| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 56.26% | 348.17% |
| Max Drawdown | -37.2% | -46.97% |
| Sharpe | 0.81 | 1.51 |
| Sortino | 1.74 | 2.59 |
| Payoff Ratio | 1.55 | 1.42 |
| Profit Factor | 1.33 | 1.29 |
| Common Sense Ratio | 1.49 | 1.89 |
| CPC Index | 0.97 | 0.93 |
| Tail Ratio | 1.13 | 1.46 |
| Outlier Win Ratio | 21.77 | 3.63 |
| Outlier Loss Ratio | 5.32 | 3.68 |
| Volatility (ann.) | 48.75% | 90.0% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.9 | 3.48 |
| Skew | 6.32 | 1.28 |
| Kurtosis | 74.27 | 9.32 |
| Expected Daily % | 0.08% | 0.27% |
| Expected Monthly % | 2.38% | 8.21% |
| Expected Yearly % | 25.0% | 111.7% |
| Kelly Criterion | 13.3% | 15.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -7.38% |
| Expected Shortfall (cVaR) | -4.09% | -7.38% |
| Year | 13113841:XRPUSD | 13113841:xrpusd:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 114.86 | 0.38 | - |
| 2025 | 11.59 | -27.27 | -2.35 | - |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| MTD | -3.43% | -9.32% |
| 3M | -7.82% | -27.26% |
| 6M | -26.72% | -4.75% |
| YTD | -27.27% | 11.59% |
| 1Y | 46.12% | 129.27% |
| 3Y (ann.) | 33.42% | 163.54% |
| 5Y (ann.) | 33.42% | 163.54% |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Max Drawdown | -37.2% | -46.97% |
| Longest DD Days | 349.0 | 181.0 |
| Avg. Drawdown | -7.91% | -16.13% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 1.51 | 7.41 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-11-17 | -37.20 | 349 |
| 2024-08-01 | 2024-09-29 | -10.07 | 59 |
| 2024-05-19 | 2024-07-26 | -6.38 | 68 |
| 2024-11-24 | 2024-11-29 | -5.78 | 5 |
| 2024-10-07 | 2024-11-22 | -5.29 | 46 |
| 2024-07-27 | 2024-07-31 | -2.69 | 4 |
| 2024-05-13 | 2024-05-14 | -1.74 | 1 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-15 | 2024-05-16 | -0.85 | 1 |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 47.67% | 73.93% |
| Worst Week | -14.55% | -23.82% |
| Best Month | 63.51% | 261.52% |
| Worst Month | -14.92% | -34.44% |
| Best Year | 114.86% | 301.62% |
| Worst Year | -27.27% | 11.59% |
| Avg. Up Day | 3.04% | 3.39% |
| Avg. Down Day | -1.96% | -2.38% |
| Avg. Up Week | 7.58% | 13.1% |
| Avg. Down Week | -3.92% | -5.44% |
| Avg. Up Month | 18.41% | 55.04% |
| Avg. Down Month | -6.49% | -10.9% |
| Win Days % | 47.26% | 50.44% |
| Win Month % | 42.11% | 57.89% |
| Win Week % | 45.76% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |