| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 310.92% | 271.72% |
| Max Drawdown | -36.78% | -66.45% |
| Sharpe | 0.6 | 0.41 |
| Sortino | 1.08 | 0.66 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.36 | 1.09 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 27.04 | 3.63 |
| Outlier Loss Ratio | 4.48 | 3.32 |
| Volatility (ann.) | 17.96% | 43.41% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.22 | 0.62 |
| Skew | 4.92 | 4.02 |
| Kurtosis | 84.28 | 90.21 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.05% | 2.83% |
| Expected Yearly % | 42.38% | 38.85% |
| Kelly Criterion | 6.33% | 10.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.69% |
| Expected Shortfall (cVaR) | -1.52% | -3.69% |
| Year | 13652949:XRPUSD | 13652949:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.98 | 6.53 | -0.15 | + |
| 2023 | 81.26 | 25.98 | 0.32 | - |
| 2024 | 237.91 | 288.58 | 1.21 | + |
| 2025 | 8.34 | -21.20 | -2.54 | - |
| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -8.08% | -27.5% |
| 6M | -18.63% | -4.31% |
| YTD | -21.2% | 8.34% |
| 1Y | 99.6% | 100.91% |
| 3Y (ann.) | 62.04% | 81.65% |
| 5Y (ann.) | 44.97% | 41.2% |
| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| Max Drawdown | -36.78% | -66.45% |
| Longest DD Days | 314.0 | 1011.0 |
| Avg. Drawdown | -5.45% | -14.48% |
| Avg. Drawdown Days | 26.0 | 81.0 |
| Recovery Factor | 8.45 | 4.09 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-28 | 2023-01-09 | -36.78 | 314 |
| 2025-04-13 | 2025-11-17 | -31.63 | 217 |
| 2023-07-20 | 2023-11-19 | -22.90 | 122 |
| 2025-01-24 | 2025-04-13 | -15.24 | 79 |
| 2024-04-23 | 2024-07-13 | -13.22 | 81 |
| 2024-03-19 | 2024-04-22 | -12.22 | 34 |
| 2022-02-16 | 2022-02-28 | -10.22 | 12 |
| 2023-04-01 | 2023-06-22 | -8.90 | 82 |
| 2024-07-24 | 2024-09-28 | -8.75 | 65 |
| 2024-01-15 | 2024-02-27 | -8.07 | 42 |
| Metric | 13652949:xrpusd:triple_med_gx:zlema35_140 | 13652949:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.0% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -14.77% | -29.86% |
| Best Month | 88.94% | 283.75% |
| Worst Month | -18.88% | -29.34% |
| Best Year | 288.58% | 237.91% |
| Worst Year | -21.2% | -43.98% |
| Avg. Up Day | 1.35% | 1.37% |
| Avg. Down Day | -1.03% | -1.08% |
| Avg. Up Week | 6.69% | 9.57% |
| Avg. Down Week | -3.69% | -6.91% |
| Avg. Up Month | 15.64% | 34.16% |
| Avg. Down Month | -6.2% | -15.04% |
| Win Days % | 46.7% | 50.3% |
| Win Month % | 60.0% | 53.19% |
| Win Week % | 51.33% | 48.28% |
| Win Quarter % | 50.0% | 68.75% |
| Win Year % | 75.0% | 75.0% |