| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 7.31% | 340.93% |
| Max Drawdown | -16.82% | -46.97% |
| Sharpe | 0.41 | 1.87 |
| Sortino | 0.68 | 3.34 |
| Payoff Ratio | 1.66 | 2.06 |
| Profit Factor | 1.19 | 1.38 |
| Common Sense Ratio | 1.18 | 2.15 |
| CPC Index | 0.75 | 1.44 |
| Tail Ratio | 0.99 | 1.56 |
| Outlier Win Ratio | 70.93 | 3.29 |
| Outlier Loss Ratio | 6.58 | 3.19 |
| Volatility (ann.) | 21.78% | 97.91% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.4 | 6.29 |
| Skew | 2.95 | 1.38 |
| Kurtosis | 49.52 | 8.81 |
| Expected Daily % | 0.02% | 0.38% |
| Expected Monthly % | 0.54% | 12.09% |
| Expected Yearly % | 3.59% | 109.98% |
| Kelly Criterion | 0.83% | 26.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.85% | -7.93% |
| Expected Shortfall (cVaR) | -1.85% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 15.56 | 0.05 | - |
| 2025 | 9.79 | -7.14 | -0.73 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 3.7% | -1.48% |
| 3M | -5.49% | -2.64% |
| 6M | 7.28% | 62.49% |
| YTD | -7.14% | 9.79% |
| 1Y | 6.32% | 318.58% |
| 3Y (ann.) | 6.76% | 295.31% |
| 5Y (ann.) | 6.76% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -16.82% | -46.97% |
| Longest DD Days | 195.0 | 132.0 |
| Avg. Drawdown | -6.76% | -14.43% |
| Avg. Drawdown Days | 92.0 | 28.0 |
| Recovery Factor | 0.43 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-05-30 | -16.82 | 166 |
| 2024-05-30 | 2024-12-11 | -6.98 | 195 |
| 2024-05-14 | 2024-05-21 | -3.11 | 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 | -8.59% | -20.82% |
| Best Week | 14.74% | 73.93% |
| Worst Week | -8.83% | -23.82% |
| Best Month | 15.53% | 261.52% |
| Worst Month | -8.83% | -34.44% |
| Best Year | 15.56% | 301.62% |
| Worst Year | -7.14% | 9.79% |
| Avg. Up Day | 2.71% | 4.16% |
| Avg. Down Day | -1.63% | -2.02% |
| Avg. Up Week | 2.34% | 15.68% |
| Avg. Down Week | -3.9% | -4.11% |
| Avg. Up Month | 7.41% | 101.74% |
| Avg. Down Month | -2.96% | -18.47% |
| Win Days % | 38.1% | 50.25% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 50.0% | 53.45% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |