| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 109.73% | 348.17% |
| Max Drawdown | -38.93% | -47.41% |
| Sharpe | 0.71 | 0.76 |
| Sortino | 1.28 | 1.21 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.29 | 1.14 |
| Common Sense Ratio | 1.48 | 1.29 |
| CPC Index | 0.78 | 0.72 |
| Tail Ratio | 1.15 | 1.13 |
| Outlier Win Ratio | 26.88 | 3.48 |
| Outlier Loss Ratio | 4.49 | 3.37 |
| Volatility (ann.) | 19.3% | 45.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.58 | 3.45 |
| Skew | 5.15 | 1.66 |
| Kurtosis | 90.31 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.98% | 8.21% |
| Expected Yearly % | 44.82% | 111.7% |
| Kelly Criterion | 7.93% | 11.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.79% |
| Expected Shortfall (cVaR) | -1.62% | -3.79% |
| Year | 13169804:XRPUSD | 13169804:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 212.44 | 0.68 | - |
| 2025 | 8.34 | -32.87 | -3.94 | - |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | -11.93% | -27.5% |
| 6M | -21.2% | -4.31% |
| YTD | -32.87% | 8.34% |
| 1Y | 73.08% | 100.91% |
| 3Y (ann.) | 61.36% | 163.54% |
| 5Y (ann.) | 61.36% | 163.54% |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Max Drawdown | -38.93% | -47.41% |
| Longest DD Days | 296.0 | 182.0 |
| Avg. Drawdown | -4.03% | -11.25% |
| Avg. Drawdown Days | 19.0 | 22.0 |
| Recovery Factor | 2.82 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -38.93 | 296 |
| 2024-06-05 | 2024-07-12 | -7.79 | 37 |
| 2024-07-24 | 2024-09-09 | -6.77 | 47 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-11-23 | 2024-11-27 | -5.52 | 4 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-10-07 | 2024-11-20 | -3.59 | 43 |
| 2024-11-20 | 2024-11-21 | -3.50 | 1 |
| 2024-09-11 | 2024-09-12 | -1.83 | 1 |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -7.9% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -16.38% | -21.92% |
| Best Month | 92.31% | 283.75% |
| Worst Month | -15.08% | -29.34% |
| Best Year | 212.44% | 313.65% |
| Worst Year | -32.87% | 8.34% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.13% | -1.16% |
| Avg. Up Week | 9.07% | 14.24% |
| Avg. Down Week | -6.32% | -7.16% |
| Avg. Up Month | 23.15% | 48.55% |
| Avg. Down Month | -7.11% | -11.63% |
| Win Days % | 49.01% | 51.51% |
| Win Month % | 52.94% | 52.63% |
| Win Week % | 62.5% | 48.19% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |