| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 0.18% | 340.93% |
| Max Drawdown | -12.0% | -46.97% |
| Sharpe | 0.1 | 1.87 |
| Sortino | 0.18 | 3.34 |
| Payoff Ratio | 1.84 | 1.54 |
| Profit Factor | 1.05 | 1.38 |
| Common Sense Ratio | 0.0 | 2.15 |
| CPC Index | 0.67 | 1.07 |
| Tail Ratio | 0.0 | 1.56 |
| Outlier Win Ratio | 102.76 | 3.12 |
| Outlier Loss Ratio | 7.16 | 3.0 |
| Volatility (ann.) | 17.83% | 97.91% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.01 | 6.29 |
| Skew | 6.12 | 1.38 |
| Kurtosis | 84.21 | 8.81 |
| Expected Daily % | 0.0% | 0.38% |
| Expected Monthly % | 0.01% | 12.09% |
| Expected Yearly % | 0.09% | 109.98% |
| Kelly Criterion | -0.98% | 17.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -7.93% |
| Expected Shortfall (cVaR) | -1.53% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 6.60 | 0.02 | - |
| 2025 | 9.79 | -6.02 | -0.62 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 1.98% | -1.48% |
| 3M | -3.58% | -2.64% |
| 6M | 6.99% | 62.49% |
| YTD | -6.02% | 9.79% |
| 1Y | -0.64% | 318.58% |
| 3Y (ann.) | 0.17% | 295.31% |
| 5Y (ann.) | 0.17% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -12.0% | -46.97% |
| Longest DD Days | 195.0 | 132.0 |
| Avg. Drawdown | -5.63% | -14.43% |
| Avg. Drawdown Days | 92.0 | 28.0 |
| Recovery Factor | 0.02 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-30 | -12.00 | 165 |
| 2024-05-30 | 2024-12-11 | -7.18 | 195 |
| 2024-05-14 | 2024-05-21 | -3.21 | 7 |
| 2024-12-13 | 2024-12-14 | -0.14 | 1 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 11.91% | 32.39% |
| Worst Day | -5.57% | -20.82% |
| Best Week | 13.15% | 73.93% |
| Worst Week | -5.74% | -23.82% |
| Best Month | 13.85% | 261.52% |
| Worst Month | -3.85% | -34.44% |
| Best Year | 6.6% | 301.62% |
| Worst Year | -6.02% | 9.79% |
| Avg. Up Day | 2.44% | 2.93% |
| Avg. Down Day | -1.33% | -1.9% |
| Avg. Up Week | 1.67% | 4.03% |
| Avg. Down Week | -2.73% | -3.94% |
| Avg. Up Month | 5.08% | 19.48% |
| Avg. Down Month | -2.41% | -18.47% |
| Win Days % | 34.62% | 50.25% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 34.78% | 53.45% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |