| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 80.74% | 348.17% |
| Max Drawdown | -29.69% | -47.41% |
| Sharpe | 0.64 | 0.76 |
| Sortino | 1.15 | 1.21 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.3 | 1.14 |
| Common Sense Ratio | 1.63 | 1.29 |
| CPC Index | 0.82 | 0.72 |
| Tail Ratio | 1.26 | 1.13 |
| Outlier Win Ratio | 34.52 | 3.36 |
| Outlier Loss Ratio | 4.4 | 3.27 |
| Volatility (ann.) | 17.07% | 45.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.57 | 3.45 |
| Skew | 6.1 | 1.66 |
| Kurtosis | 127.89 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.16% | 8.21% |
| Expected Yearly % | 34.44% | 111.7% |
| Kelly Criterion | 9.11% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.79% |
| Expected Shortfall (cVaR) | -1.44% | -3.79% |
| Year | 13171240:XRPUSD | 13171240:xrpusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 122.32 | 0.39 | - |
| 2025 | 8.34 | -18.70 | -2.24 | - |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | 5.13% | -27.5% |
| 6M | -16.48% | -4.31% |
| YTD | -18.7% | 8.34% |
| 1Y | 62.71% | 100.91% |
| 3Y (ann.) | 46.58% | 163.54% |
| 5Y (ann.) | 46.58% | 163.54% |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Max Drawdown | -29.69% | -47.41% |
| Longest DD Days | 207.0 | 182.0 |
| Avg. Drawdown | -5.15% | -11.25% |
| Avg. Drawdown Days | 26.0 | 22.0 |
| Recovery Factor | 2.72 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-23 | 2025-11-17 | -29.69 | 207 |
| 2025-01-26 | 2025-03-19 | -13.49 | 52 |
| 2024-11-25 | 2024-11-27 | -8.20 | 2 |
| 2025-03-20 | 2025-04-22 | -6.43 | 33 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-07-24 | 2024-07-30 | -5.33 | 5 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-06-04 | 2024-07-24 | -2.92 | 49 |
| 2024-07-30 | 2024-10-11 | -1.97 | 72 |
| 2024-05-01 | 2024-05-01 | -1.82 | 0 |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -8.12% | -13.65% |
| Best Week | 51.14% | 65.15% |
| Worst Week | -12.59% | -21.92% |
| Best Month | 41.13% | 283.75% |
| Worst Month | -10.86% | -29.34% |
| Best Year | 122.32% | 313.65% |
| Worst Year | -18.7% | 8.34% |
| Avg. Up Day | 1.4% | 1.41% |
| Avg. Down Day | -1.09% | -1.15% |
| Avg. Up Week | 9.37% | 10.61% |
| Avg. Down Week | -5.89% | -8.12% |
| Avg. Up Month | 16.31% | 54.93% |
| Avg. Down Month | -6.66% | -12.74% |
| Win Days % | 48.95% | 51.51% |
| Win Month % | 58.82% | 52.63% |
| Win Week % | 56.25% | 48.19% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |