| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 109.73% | 348.17% |
| Max Drawdown | -37.06% | -46.97% |
| Sharpe | 1.22 | 1.51 |
| Sortino | 2.76 | 2.59 |
| Payoff Ratio | 1.73 | 1.56 |
| Profit Factor | 1.59 | 1.29 |
| Common Sense Ratio | 2.26 | 1.89 |
| CPC Index | 1.28 | 1.02 |
| Tail Ratio | 1.43 | 1.46 |
| Outlier Win Ratio | 22.76 | 3.59 |
| Outlier Loss Ratio | 5.39 | 3.54 |
| Volatility (ann.) | 47.78% | 90.0% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.66 | 3.48 |
| Skew | 6.61 | 1.28 |
| Kurtosis | 80.24 | 9.32 |
| Expected Daily % | 0.13% | 0.27% |
| Expected Monthly % | 3.98% | 8.21% |
| Expected Yearly % | 44.82% | 111.7% |
| Kelly Criterion | 15.62% | 18.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.95% | -7.38% |
| Expected Shortfall (cVaR) | -3.95% | -7.38% |
| Year | 13169804:XRPUSD | 13169804:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 212.44 | 0.70 | - |
| 2025 | 11.59 | -32.87 | -2.84 | - |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| MTD | 0.0% | -9.32% |
| 3M | -11.93% | -27.26% |
| 6M | -21.2% | -4.75% |
| YTD | -32.87% | 11.59% |
| 1Y | 73.08% | 129.27% |
| 3Y (ann.) | 61.36% | 163.54% |
| 5Y (ann.) | 61.36% | 163.54% |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Max Drawdown | -37.06% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -5.83% | -16.13% |
| Avg. Drawdown Days | 40.0 | 38.0 |
| Recovery Factor | 2.96 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -37.06 | 296 |
| 2024-06-06 | 2024-07-13 | -7.15 | 37 |
| 2024-11-24 | 2024-11-28 | -5.35 | 4 |
| 2024-10-08 | 2024-11-21 | -2.37 | 44 |
| 2024-07-26 | 2024-07-31 | -2.17 | 5 |
| 2024-09-11 | 2024-09-13 | -1.53 | 2 |
| 2024-09-26 | 2024-10-07 | -1.26 | 11 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-09-09 | 2024-09-10 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -16.92% | -23.82% |
| Best Month | 85.34% | 261.52% |
| Worst Month | -16.53% | -34.44% |
| Best Year | 212.44% | 301.62% |
| Worst Year | -32.87% | 11.59% |
| Avg. Up Day | 3.2% | 3.83% |
| Avg. Down Day | -1.84% | -2.46% |
| Avg. Up Week | 7.58% | 13.15% |
| Avg. Down Week | -6.14% | -9.14% |
| Avg. Up Month | 19.86% | 42.13% |
| Avg. Down Month | -8.05% | -14.61% |
| Win Days % | 46.47% | 50.44% |
| Win Month % | 52.94% | 57.89% |
| Win Week % | 65.12% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |