | 68.75% |
| Win Year % | 75.0% | 75.0% |