| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 313.49% | 196.35% |
| Max Drawdown | -35.14% | -65.92% |
| Sharpe | 0.61 | 0.37 |
| Sortino | 1.06 | 0.61 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 25.18 | 3.5 |
| Outlier Loss Ratio | 4.31 | 3.33 |
| Volatility (ann.) | 18.37% | 43.02% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.32 | 0.51 |
| Skew | 4.53 | 4.2 |
| Kurtosis | 81.46 | 95.43 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.13% | 2.39% |
| Expected Yearly % | 42.6% | 31.2% |
| Kelly Criterion | 5.99% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.66% |
| Expected Shortfall (cVaR) | -1.55% | -3.66% |
| Year | 13170771:XRPUSD | 13170771:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.34 | 14.88 | -0.27 | + |
| 2023 | 81.26 | 12.57 | 0.15 | - |
| 2024 | 237.91 | 333.71 | 1.40 | + |
| 2025 | 8.34 | -26.28 | -3.15 | - |
| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771:XRPUSD |
|---|---|---|
| MTD | 1.62% | -10.18% |
| 3M | -0.71% | -27.5% |
| 6M | -11.04% | -4.31% |
| YTD | -26.28% | 8.34% |
| 1Y | 93.78% | 100.91% |
| 3Y (ann.) | 57.16% | 81.65% |
| 5Y (ann.) | 46.37% | 33.85% |
| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771:XRPUSD |
|---|---|---|
| Max Drawdown | -35.14% | -65.92% |
| Longest DD Days | 296.0 | 963.0 |
| Avg. Drawdown | -4.6% | -13.81% |
| Avg. Drawdown Days | 24.0 | 71.0 |
| Recovery Factor | 8.92 | 2.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -35.14 | 296 |
| 2022-03-02 | 2022-11-14 | -33.79 | 257 |
| 2023-07-20 | 2024-01-10 | -26.19 | 174 |
| 2023-01-24 | 2023-03-28 | -12.72 | 63 |
| 2024-04-23 | 2024-07-21 | -11.13 | 89 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2024-03-19 | 2024-04-20 | -9.21 | 32 |
| 2023-06-05 | 2023-07-18 | -7.10 | 43 |
| 2024-07-24 | 2024-09-09 | -6.77 | 46 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| Metric | 13170771:xrpusd:triple_med_gx:lsma25_125 | 13170771: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 | -16.69% | -29.34% |
| Best Year | 333.71% | 237.91% |
| Worst Year | -26.28% | -55.34% |
| Avg. Up Day | 1.37% | 1.39% |
| Avg. Down Day | -1.07% | -1.13% |
| Avg. Up Week | 6.71% | 9.99% |
| Avg. Down Week | -4.34% | -6.21% |
| Avg. Up Month | 16.72% | 30.12% |
| Avg. Down Month | -6.97% | -15.86% |
| Win Days % | 47.31% | 50.23% |
| Win Month % | 56.52% | 52.17% |
| Win Week % | 55.45% | 47.47% |
| Win Quarter % | 75.0% | 68.75% |
| Win Year % | 75.0% | 75.0% |