| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 20.47% | 339.14% |
| Max Drawdown | -18.0% | -47.41% |
| Sharpe | 0.35 | 0.93 |
| Sortino | 0.71 | 1.53 |
| Payoff Ratio | 1.43 | 1.29 |
| Profit Factor | 1.25 | 1.18 |
| Common Sense Ratio | 0.27 | 1.45 |
| CPC Index | 0.77 | 0.79 |
| Tail Ratio | 0.21 | 1.23 |
| Outlier Win Ratio | 58.25 | 2.94 |
| Outlier Loss Ratio | 4.92 | 3.02 |
| Volatility (ann.) | 15.52% | 49.5% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.05 | 6.2 |
| Skew | 14.34 | 1.79 |
| Kurtosis | 417.04 | 18.42 |
| Expected Daily % | 0.01% | 0.09% |
| Expected Monthly % | 1.44% | 12.05% |
| Expected Yearly % | 9.76% | 109.56% |
| Kelly Criterion | 3.58% | 14.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.14% |
| Expected Shortfall (cVaR) | -1.32% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 27.47 | 0.09 | - |
| 2025 | 6.16 | -5.49 | -0.89 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.06% | 0.76% |
| 3M | -6.44% | 0.49% |
| 6M | 7.45% | 50.03% |
| YTD | -5.49% | 6.16% |
| 1Y | 20.84% | 322.07% |
| 3Y (ann.) | 18.83% | 293.82% |
| 5Y (ann.) | 18.83% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -18.0% | -47.41% |
| Longest DD Days | 167.0 | 133.0 |
| Avg. Drawdown | -3.76% | -10.05% |
| Avg. Drawdown Days | 25.0 | 15.0 |
| Recovery Factor | 1.14 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-30 | -18.00 | 167 |
| 2024-12-10 | 2024-12-10 | -7.19 | 0 |
| 2024-08-11 | 2024-11-21 | -6.69 | 102 |
| 2024-05-29 | 2024-07-12 | -5.72 | 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 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| 2024-07-12 | 2024-07-12 | -0.83 | 0 |
| 2024-12-13 | 2024-12-14 | -0.38 | 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 | 20.87% | 65.15% |
| Worst Week | -6.32% | -21.01% |
| Best Month | 13.69% | 283.75% |
| Worst Month | -6.32% | -29.34% |
| Best Year | 27.47% | 313.65% |
| Worst Year | -5.49% | 6.16% |
| Avg. Up Day | 1.51% | 1.68% |
| Avg. Down Day | -1.06% | -1.31% |
| Avg. Up Week | 4.17% | 15.86% |
| Avg. Down Week | -2.9% | -4.06% |
| Avg. Up Month | 5.6% | 62.67% |
| Avg. Down Month | -3.3% | -12.28% |
| Win Days % | 43.24% | 52.01% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 37.5% | 51.72% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |