| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 5.24% | 266.92% |
| Max Drawdown | -31.62% | -66.45% |
| Sharpe | 0.09 | 0.43 |
| Sortino | 0.17 | 0.71 |
| Payoff Ratio | 1.38 | 1.32 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 0.0 | 1.11 |
| CPC Index | 0.57 | 0.72 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 71.21 | 2.99 |
| Outlier Loss Ratio | 4.9 | 2.88 |
| Volatility (ann.) | 11.99% | 44.77% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.05 | 0.72 |
| Skew | 14.45 | 4.2 |
| Kurtosis | 513.65 | 90.83 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.12% | 3.22% |
| Expected Yearly % | 1.28% | 38.4% |
| Kelly Criterion | -4.6% | 12.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.8% |
| Expected Shortfall (cVaR) | -1.03% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -23.85 | 0.55 | + |
| 2023 | 81.26 | 5.55 | 0.07 | - |
| 2024 | 237.91 | 41.00 | 0.17 | - |
| 2025 | 6.16 | -7.14 | -1.16 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 3.7% | 0.76% |
| 3M | -5.49% | 0.49% |
| 6M | 7.28% | 50.03% |
| YTD | -7.14% | 6.16% |
| 1Y | 7.65% | 322.07% |
| 3Y (ann.) | 3.53% | 78.25% |
| 5Y (ann.) | 1.55% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -31.62% | -66.45% |
| Longest DD Days | 1028.0 | 1011.0 |
| Avg. Drawdown | -6.51% | -14.33% |
| Avg. Drawdown Days | 149.0 | 86.0 |
| Recovery Factor | 0.17 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-12-10 | -31.62 | 1028 |
| 2024-12-14 | 2025-05-30 | -17.40 | 167 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2024-12-13 | 2024-12-14 | -0.38 | 0 |
| 2024-12-12 | 2024-12-13 | -0.37 | 0 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2022-02-15 | 2022-02-15 | -0.18 | 0 |
| 2022-02-01 | 2022-02-01 | -0.10 | 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 | -9.98% | -29.86% |
| Best Month | 21.74% | 283.75% |
| Worst Month | -9.52% | -29.34% |
| Best Year | 41.0% | 237.91% |
| Worst Year | -23.85% | -43.57% |
| Avg. Up Day | 1.29% | 1.47% |
| Avg. Down Day | -0.93% | -1.11% |
| Avg. Up Week | 3.61% | 11.12% |
| Avg. Down Week | -2.76% | -4.85% |
| Avg. Up Month | 6.71% | 38.36% |
| Avg. Down Month | -4.13% | -16.95% |
| Win Days % | 39.41% | 50.26% |
| Win Month % | 41.03% | 56.1% |
| Win Week % | 40.96% | 49.15% |
| Win Quarter % | 50.0% | 71.43% |
| Win Year % | 50.0% | 75.0% |