| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 22.43% | 266.92% |
| Max Drawdown | -30.91% | -66.45% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.33 | 0.71 |
| Payoff Ratio | 1.35 | 1.29 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.11 |
| CPC Index | 0.61 | 0.7 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 62.41 | 3.05 |
| Outlier Loss Ratio | 4.83 | 2.95 |
| Volatility (ann.) | 12.75% | 44.77% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.2 | 0.72 |
| Skew | 12.4 | 4.2 |
| Kurtosis | 412.65 | 90.83 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.49% | 3.22% |
| Expected Yearly % | 5.19% | 38.4% |
| Kelly Criterion | -2.55% | 11.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -3.8% |
| Expected Shortfall (cVaR) | -1.09% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -21.67 | 0.50 | + |
| 2023 | 81.26 | 6.54 | 0.08 | - |
| 2024 | 237.91 | 55.24 | 0.23 | - |
| 2025 | 6.16 | -5.49 | -0.89 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.06% | 0.76% |
| 3M | -6.44% | 0.49% |
| 6M | 7.45% | 50.03% |
| YTD | -5.49% | 6.16% |
| 1Y | 20.84% | 322.07% |
| 3Y (ann.) | 8.74% | 78.25% |
| 5Y (ann.) | 6.27% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -30.91% | -66.45% |
| Longest DD Days | 1009.0 | 1011.0 |
| Avg. Drawdown | -6.57% | -14.33% |
| Avg. Drawdown Days | 131.0 | 86.0 |
| Recovery Factor | 0.73 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-11-21 | -30.91 | 1009 |
| 2024-12-14 | 2025-05-30 | -18.00 | 167 |
| 2024-12-10 | 2024-12-10 | -7.19 | 0 |
| 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 | -7.19% | -13.84% |
| Best Week | 20.87% | 65.15% |
| Worst Week | -9.35% | -29.86% |
| Best Month | 21.74% | 283.75% |
| Worst Month | -8.88% | -29.34% |
| Best Year | 55.24% | 237.91% |
| Worst Year | -21.67% | -43.57% |
| Avg. Up Day | 1.3% | 1.47% |
| Avg. Down Day | -0.97% | -1.14% |
| Avg. Up Week | 4.3% | 11.57% |
| Avg. Down Week | -2.99% | -5.07% |
| Avg. Up Month | 7.14% | 38.84% |
| Avg. Down Month | -3.79% | -16.95% |
| Win Days % | 41.16% | 50.26% |
| Win Month % | 43.59% | 56.1% |
| Win Week % | 42.86% | 49.15% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 75.0% |