| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 371.89% | 263.48% |
| Max Drawdown | -34.32% | -66.45% |
| Sharpe | 0.67 | 0.4 |
| Sortino | 1.22 | 0.66 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.48 | 1.09 |
| CPC Index | 0.8 | 0.69 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 28.04 | 3.52 |
| Outlier Loss Ratio | 4.58 | 3.28 |
| Volatility (ann.) | 17.3% | 43.41% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.47 | 0.61 |
| Skew | 5.36 | 4.02 |
| Kurtosis | 96.21 | 90.17 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.36% | 2.78% |
| Expected Yearly % | 47.39% | 38.08% |
| Kelly Criterion | 7.55% | 11.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.69% |
| Expected Shortfall (cVaR) | -1.46% | -3.69% |
| Year | 13652786:XRPUSD | 13652786:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.22 | 20.42 | -0.45 | + |
| 2023 | 81.26 | 33.19 | 0.41 | - |
| 2024 | 237.91 | 274.25 | 1.15 | + |
| 2025 | 8.34 | -21.39 | -2.56 | - |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -6.59% | -27.5% |
| 6M | -18.31% | -4.31% |
| YTD | -21.39% | 8.34% |
| 1Y | 99.14% | 100.91% |
| 3Y (ann.) | 64.01% | 81.65% |
| 5Y (ann.) | 50.29% | 40.34% |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Max Drawdown | -34.32% | -66.45% |
| Longest DD Days | 274.0 | 1011.0 |
| Avg. Drawdown | -4.01% | -15.47% |
| Avg. Drawdown Days | 18.0 | 86.0 |
| Recovery Factor | 10.84 | 3.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-11-17 | -34.32 | 274 |
| 2023-06-22 | 2024-01-08 | -23.97 | 200 |
| 2022-06-26 | 2022-09-29 | -20.91 | 95 |
| 2024-03-19 | 2024-07-24 | -15.63 | 127 |
| 2025-01-24 | 2025-02-14 | -12.84 | 20 |
| 2022-05-18 | 2022-06-24 | -12.50 | 37 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2022-09-30 | 2022-10-05 | -10.55 | 4 |
| 2024-01-15 | 2024-02-27 | -8.07 | 43 |
| 2023-04-01 | 2023-06-18 | -7.70 | 78 |
| Metric | 13652786:xrpusd:triple_med_gx:zlema35_140 | 13652786:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.0% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -14.14% | -29.86% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -9.76% | -29.34% |
| Best Year | 274.25% | 237.91% |
| Worst Year | -21.39% | -45.22% |
| Avg. Up Day | 1.32% | 1.34% |
| Avg. Down Day | -1.0% | -1.05% |
| Avg. Up Week | 6.74% | 9.99% |
| Avg. Down Week | -3.51% | -5.61% |
| Avg. Up Month | 15.85% | 36.17% |
| Avg. Down Month | -3.33% | -12.37% |
| Win Days % | 47.28% | 50.29% |
| Win Month % | 60.98% | 51.06% |
| Win Week % | 52.38% | 47.78% |
| Win Quarter % | 53.33% | 68.75% |
| Win Year % | 75.0% | 75.0% |