| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 80.77% | 348.17% |
| Max Drawdown | -42.41% | -46.97% |
| Sharpe | 1.02 | 1.51 |
| Sortino | 2.23 | 2.59 |
| Payoff Ratio | 1.52 | 1.43 |
| Profit Factor | 1.49 | 1.29 |
| Common Sense Ratio | 1.83 | 1.89 |
| CPC Index | 1.11 | 0.93 |
| Tail Ratio | 1.23 | 1.46 |
| Outlier Win Ratio | 24.71 | 3.54 |
| Outlier Loss Ratio | 4.52 | 3.55 |
| Volatility (ann.) | 47.58% | 90.0% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.1 | 3.48 |
| Skew | 6.64 | 1.28 |
| Kurtosis | 81.8 | 9.32 |
| Expected Daily % | 0.1% | 0.27% |
| Expected Monthly % | 3.17% | 8.21% |
| Expected Yearly % | 34.45% | 111.7% |
| Kelly Criterion | 15.34% | 15.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.96% | -7.38% |
| Expected Shortfall (cVaR) | -3.96% | -7.38% |
| Year | 13150136:XRPUSD | 13150136:xrpusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 209.84 | 0.70 | - |
| 2025 | 11.59 | -41.65 | -3.59 | - |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| MTD | -4.32% | -9.32% |
| 3M | -4.98% | -27.26% |
| 6M | -20.34% | -4.75% |
| YTD | -41.65% | 11.59% |
| 1Y | 53.37% | 129.27% |
| 3Y (ann.) | 46.59% | 163.54% |
| 5Y (ann.) | 46.59% | 163.54% |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Max Drawdown | -42.41% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -6.31% | -16.13% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 1.9 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -42.41 | 296 |
| 2024-05-29 | 2024-07-13 | -5.99 | 45 |
| 2024-10-08 | 2024-11-22 | -3.76 | 45 |
| 2024-09-11 | 2024-09-13 | -1.53 | 2 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-27 | 2024-05-28 | -0.22 | 1 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -17.34% | -23.82% |
| Best Month | 88.95% | 261.52% |
| Worst Month | -17.86% | -34.44% |
| Best Year | 209.84% | 301.62% |
| Worst Year | -41.65% | 11.59% |
| Avg. Up Day | 3.31% | 3.89% |
| Avg. Down Day | -2.18% | -2.72% |
| Avg. Up Week | 9.17% | 15.11% |
| Avg. Down Week | -6.5% | -8.15% |
| Avg. Up Month | 23.26% | 47.47% |
| Avg. Down Month | -6.13% | -14.63% |
| Win Days % | 48.99% | 50.44% |
| Win Month % | 38.89% | 57.89% |
| Win Week % | 55.0% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |