| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 269.85% | 268.64% |
| Max Drawdown | -43.75% | -66.45% |
| Sharpe | 0.57 | 0.41 |
| Sortino | 1.0 | 0.66 |
| Payoff Ratio | 1.29 | 1.24 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.3 | 1.09 |
| CPC Index | 0.74 | 0.67 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 26.97 | 3.6 |
| Outlier Loss Ratio | 4.43 | 3.32 |
| Volatility (ann.) | 18.0% | 43.43% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.94 | 0.62 |
| Skew | 4.84 | 4.02 |
| Kurtosis | 83.72 | 90.19 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.82% | 2.81% |
| Expected Yearly % | 38.68% | 38.56% |
| Kelly Criterion | 5.91% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.69% |
| Expected Shortfall (cVaR) | -1.52% | -3.69% |
| Year | 13661917:XRPUSD | 13661917:xrpusd:triple_med_gx:zlema35_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.45 | 6.61 | -0.15 | + |
| 2023 | 81.26 | 23.69 | 0.29 | - |
| 2024 | 237.91 | 347.35 | 1.46 | + |
| 2025 | 8.34 | -37.31 | -4.47 | - |
| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| MTD | -2.11% | -10.18% |
| 3M | -4.15% | -27.5% |
| 6M | -22.5% | -4.31% |
| YTD | -37.31% | 8.34% |
| 1Y | 62.76% | 100.91% |
| 3Y (ann.) | 54.87% | 81.65% |
| 5Y (ann.) | 41.05% | 40.93% |
| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| Max Drawdown | -43.75% | -66.45% |
| Longest DD Days | 327.0 | 1011.0 |
| Avg. Drawdown | -4.41% | -15.24% |
| Avg. Drawdown Days | 22.0 | 86.0 |
| Recovery Factor | 6.17 | 4.04 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -43.75 | 296 |
| 2022-03-02 | 2023-01-23 | -38.83 | 327 |
| 2023-07-20 | 2023-11-13 | -20.02 | 116 |
| 2024-04-23 | 2024-07-22 | -15.71 | 90 |
| 2022-02-17 | 2022-02-28 | -8.72 | 11 |
| 2024-01-15 | 2024-03-11 | -8.67 | 56 |
| 2023-11-24 | 2023-12-25 | -6.82 | 31 |
| 2023-01-28 | 2023-04-02 | -6.60 | 64 |
| 2023-11-20 | 2023-11-23 | -6.43 | 3 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| Metric | 13661917:xrpusd:triple_med_gx:zlema35_145 | 13661917:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.73% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -15.32% | -29.86% |
| Best Month | 93.63% | 283.75% |
| Worst Month | -20.92% | -29.34% |
| Best Year | 347.35% | 237.91% |
| Worst Year | -37.31% | -44.45% |
| Avg. Up Day | 1.34% | 1.36% |
| Avg. Down Day | -1.04% | -1.1% |
| Avg. Up Week | 6.5% | 9.68% |
| Avg. Down Week | -4.91% | -7.3% |
| Avg. Up Month | 16.63% | 34.68% |
| Avg. Down Month | -5.57% | -14.47% |
| Win Days % | 46.94% | 50.29% |
| Win Month % | 54.35% | 53.19% |
| Win Week % | 59.09% | 48.02% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 75.0% | 75.0% |