| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 76.93% | 266.92% |
| Max Drawdown | -29.25% | -66.45% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.63 | 0.71 |
| Payoff Ratio | 1.39 | 1.34 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.4 | 1.11 |
| CPC Index | 0.71 | 0.73 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 45.84 | 3.3 |
| Outlier Loss Ratio | 4.47 | 3.13 |
| Volatility (ann.) | 15.22% | 44.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.64 | 0.72 |
| Skew | 7.66 | 4.2 |
| Kurtosis | 233.81 | 90.83 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.4% | 3.22% |
| Expected Yearly % | 15.33% | 38.4% |
| Kelly Criterion | 1.6% | 13.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.8% |
| Expected Shortfall (cVaR) | -1.3% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -19.81 | 0.45 | + |
| 2023 | 81.26 | 26.90 | 0.33 | - |
| 2024 | 237.91 | 90.91 | 0.38 | - |
| 2025 | 6.16 | -8.93 | -1.45 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.78% | 0.76% |
| 3M | -13.02% | 0.49% |
| 6M | -5.97% | 50.03% |
| YTD | -8.93% | 6.16% |
| 1Y | 41.74% | 322.07% |
| 3Y (ann.) | 26.14% | 78.25% |
| 5Y (ann.) | 18.7% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -29.25% | -66.45% |
| Longest DD Days | 482.0 | 1011.0 |
| Avg. Drawdown | -5.1% | -14.33% |
| Avg. Drawdown Days | 42.0 | 86.0 |
| Recovery Factor | 2.63 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2023-06-13 | -29.25 | 482 |
| 2023-07-20 | 2024-03-11 | -22.19 | 235 |
| 2024-12-14 | 2025-05-30 | -20.85 | 167 |
| 2024-11-22 | 2024-12-10 | -14.15 | 18 |
| 2024-07-22 | 2024-09-21 | -9.59 | 60 |
| 2024-05-29 | 2024-07-12 | -7.15 | 44 |
| 2024-09-21 | 2024-11-21 | -5.81 | 61 |
| 2024-05-14 | 2024-05-20 | -3.90 | 6 |
| 2022-02-02 | 2022-02-15 | -3.40 | 13 |
| 2024-04-18 | 2024-04-19 | -3.32 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 58.27% |
| Worst Day | -12.99% | -13.84% |
| Best Week | 33.41% | 65.15% |
| Worst Week | -13.06% | -29.86% |
| Best Month | 30.23% | 283.75% |
| Worst Month | -13.06% | -29.34% |
| Best Year | 90.91% | 237.91% |
| Worst Year | -19.81% | -43.57% |
| Avg. Up Day | 1.47% | 1.5% |
| Avg. Down Day | -1.06% | -1.12% |
| Avg. Up Week | 6.19% | 12.04% |
| Avg. Down Week | -3.41% | -5.19% |
| Avg. Up Month | 9.85% | 36.37% |
| Avg. Down Month | -5.78% | -16.02% |
| Win Days % | 42.78% | 50.26% |
| Win Month % | 53.85% | 56.1% |
| Win Week % | 45.98% | 49.15% |
| Win Quarter % | 64.29% | 71.43% |
| Win Year % | 50.0% | 75.0% |