| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -3.16% | 332.69% |
| Max Drawdown | -20.04% | -47.41% |
| Sharpe | -0.01 | 0.93 |
| Sortino | -0.03 | 1.52 |
| Payoff Ratio | 1.63 | 1.51 |
| Profit Factor | 0.99 | 1.18 |
| Common Sense Ratio | NaN | 1.45 |
| CPC Index | 0.48 | 0.92 |
| Tail Ratio | NaN | 1.23 |
| Outlier Win Ratio | 130.5 | 2.45 |
| Outlier Loss Ratio | 4.48 | 2.76 |
| Volatility (ann.) | 11.37% | 49.49% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.15 | 6.08 |
| Skew | 21.47 | 1.79 |
| Kurtosis | 730.73 | 18.43 |
| Expected Daily % | -0.0% | 0.09% |
| Expected Monthly % | -0.25% | 11.93% |
| Expected Yearly % | -1.59% | 108.01% |
| Kelly Criterion | -12.85% | 20.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.14% |
| Expected Shortfall (cVaR) | -0.98% | -4.14% |
| Year | 13082488:XRPUSD | 13082488:xrpusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 15.86 | 0.05 | - |
| 2025 | 4.60 | -16.42 | -3.57 | - |
| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| MTD | -2.87% | -0.72% |
| 3M | -7.89% | -0.99% |
| 6M | -18.0% | 41.0% |
| YTD | -16.42% | 4.6% |
| 1Y | -2.26% | 315.87% |
| 3Y (ann.) | -2.93% | 288.46% |
| 5Y (ann.) | -2.93% | 288.46% |
| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| Max Drawdown | -20.04% | -47.41% |
| Longest DD Days | 274.0 | 133.0 |
| Avg. Drawdown | -5.12% | -10.05% |
| Avg. Drawdown Days | 68.0 | 15.0 |
| Recovery Factor | -0.16 | 7.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-29 | 2025-05-30 | -20.04 | 274 |
| 2024-07-25 | 2024-08-07 | -4.11 | 13 |
| 2024-05-16 | 2024-07-08 | -1.10 | 52 |
| 2024-08-28 | 2024-08-29 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| Best Day | 19.4% | 26.33% |
| Worst Day | -5.63% | -13.65% |
| Best Week | 18.15% | 65.15% |
| Worst Week | -5.17% | -21.01% |
| Best Month | 18.2% | 283.75% |
| Worst Month | -6.45% | -29.34% |
| Best Year | 15.86% | 313.65% |
| Worst Year | -16.42% | 4.6% |
| Avg. Up Day | 2.08% | 2.14% |
| Avg. Down Day | -1.28% | -1.42% |
| Avg. Up Week | 8.49% | 5.9% |
| Avg. Down Week | -2.76% | -9.71% |
| Avg. Up Month | 2.87% | 31.08% |
| Avg. Down Month | -4.66% | -15.03% |
| Win Days % | 30.14% | 51.97% |
| Win Month % | 30.0% | 53.85% |
| Win Week % | 26.67% | 51.72% |
| Win Quarter % | 20.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |