| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 45.15% | 339.14% |
| Max Drawdown | -21.58% | -47.41% |
| Sharpe | 0.56 | 0.93 |
| Sortino | 1.15 | 1.53 |
| Payoff Ratio | 1.46 | 1.34 |
| Profit Factor | 1.34 | 1.18 |
| Common Sense Ratio | 1.28 | 1.45 |
| CPC Index | 0.88 | 0.82 |
| Tail Ratio | 0.96 | 1.23 |
| Outlier Win Ratio | 42.01 | 3.17 |
| Outlier Loss Ratio | 4.79 | 3.09 |
| Volatility (ann.) | 18.2% | 49.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.91 | 6.2 |
| Skew | 10.47 | 1.79 |
| Kurtosis | 242.64 | 18.42 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 2.91% | 12.05% |
| Expected Yearly % | 20.48% | 109.56% |
| Kelly Criterion | 7.49% | 16.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.14% |
| Expected Shortfall (cVaR) | -1.54% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 59.87 | 0.19 | - |
| 2025 | 6.16 | -9.21 | -1.49 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 1.46% | 0.76% |
| 3M | -10.75% | 0.49% |
| 6M | 0.56% | 50.03% |
| YTD | -9.21% | 6.16% |
| 1Y | 45.6% | 322.07% |
| 3Y (ann.) | 41.22% | 293.82% |
| 5Y (ann.) | 41.22% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -21.58% | -47.41% |
| Longest DD Days | 167.0 | 133.0 |
| Avg. Drawdown | -4.5% | -10.05% |
| Avg. Drawdown Days | 26.0 | 15.0 |
| Recovery Factor | 2.09 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-30 | -21.58 | 167 |
| 2024-07-22 | 2024-11-21 | -9.61 | 122 |
| 2024-05-29 | 2024-07-13 | -7.40 | 44 |
| 2024-12-10 | 2024-12-10 | -7.19 | 0 |
| 2024-05-14 | 2024-05-20 | -3.80 | 6 |
| 2024-07-20 | 2024-07-21 | -2.51 | 1 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2024-12-12 | 2024-12-13 | -1.67 | 1 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| 2024-11-22 | 2024-11-22 | -0.97 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 26.33% |
| Worst Day | -7.4% | -13.65% |
| Best Week | 32.87% | 65.15% |
| Worst Week | -10.35% | -21.01% |
| Best Month | 29.79% | 283.75% |
| Worst Month | -10.35% | -29.34% |
| Best Year | 59.87% | 313.65% |
| Worst Year | -9.21% | 6.16% |
| Avg. Up Day | 1.57% | 1.69% |
| Avg. Down Day | -1.08% | -1.26% |
| Avg. Up Week | 8.61% | 17.86% |
| Avg. Down Week | -3.76% | -4.06% |
| Avg. Up Month | 15.0% | 80.52% |
| Avg. Down Month | -5.19% | -6.59% |
| Win Days % | 45.16% | 52.01% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 38.46% | 51.72% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |