| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 148.39% | 348.17% |
| Max Drawdown | -33.71% | -46.97% |
| Sharpe | 1.43 | 1.51 |
| Sortino | 3.25 | 2.59 |
| Payoff Ratio | 1.73 | 1.5 |
| Profit Factor | 1.7 | 1.29 |
| Common Sense Ratio | 2.43 | 1.89 |
| CPC Index | 1.4 | 0.98 |
| Tail Ratio | 1.43 | 1.46 |
| Outlier Win Ratio | 21.68 | 3.65 |
| Outlier Loss Ratio | 5.27 | 3.55 |
| Volatility (ann.) | 48.44% | 90.0% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.37 | 3.48 |
| Skew | 6.34 | 1.28 |
| Kurtosis | 75.59 | 9.32 |
| Expected Daily % | 0.16% | 0.27% |
| Expected Monthly % | 4.91% | 8.21% |
| Expected Yearly % | 57.6% | 111.7% |
| Kelly Criterion | 17.47% | 17.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.98% | -7.38% |
| Expected Shortfall (cVaR) | -3.98% | -7.38% |
| Year | 13170771:XRPUSD | 13170771:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 236.94 | 0.79 | - |
| 2025 | 11.59 | -26.28 | -2.27 | - |
| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771:XRPUSD |
|---|---|---|
| MTD | 1.62% | -9.32% |
| 3M | -0.71% | -27.26% |
| 6M | -11.2% | -4.75% |
| YTD | -26.28% | 11.59% |
| 1Y | 93.78% | 129.27% |
| 3Y (ann.) | 79.99% | 163.54% |
| 5Y (ann.) | 79.99% | 163.54% |
| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771:XRPUSD |
|---|---|---|
| Max Drawdown | -33.71% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -4.53% | -16.13% |
| Avg. Drawdown Days | 36.0 | 38.0 |
| Recovery Factor | 4.4 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -33.71 | 296 |
| 2024-05-29 | 2024-07-13 | -7.57 | 45 |
| 2024-10-08 | 2024-11-22 | -2.37 | 45 |
| 2024-07-26 | 2024-07-31 | -2.17 | 5 |
| 2024-09-11 | 2024-09-13 | -1.53 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-27 | 2024-05-28 | -0.65 | 1 |
| 2024-08-10 | 2024-08-11 | -0.18 | 1 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-09-09 | 2024-09-10 | -0.18 | 1 |
| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771: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 | -16.44% | -34.44% |
| Best Year | 236.94% | 301.62% |
| Worst Year | -26.28% | 11.59% |
| Avg. Up Day | 3.39% | 3.88% |
| Avg. Down Day | -1.95% | -2.59% |
| Avg. Up Week | 8.32% | 13.28% |
| Avg. Down Week | -6.12% | -8.02% |
| Avg. Up Month | 19.01% | 37.68% |
| Avg. Down Month | -7.05% | -14.61% |
| Win Days % | 47.65% | 50.44% |
| Win Month % | 63.16% | 57.89% |
| Win Week % | 64.44% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |