| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.31% | 339.14% |
| Max Drawdown | -17.4% | -47.41% |
| Sharpe | 0.18 | 0.93 |
| Sortino | 0.36 | 1.53 |
| Payoff Ratio | 1.42 | 1.28 |
| Profit Factor | 1.13 | 1.18 |
| Common Sense Ratio | 0.0 | 1.45 |
| CPC Index | 0.66 | 0.78 |
| Tail Ratio | 0.0 | 1.23 |
| Outlier Win Ratio | 68.56 | 2.8 |
| Outlier Loss Ratio | 4.93 | 2.9 |
| Volatility (ann.) | 14.49% | 49.5% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.39 | 6.2 |
| Skew | 16.53 | 1.79 |
| Kurtosis | 534.82 | 18.42 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.54% | 12.05% |
| Expected Yearly % | 3.59% | 109.56% |
| Kelly Criterion | -0.71% | 14.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -4.14% |
| Expected Shortfall (cVaR) | -1.24% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 15.56 | 0.05 | - |
| 2025 | 6.16 | -7.14 | -1.16 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 3.7% | 0.76% |
| 3M | -5.49% | 0.49% |
| 6M | 7.28% | 50.03% |
| YTD | -7.14% | 6.16% |
| 1Y | 7.65% | 322.07% |
| 3Y (ann.) | 6.76% | 293.82% |
| 5Y (ann.) | 6.76% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -17.4% | -47.41% |
| Longest DD Days | 195.0 | 133.0 |
| Avg. Drawdown | -4.02% | -10.05% |
| Avg. Drawdown Days | 46.0 | 15.0 |
| Recovery Factor | 0.42 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-30 | -17.40 | 167 |
| 2024-05-29 | 2024-12-10 | -8.02 | 195 |
| 2024-05-14 | 2024-05-20 | -3.80 | 6 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2024-12-13 | 2024-12-14 | -0.38 | 0 |
| 2024-12-12 | 2024-12-13 | -0.37 | 0 |
| 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 | 18.76% | 65.15% |
| Worst Week | -8.83% | -21.01% |
| Best Month | 15.53% | 283.75% |
| Worst Month | -8.83% | -29.34% |
| Best Year | 15.56% | 313.65% |
| Worst Year | -7.14% | 6.16% |
| Avg. Up Day | 1.45% | 1.65% |
| Avg. Down Day | -1.02% | -1.29% |
| Avg. Up Week | 2.51% | 15.86% |
| Avg. Down Week | -3.71% | -4.2% |
| Avg. Up Month | 6.49% | 80.52% |
| Avg. Down Month | -4.43% | -12.28% |
| Win Days % | 40.96% | 52.01% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.67% | 51.72% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |