| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 45.15% | 340.93% |
| Max Drawdown | -20.14% | -46.97% |
| Sharpe | 1.1 | 1.87 |
| Sortino | 2.92 | 3.34 |
| Payoff Ratio | 2.18 | 1.91 |
| Profit Factor | 1.65 | 1.38 |
| Common Sense Ratio | 1.51 | 2.15 |
| CPC Index | 1.46 | 1.33 |
| Tail Ratio | 0.92 | 1.56 |
| Outlier Win Ratio | 43.12 | 3.87 |
| Outlier Loss Ratio | 5.99 | 3.22 |
| Volatility (ann.) | 36.75% | 97.91% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.05 | 6.29 |
| Skew | 8.01 | 1.38 |
| Kurtosis | 99.91 | 8.81 |
| Expected Daily % | 0.09% | 0.38% |
| Expected Monthly % | 2.91% | 12.09% |
| Expected Yearly % | 20.48% | 109.98% |
| Kelly Criterion | 13.59% | 24.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.05% | -7.93% |
| Expected Shortfall (cVaR) | -3.05% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 59.87 | 0.20 | - |
| 2025 | 9.79 | -9.21 | -0.94 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 1.46% | -1.48% |
| 3M | -10.75% | -2.64% |
| 6M | 0.56% | 62.49% |
| YTD | -9.21% | 9.79% |
| 1Y | 43.81% | 318.58% |
| 3Y (ann.) | 41.22% | 295.31% |
| 5Y (ann.) | 41.22% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -20.14% | -46.97% |
| Longest DD Days | 166.0 | 132.0 |
| Avg. Drawdown | -6.47% | -14.43% |
| Avg. Drawdown Days | 57.0 | 28.0 |
| Recovery Factor | 2.24 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-05-30 | -20.14 | 166 |
| 2024-05-30 | 2024-07-13 | -7.40 | 44 |
| 2024-07-24 | 2024-11-22 | -5.65 | 121 |
| 2024-05-14 | 2024-05-21 | -3.11 | 7 |
| 2024-12-13 | 2024-12-14 | -1.44 | 1 |
| 2024-07-21 | 2024-07-23 | -1.10 | 2 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 26.66% | 32.39% |
| Worst Day | -5.9% | -20.82% |
| Best Week | 26.72% | 73.93% |
| Worst Week | -10.35% | -23.82% |
| Best Month | 29.79% | 261.52% |
| Worst Month | -10.35% | -34.44% |
| Best Year | 59.87% | 301.62% |
| Worst Year | -9.21% | 9.79% |
| Avg. Up Day | 3.83% | 3.85% |
| Avg. Down Day | -1.76% | -2.01% |
| Avg. Up Week | 6.09% | 13.85% |
| Avg. Down Week | -3.18% | -4.25% |
| Avg. Up Month | 19.51% | 101.74% |
| Avg. Down Month | -2.98% | -10.49% |
| Win Days % | 40.74% | 50.25% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.44% | 53.45% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |