| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 424.18% | 266.92% |
| Max Drawdown | -23.64% | -66.45% |
| Sharpe | 0.62 | 0.43 |
| Sortino | 1.53 | 0.71 |
| Payoff Ratio | 1.49 | 1.44 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | 1.57 | 1.11 |
| CPC Index | 0.93 | 0.78 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 28.46 | 3.51 |
| Outlier Loss Ratio | 4.68 | 3.34 |
| Volatility (ann.) | 24.16% | 44.77% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.73 | 0.72 |
| Skew | 22.64 | 4.2 |
| Kurtosis | 949.67 | 90.83 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.12% | 3.22% |
| Expected Yearly % | 51.31% | 38.4% |
| Kelly Criterion | 8.92% | 15.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -3.8% |
| Expected Shortfall (cVaR) | -2.04% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | 17.16 | -0.39 | + |
| 2023 | 81.26 | 129.09 | 1.59 | + |
| 2024 | 237.91 | 94.25 | 0.40 | - |
| 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.) | 73.32% | 78.25% |
| 5Y (ann.) | 64.49% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -23.64% | -66.45% |
| Longest DD Days | 235.0 | 1011.0 |
| Avg. Drawdown | -4.63% | -14.33% |
| Avg. Drawdown Days | 27.0 | 86.0 |
| Recovery Factor | 17.95 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-20 | 2024-03-11 | -23.64 | 235 |
| 2022-02-16 | 2022-06-24 | -20.40 | 128 |
| 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 |
| 2022-08-30 | 2022-09-29 | -11.14 | 30 |
| 2022-09-30 | 2023-03-21 | -10.50 | 171 |
| 2022-06-24 | 2022-07-28 | -10.35 | 34 |
| 2024-07-22 | 2024-11-21 | -10.04 | 122 |
| 2023-03-29 | 2023-06-13 | -8.24 | 75 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 57.98% | 58.27% |
| Worst Day | -8.12% | -13.84% |
| Best Week | 59.23% | 65.15% |
| Worst Week | -9.15% | -29.86% |
| Best Month | 47.84% | 283.75% |
| Worst Month | -11.77% | -29.34% |
| Best Year | 129.09% | 237.91% |
| Worst Year | 0.53% | -43.57% |
| Avg. Up Day | 1.56% | 1.64% |
| Avg. Down Day | -1.05% | -1.14% |
| Avg. Up Week | 8.42% | 11.03% |
| Avg. Down Week | -2.9% | -4.77% |
| Avg. Up Month | 11.49% | 32.85% |
| Avg. Down Month | -3.83% | -14.58% |
| Win Days % | 45.45% | 50.26% |
| Win Month % | 57.5% | 56.1% |
| Win Week % | 48.45% | 49.15% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 75.0% |