| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 5.43% | 278.43% |
| Max Drawdown | -30.51% | -66.45% |
| Sharpe | 0.18 | 0.86 |
| Sortino | 0.31 | 1.52 |
| Payoff Ratio | 1.54 | 1.72 |
| Profit Factor | 1.08 | 1.17 |
| Common Sense Ratio | 0.71 | 1.51 |
| CPC Index | 0.63 | 0.95 |
| Tail Ratio | 0.66 | 1.3 |
| Outlier Win Ratio | 59.76 | 3.01 |
| Outlier Loss Ratio | 5.55 | 2.87 |
| Volatility (ann.) | 22.38% | 91.05% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.05 | 0.74 |
| Skew | 5.3 | 3.08 |
| Kurtosis | 103.81 | 39.02 |
| Expected Daily % | 0.0% | 0.11% |
| Expected Monthly % | 0.13% | 3.3% |
| Expected Yearly % | 1.33% | 39.48% |
| Kelly Criterion | -3.01% | 17.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -7.62% |
| Expected Shortfall (cVaR) | -1.92% | -7.62% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -41.77 | -23.71 | 0.57 | + |
| 2023 | 82.32 | 5.55 | 0.07 | - |
| 2024 | 224.67 | 41.00 | 0.18 | - |
| 2025 | 9.79 | -7.14 | -0.73 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 3.7% | -1.48% |
| 3M | -5.49% | -2.64% |
| 6M | 7.28% | 62.49% |
| YTD | -7.14% | 9.79% |
| 1Y | 6.32% | 318.58% |
| 3Y (ann.) | 3.53% | 79.41% |
| 5Y (ann.) | 1.6% | 49.15% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -30.51% | -66.45% |
| Longest DD Days | 1029.0 | 1011.0 |
| Avg. Drawdown | -15.82% | -20.37% |
| Avg. Drawdown Days | 399.0 | 150.0 |
| Recovery Factor | 0.18 | 4.19 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-12-11 | -30.51 | 1029 |
| 2024-12-15 | 2025-05-30 | -16.82 | 166 |
| 2024-12-13 | 2024-12-14 | -0.14 | 1 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 20.66% | 67.17% |
| Worst Day | -10.1% | -30.24% |
| Best Week | 19.52% | 73.93% |
| Worst Week | -9.98% | -25.72% |
| Best Month | 21.74% | 261.52% |
| Worst Month | -9.52% | -34.44% |
| Best Year | 41.0% | 224.67% |
| Worst Year | -23.71% | -41.77% |
| Avg. Up Day | 2.46% | 3.64% |
| Avg. Down Day | -1.6% | -2.12% |
| Avg. Up Week | 3.55% | 12.34% |
| Avg. Down Week | -2.63% | -4.95% |
| Avg. Up Month | 6.88% | 42.21% |
| Avg. Down Month | -3.43% | -17.43% |
| Win Days % | 37.62% | 47.57% |
| Win Month % | 42.11% | 52.5% |
| Win Week % | 41.67% | 48.02% |
| Win Quarter % | 50.0% | 71.43% |
| Win Year % | 50.0% | 75.0% |