| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 353.2% | 271.02% |
| Max Drawdown | -28.02% | -66.45% |
| Sharpe | 0.65 | 0.41 |
| Sortino | 1.18 | 0.66 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.39 | 1.09 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 27.8 | 3.56 |
| Outlier Loss Ratio | 4.46 | 3.29 |
| Volatility (ann.) | 17.59% | 43.42% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.74 | 0.62 |
| Skew | 5.21 | 4.02 |
| Kurtosis | 90.65 | 90.18 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.27% | 2.83% |
| Expected Yearly % | 45.91% | 38.79% |
| Kelly Criterion | 7.63% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.69% |
| Expected Shortfall (cVaR) | -1.48% | -3.69% |
| Year | 13644658:XRPUSD | 13644658:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.09 | 2.81 | -0.06 | + |
| 2023 | 81.26 | 25.69 | 0.32 | - |
| 2024 | 237.91 | 284.89 | 1.20 | + |
| 2025 | 8.34 | -8.88 | -1.06 | - |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -1.59% | -27.5% |
| 6M | -9.67% | -4.31% |
| YTD | -8.88% | 8.34% |
| 1Y | 136.57% | 100.91% |
| 3Y (ann.) | 68.58% | 81.65% |
| 5Y (ann.) | 48.75% | 41.13% |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Max Drawdown | -28.02% | -66.45% |
| Longest DD Days | 324.0 | 1011.0 |
| Avg. Drawdown | -4.77% | -14.46% |
| Avg. Drawdown Days | 28.0 | 81.0 |
| Recovery Factor | 12.6 | 4.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-01-20 | -28.02 | 324 |
| 2025-02-15 | 2025-11-17 | -27.59 | 274 |
| 2023-06-22 | 2023-11-18 | -21.12 | 149 |
| 2025-01-24 | 2025-02-14 | -12.99 | 21 |
| 2024-04-23 | 2024-07-22 | -12.82 | 90 |
| 2024-03-19 | 2024-04-22 | -12.13 | 34 |
| 2022-02-02 | 2022-02-28 | -9.06 | 26 |
| 2023-11-20 | 2023-12-25 | -8.58 | 35 |
| 2024-01-15 | 2024-03-11 | -8.23 | 56 |
| 2024-07-24 | 2024-09-21 | -7.09 | 59 |
| Metric | 13644658:xrpusd:triple_med_gx:zlema35_135 | 13644658:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.0% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -9.68% | -29.86% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -15.69% | -29.34% |
| Best Year | 284.89% | 237.91% |
| Worst Year | -8.88% | -44.09% |
| Avg. Up Day | 1.34% | 1.36% |
| Avg. Down Day | -1.02% | -1.09% |
| Avg. Up Week | 6.93% | 10.45% |
| Avg. Down Week | -3.77% | -6.99% |
| Avg. Up Month | 13.29% | 31.31% |
| Avg. Down Month | -4.42% | -13.83% |
| Win Days % | 47.4% | 50.3% |
| Win Month % | 58.7% | 53.19% |
| Win Week % | 55.66% | 48.28% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 75.0% | 75.0% |