| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 365.3% | 268.64% |
| Max Drawdown | -32.42% | -66.45% |
| Sharpe | 0.66 | 0.41 |
| Sortino | 1.22 | 0.66 |
| Payoff Ratio | 1.32 | 1.25 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.38 | 1.09 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 28.04 | 3.56 |
| Outlier Loss Ratio | 4.44 | 3.29 |
| Volatility (ann.) | 17.47% | 43.43% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.54 | 0.62 |
| Skew | 5.39 | 4.02 |
| Kurtosis | 92.49 | 90.19 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.33% | 2.81% |
| Expected Yearly % | 46.87% | 38.56% |
| Kelly Criterion | 7.83% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.69% |
| Expected Shortfall (cVaR) | -1.47% | -3.69% |
| Year | 13644747:XRPUSD | 13644747:xrpusd:triple_med_gx:zlema35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.45 | 5.30 | -0.12 | + |
| 2023 | 81.26 | 26.05 | 0.32 | - |
| 2024 | 237.91 | 301.90 | 1.27 | + |
| 2025 | 8.34 | -12.77 | -1.53 | - |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -1.79% | -27.5% |
| 6M | -11.81% | -4.31% |
| YTD | -12.77% | 8.34% |
| 1Y | 126.46% | 100.91% |
| 3Y (ann.) | 69.44% | 81.65% |
| 5Y (ann.) | 49.83% | 40.93% |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Max Drawdown | -32.42% | -66.45% |
| Longest DD Days | 331.0 | 1011.0 |
| Avg. Drawdown | -4.56% | -15.24% |
| Avg. Drawdown Days | 25.0 | 86.0 |
| Recovery Factor | 11.27 | 4.04 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-01-27 | -32.42 | 331 |
| 2025-02-15 | 2025-11-17 | -29.60 | 274 |
| 2023-07-20 | 2023-11-05 | -18.48 | 108 |
| 2025-01-24 | 2025-02-14 | -12.99 | 21 |
| 2024-04-23 | 2024-07-13 | -12.95 | 81 |
| 2024-07-24 | 2024-09-28 | -9.21 | 65 |
| 2022-02-17 | 2022-02-28 | -8.72 | 11 |
| 2024-01-15 | 2024-03-11 | -8.65 | 56 |
| 2023-11-20 | 2024-01-08 | -7.93 | 49 |
| 2023-06-22 | 2023-07-20 | -7.55 | 27 |
| Metric | 13644747:xrpusd:triple_med_gx:zlema35_135 | 13644747:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -6.66% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -9.87% | -29.86% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -17.46% | -29.34% |
| Best Year | 301.9% | 237.91% |
| Worst Year | -12.77% | -44.45% |
| Avg. Up Day | 1.34% | 1.36% |
| Avg. Down Day | -1.02% | -1.09% |
| Avg. Up Week | 7.06% | 10.41% |
| Avg. Down Week | -3.56% | -6.78% |
| Avg. Up Month | 15.05% | 33.18% |
| Avg. Down Month | -4.94% | -13.74% |
| Win Days % | 47.56% | 50.29% |
| Win Month % | 56.52% | 53.19% |
| Win Week % | 54.9% | 48.02% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 75.0% | 75.0% |