| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 45.51% | 339.14% |
| Max Drawdown | -24.94% | -47.41% |
| Sharpe | 0.56 | 0.93 |
| Sortino | 1.13 | 1.53 |
| Payoff Ratio | 1.4 | 1.29 |
| Profit Factor | 1.32 | 1.18 |
| Common Sense Ratio | 1.11 | 1.45 |
| CPC Index | 0.84 | 0.79 |
| Tail Ratio | 0.84 | 1.23 |
| Outlier Win Ratio | 39.41 | 3.18 |
| Outlier Loss Ratio | 4.91 | 3.15 |
| Volatility (ann.) | 18.52% | 49.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.67 | 6.2 |
| Skew | 9.99 | 1.79 |
| Kurtosis | 226.36 | 18.42 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 2.93% | 12.05% |
| Expected Yearly % | 20.63% | 109.56% |
| Kelly Criterion | 6.72% | 14.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.14% |
| Expected Shortfall (cVaR) | -1.57% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 71.38 | 0.23 | - |
| 2025 | 6.16 | -15.10 | -2.45 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.36% | 0.76% |
| 3M | -13.94% | 0.49% |
| 6M | -5.97% | 50.03% |
| YTD | -15.1% | 6.16% |
| 1Y | 45.96% | 322.07% |
| 3Y (ann.) | 41.54% | 293.82% |
| 5Y (ann.) | 41.54% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -24.94% | -47.41% |
| Longest DD Days | 167.0 | 133.0 |
| Avg. Drawdown | -4.72% | -10.05% |
| Avg. Drawdown Days | 26.0 | 15.0 |
| Recovery Factor | 1.82 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-30 | -24.94 | 167 |
| 2024-07-22 | 2024-11-21 | -9.61 | 122 |
| 2024-12-10 | 2024-12-10 | -7.19 | 0 |
| 2024-05-29 | 2024-07-13 | -6.93 | 44 |
| 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 | 33.11% | 65.15% |
| Worst Week | -10.39% | -21.01% |
| Best Month | 36.12% | 283.75% |
| Worst Month | -10.39% | -29.34% |
| Best Year | 71.38% | 313.65% |
| Worst Year | -15.1% | 6.16% |
| Avg. Up Day | 1.52% | 1.62% |
| Avg. Down Day | -1.08% | -1.25% |
| Avg. Up Week | 8.95% | 19.0% |
| Avg. Down Week | -3.68% | -4.06% |
| Avg. Up Month | 13.22% | 66.0% |
| Avg. Down Month | -3.97% | -12.28% |
| Win Days % | 45.56% | 52.01% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 39.29% | 51.72% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |