| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 51.32% | 339.14% |
| Max Drawdown | -19.22% | -47.41% |
| Sharpe | 0.56 | 0.93 |
| Sortino | 1.05 | 1.53 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.25 | 1.18 |
| Common Sense Ratio | 1.38 | 1.45 |
| CPC Index | 0.78 | 0.78 |
| Tail Ratio | 1.1 | 1.23 |
| Outlier Win Ratio | 30.24 | 3.43 |
| Outlier Loss Ratio | 5.04 | 3.39 |
| Volatility (ann.) | 20.72% | 49.5% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.43 | 6.2 |
| Skew | 7.17 | 1.79 |
| Kurtosis | 148.52 | 18.42 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 3.24% | 12.05% |
| Expected Yearly % | 23.01% | 109.56% |
| Kelly Criterion | 6.5% | 14.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.14% |
| Expected Shortfall (cVaR) | -1.75% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 50.52 | 0.16 | - |
| 2025 | 6.16 | 0.53 | 0.09 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | -1.83% | 0.76% |
| 3M | -8.03% | 0.49% |
| 6M | 11.34% | 50.03% |
| YTD | 0.53% | 6.16% |
| 1Y | 51.79% | 322.07% |
| 3Y (ann.) | 46.78% | 293.82% |
| 5Y (ann.) | 46.78% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -19.22% | -47.41% |
| Longest DD Days | 122.0 | 133.0 |
| Avg. Drawdown | -5.2% | -10.05% |
| Avg. Drawdown Days | 22.0 | 15.0 |
| Recovery Factor | 2.67 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-02-14 | -19.22 | 62 |
| 2025-02-15 | 2025-05-30 | -17.63 | 103 |
| 2024-11-23 | 2024-12-10 | -17.32 | 17 |
| 2024-07-22 | 2024-11-21 | -10.04 | 122 |
| 2024-05-29 | 2024-07-12 | -5.25 | 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 |
| 2024-12-12 | 2024-12-13 | -1.67 | 1 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 26.33% |
| Worst Day | -8.12% | -13.65% |
| Best Week | 33.11% | 65.15% |
| Worst Week | -6.57% | -21.01% |
| Best Month | 21.48% | 283.75% |
| Worst Month | -3.9% | -29.34% |
| Best Year | 50.52% | 313.65% |
| Worst Year | 0.53% | 6.16% |
| Avg. Up Day | 1.45% | 1.53% |
| Avg. Down Day | -1.08% | -1.2% |
| Avg. Up Week | 10.13% | 17.86% |
| Avg. Down Week | -2.85% | -4.18% |
| Avg. Up Month | 12.75% | 82.32% |
| Avg. Down Month | -3.38% | -6.59% |
| Win Days % | 46.38% | 52.01% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 33.33% | 51.72% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |