| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 339.5% | 268.64% |
| Max Drawdown | -36.47% | -66.45% |
| Sharpe | 0.64 | 0.41 |
| Sortino | 1.16 | 0.66 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.36 | 1.09 |
| CPC Index | 0.78 | 0.68 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 27.54 | 3.6 |
| Outlier Loss Ratio | 4.5 | 3.3 |
| Volatility (ann.) | 17.71% | 43.43% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.31 | 0.62 |
| Skew | 5.21 | 4.02 |
| Kurtosis | 88.3 | 90.19 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.2% | 2.81% |
| Expected Yearly % | 44.79% | 38.56% |
| Kelly Criterion | 6.99% | 10.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.69% |
| Expected Shortfall (cVaR) | -1.49% | -3.69% |
| Year | 13653279:XRPUSD | 13653279:xrpusd:triple_med_gx:zlema35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.45 | 9.23 | -0.21 | + |
| 2023 | 81.26 | 24.88 | 0.31 | - |
| 2024 | 237.91 | 313.73 | 1.32 | + |
| 2025 | 8.34 | -22.12 | -2.65 | - |
| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -3.88% | -27.5% |
| 6M | -21.06% | -4.31% |
| YTD | -22.12% | 8.34% |
| 1Y | 102.18% | 100.91% |
| 3Y (ann.) | 64.33% | 81.65% |
| 5Y (ann.) | 47.6% | 40.93% |
| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| Max Drawdown | -36.47% | -66.45% |
| Longest DD Days | 313.0 | 1011.0 |
| Avg. Drawdown | -4.91% | -15.24% |
| Avg. Drawdown Days | 24.0 | 86.0 |
| Recovery Factor | 9.31 | 4.04 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-01-09 | -36.47 | 313 |
| 2025-04-13 | 2025-11-17 | -34.62 | 217 |
| 2023-07-20 | 2023-11-13 | -20.30 | 116 |
| 2025-02-15 | 2025-04-13 | -13.59 | 56 |
| 2024-04-23 | 2024-07-13 | -13.00 | 81 |
| 2025-01-24 | 2025-02-14 | -12.99 | 21 |
| 2024-07-24 | 2024-09-28 | -9.58 | 65 |
| 2022-02-17 | 2022-02-28 | -8.72 | 11 |
| 2024-01-15 | 2024-03-11 | -8.07 | 56 |
| 2023-11-20 | 2023-12-25 | -7.53 | 35 |
| Metric | 13653279:xrpusd:triple_med_gx:zlema35_140 | 13653279:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -6.66% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -15.05% | -29.86% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -17.46% | -29.34% |
| Best Year | 313.73% | 237.91% |
| Worst Year | -22.12% | -44.45% |
| Avg. Up Day | 1.35% | 1.37% |
| Avg. Down Day | -1.02% | -1.09% |
| Avg. Up Week | 7.22% | 10.1% |
| Avg. Down Week | -3.81% | -6.78% |
| Avg. Up Month | 16.0% | 34.26% |
| Avg. Down Month | -5.9% | -14.52% |
| Win Days % | 46.9% | 50.29% |
| Win Month % | 58.7% | 53.19% |
| Win Week % | 53.33% | 48.02% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 75.0% | 75.0% |