| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 313.37% | 223.21% |
| Max Drawdown | -40.74% | -65.92% |
| Sharpe | 0.61 | 0.39 |
| Sortino | 1.06 | 0.63 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.55 | 1.08 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.26 | 1.01 |
| Outlier Win Ratio | 25.9 | 3.54 |
| Outlier Loss Ratio | 4.28 | 3.34 |
| Volatility (ann.) | 18.31% | 43.07% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.14 | 0.56 |
| Skew | 4.54 | 4.19 |
| Kurtosis | 82.28 | 94.93 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.13% | 2.58% |
| Expected Yearly % | 42.59% | 34.08% |
| Kelly Criterion | 6.12% | 9.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.66% |
| Expected Shortfall (cVaR) | -1.55% | -3.66% |
| Year | 13170607:XRPUSD | 13170607:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.29 | 16.01 | -0.31 | + |
| 2023 | 81.26 | 21.19 | 0.26 | - |
| 2024 | 237.91 | 367.17 | 1.54 | + |
| 2025 | 8.34 | -37.06 | -4.44 | - |
| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607:XRPUSD |
|---|---|---|
| MTD | -3.27% | -10.18% |
| 3M | -7.84% | -27.5% |
| 6M | -19.23% | -4.31% |
| YTD | -37.06% | 8.34% |
| 1Y | 65.44% | 100.91% |
| 3Y (ann.) | 57.42% | 81.65% |
| 5Y (ann.) | 46.32% | 36.97% |
| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607:XRPUSD |
|---|---|---|
| Max Drawdown | -40.74% | -65.92% |
| Longest DD Days | 296.0 | 963.0 |
| Avg. Drawdown | -4.17% | -13.22% |
| Avg. Drawdown Days | 22.0 | 67.0 |
| Recovery Factor | 7.69 | 3.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -40.74 | 296 |
| 2022-03-02 | 2022-11-14 | -33.10 | 257 |
| 2023-07-20 | 2024-03-11 | -26.00 | 235 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2024-04-23 | 2024-07-21 | -10.63 | 89 |
| 2024-03-19 | 2024-04-18 | -8.88 | 30 |
| 2023-04-01 | 2023-05-23 | -7.21 | 52 |
| 2023-06-05 | 2023-07-18 | -7.10 | 43 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2023-01-24 | 2023-03-27 | -5.50 | 62 |
| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607: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 | 367.17% | 237.91% |
| Worst Year | -37.06% | -51.29% |
| Avg. Up Day | 1.39% | 1.41% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 7.48% | 10.19% |
| Avg. Down Week | -4.17% | -6.45% |
| Avg. Up Month | 15.46% | 31.0% |
| Avg. Down Month | -6.49% | -14.83% |
| Win Days % | 47.21% | 50.24% |
| Win Month % | 56.52% | 52.17% |
| Win Week % | 51.89% | 47.74% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 75.0% | 75.0% |