| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 0.18% | 339.14% |
| Max Drawdown | -13.82% | -47.41% |
| Sharpe | 0.06 | 0.93 |
| Sortino | 0.14 | 1.53 |
| Payoff Ratio | 1.49 | 1.32 |
| Profit Factor | 1.06 | 1.18 |
| Common Sense Ratio | 0.0 | 1.45 |
| CPC Index | 0.58 | 0.81 |
| Tail Ratio | 0.0 | 1.23 |
| Outlier Win Ratio | 93.82 | 2.72 |
| Outlier Loss Ratio | 5.16 | 2.86 |
| Volatility (ann.) | 13.44% | 49.5% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.01 | 6.2 |
| Skew | 21.04 | 1.79 |
| Kurtosis | 717.81 | 18.42 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.01% | 12.05% |
| Expected Yearly % | 0.09% | 109.56% |
| Kelly Criterion | -5.15% | 15.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.14% |
| Expected Shortfall (cVaR) | -1.15% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 6.60 | 0.02 | - |
| 2025 | 6.16 | -6.02 | -0.98 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 1.98% | 0.76% |
| 3M | -3.58% | 0.49% |
| 6M | 6.99% | 50.03% |
| YTD | -6.02% | 6.16% |
| 1Y | 0.77% | 322.07% |
| 3Y (ann.) | 0.17% | 293.82% |
| 5Y (ann.) | 0.17% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -13.82% | -47.41% |
| Longest DD Days | 195.0 | 133.0 |
| Avg. Drawdown | -5.43% | -10.05% |
| Avg. Drawdown Days | 62.0 | 15.0 |
| Recovery Factor | 0.01 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2024-12-10 | -13.82 | 195 |
| 2024-12-13 | 2025-05-30 | -12.65 | 167 |
| 2024-05-14 | 2024-05-20 | -3.89 | 6 |
| 2024-12-11 | 2024-12-13 | -1.84 | 2 |
| 2024-05-14 | 2024-05-14 | -0.18 | 0 |
| 2024-05-28 | 2024-05-29 | -0.18 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 26.33% |
| Worst Day | -7.03% | -13.65% |
| Best Week | 16.9% | 65.15% |
| Worst Week | -5.74% | -21.01% |
| Best Month | 13.85% | 283.75% |
| Worst Month | -3.85% | -29.34% |
| Best Year | 6.6% | 313.65% |
| Worst Year | -6.02% | 6.16% |
| Avg. Up Day | 1.53% | 1.8% |
| Avg. Down Day | -1.02% | -1.37% |
| Avg. Up Week | 1.59% | 6.21% |
| Avg. Down Week | -3.0% | -4.2% |
| Avg. Up Month | 4.3% | 11.57% |
| Avg. Down Month | -2.75% | -12.28% |
| Win Days % | 37.01% | 52.01% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 33.33% | 51.72% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |