| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 80.74% | 348.17% |
| Max Drawdown | -27.42% | -46.97% |
| Sharpe | 1.12 | 1.51 |
| Sortino | 2.49 | 2.59 |
| Payoff Ratio | 1.54 | 1.34 |
| Profit Factor | 1.6 | 1.29 |
| Common Sense Ratio | 2.24 | 1.89 |
| CPC Index | 1.23 | 0.87 |
| Tail Ratio | 1.4 | 1.46 |
| Outlier Win Ratio | 31.21 | 3.58 |
| Outlier Loss Ratio | 4.74 | 3.49 |
| Volatility (ann.) | 40.82% | 90.0% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.7 | 3.48 |
| Skew | 7.52 | 1.28 |
| Kurtosis | 109.86 | 9.32 |
| Expected Daily % | 0.1% | 0.27% |
| Expected Monthly % | 3.16% | 8.21% |
| Expected Yearly % | 34.44% | 111.7% |
| Kelly Criterion | 17.49% | 13.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -7.38% |
| Expected Shortfall (cVaR) | -3.39% | -7.38% |
| Year | 13171240:XRPUSD | 13171240:xrpusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 122.32 | 0.41 | - |
| 2025 | 11.59 | -18.70 | -1.61 | - |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| MTD | 0.0% | -9.32% |
| 3M | 5.13% | -27.26% |
| 6M | -16.48% | -4.75% |
| YTD | -18.7% | 11.59% |
| 1Y | 62.71% | 129.27% |
| 3Y (ann.) | 46.58% | 163.54% |
| 5Y (ann.) | 46.58% | 163.54% |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Max Drawdown | -27.42% | -46.97% |
| Longest DD Days | 207.0 | 181.0 |
| Avg. Drawdown | -4.81% | -16.13% |
| Avg. Drawdown Days | 30.0 | 38.0 |
| Recovery Factor | 2.94 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-24 | 2025-11-17 | -27.42 | 207 |
| 2025-01-27 | 2025-04-23 | -13.48 | 86 |
| 2024-11-26 | 2024-11-28 | -6.07 | 2 |
| 2024-06-26 | 2024-07-01 | -2.30 | 5 |
| 2024-07-30 | 2024-07-31 | -1.95 | 1 |
| 2024-11-05 | 2024-11-25 | -1.63 | 20 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-10-10 | 2024-10-11 | -1.00 | 1 |
| 2024-09-09 | 2024-10-09 | -0.56 | 30 |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 74.08% | 73.93% |
| Worst Week | -12.59% | -23.82% |
| Best Month | 44.75% | 261.52% |
| Worst Month | -10.83% | -34.44% |
| Best Year | 122.32% | 301.62% |
| Worst Year | -18.7% | 11.59% |
| Avg. Up Day | 3.06% | 3.23% |
| Avg. Down Day | -1.99% | -2.42% |
| Avg. Up Week | 8.3% | 8.66% |
| Avg. Down Week | -6.57% | -8.45% |
| Avg. Up Month | 15.4% | 45.34% |
| Avg. Down Month | -6.43% | -14.71% |
| Win Days % | 50.0% | 50.44% |
| Win Month % | 52.94% | 57.89% |
| Win Week % | 60.61% | 50.6% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |