| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 11.76% | 266.92% |
| Max Drawdown | -28.28% | -66.45% |
| Sharpe | 0.13 | 0.43 |
| Sortino | 0.24 | 0.71 |
| Payoff Ratio | 1.43 | 1.36 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.0 | 1.11 |
| CPC Index | 0.61 | 0.74 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 78.05 | 2.89 |
| Outlier Loss Ratio | 5.06 | 2.81 |
| Volatility (ann.) | 11.57% | 44.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.12 | 0.72 |
| Skew | 16.07 | 4.2 |
| Kurtosis | 591.07 | 90.83 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.27% | 3.22% |
| Expected Yearly % | 2.82% | 38.4% |
| Kelly Criterion | -3.73% | 13.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -3.8% |
| Expected Shortfall (cVaR) | -0.99% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -17.48 | 0.40 | + |
| 2023 | 81.26 | 3.82 | 0.05 | - |
| 2024 | 237.91 | 46.07 | 0.19 | - |
| 2025 | 6.16 | -10.69 | -1.74 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 2.39% | 0.76% |
| 3M | -9.01% | 0.49% |
| 6M | 6.69% | 50.03% |
| YTD | -10.69% | 6.16% |
| 1Y | 4.43% | 322.07% |
| 3Y (ann.) | 2.42% | 78.25% |
| 5Y (ann.) | 3.4% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -28.28% | -66.45% |
| Longest DD Days | 794.0 | 1011.0 |
| Avg. Drawdown | -5.31% | -14.33% |
| Avg. Drawdown Days | 90.0 | 86.0 |
| Recovery Factor | 0.42 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-04-20 | -28.28 | 794 |
| 2024-12-15 | 2025-05-30 | -15.59 | 165 |
| 2024-07-22 | 2024-12-10 | -11.16 | 141 |
| 2024-05-29 | 2024-07-12 | -4.12 | 44 |
| 2024-05-14 | 2024-05-20 | -3.80 | 6 |
| 2024-07-20 | 2024-07-21 | -2.51 | 1 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2022-02-01 | 2022-02-15 | -0.46 | 14 |
| 2024-12-13 | 2024-12-14 | -0.38 | 0 |
| 2024-12-12 | 2024-12-13 | -0.37 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 58.27% |
| Worst Day | -7.03% | -13.84% |
| Best Week | 19.96% | 65.15% |
| Worst Week | -10.18% | -29.86% |
| Best Month | 22.13% | 283.75% |
| Worst Month | -10.18% | -29.34% |
| Best Year | 46.07% | 237.91% |
| Worst Year | -17.48% | -43.57% |
| Avg. Up Day | 1.28% | 1.49% |
| Avg. Down Day | -0.9% | -1.1% |
| Avg. Up Week | 3.06% | 10.45% |
| Avg. Down Week | -2.64% | -4.91% |
| Avg. Up Month | 5.96% | 12.47% |
| Avg. Down Month | -2.97% | -16.1% |
| Win Days % | 38.97% | 50.26% |
| Win Month % | 41.03% | 56.1% |
| Win Week % | 44.58% | 49.15% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 75.0% |