| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 236.3% | 223.21% |
| Max Drawdown | -48.76% | -65.92% |
| Sharpe | 0.54 | 0.39 |
| Sortino | 0.94 | 0.63 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 27.18 | 3.52 |
| Outlier Loss Ratio | 4.28 | 3.32 |
| Volatility (ann.) | 17.99% | 43.07% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.79 | 0.56 |
| Skew | 4.76 | 4.19 |
| Kurtosis | 87.49 | 94.93 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.67% | 2.58% |
| Expected Yearly % | 35.42% | 34.08% |
| Kelly Criterion | 4.88% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.66% |
| Expected Shortfall (cVaR) | -1.52% | -3.66% |
| Year | 13160314:XRPUSD | 13160314:xrpusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.29 | 8.73 | -0.17 | + |
| 2023 | 81.26 | 39.00 | 0.48 | - |
| 2024 | 237.91 | 319.41 | 1.34 | + |
| 2025 | 8.34 | -46.95 | -5.63 | - |
| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| MTD | -4.32% | -10.18% |
| 3M | -8.98% | -27.5% |
| 6M | -30.53% | -4.31% |
| YTD | -46.95% | 8.34% |
| 1Y | 39.46% | 100.91% |
| 3Y (ann.) | 48.72% | 81.65% |
| 5Y (ann.) | 38.44% | 36.97% |
| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| Max Drawdown | -48.76% | -65.92% |
| Longest DD Days | 296.0 | 963.0 |
| Avg. Drawdown | -4.4% | -13.22% |
| Avg. Drawdown Days | 23.0 | 67.0 |
| Recovery Factor | 4.85 | 3.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -48.76 | 296 |
| 2022-03-02 | 2022-11-24 | -32.66 | 267 |
| 2023-07-20 | 2023-11-18 | -24.16 | 121 |
| 2024-04-23 | 2024-07-21 | -10.63 | 89 |
| 2024-03-19 | 2024-04-20 | -8.88 | 32 |
| 2023-11-20 | 2024-01-10 | -7.45 | 51 |
| 2022-11-26 | 2023-01-09 | -6.81 | 43 |
| 2023-04-01 | 2023-05-17 | -6.47 | 46 |
| 2024-10-07 | 2024-11-21 | -6.21 | 45 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.9% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -16.38% | -29.86% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -17.17% | -29.34% |
| Best Year | 319.41% | 237.91% |
| Worst Year | -46.95% | -51.29% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.08% | -1.15% |
| Avg. Up Week | 7.5% | 10.57% |
| Avg. Down Week | -4.24% | -6.68% |
| Avg. Up Month | 14.6% | 30.98% |
| Avg. Down Month | -6.88% | -15.12% |
| Win Days % | 46.44% | 50.24% |
| Win Month % | 55.56% | 52.17% |
| Win Week % | 50.0% | 47.74% |
| Win Quarter % | 68.75% | 68.75% |
| Win Year % | 75.0% | 75.0% |