| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 130.52% | 348.17% |
| Max Drawdown | -36.43% | -47.41% |
| Sharpe | 0.78 | 0.76 |
| Sortino | 1.4 | 1.21 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.31 | 1.14 |
| Common Sense Ratio | 1.58 | 1.29 |
| CPC Index | 0.8 | 0.7 |
| Tail Ratio | 1.2 | 1.13 |
| Outlier Win Ratio | 25.2 | 3.44 |
| Outlier Loss Ratio | 4.38 | 3.36 |
| Volatility (ann.) | 19.54% | 45.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.96 | 3.45 |
| Skew | 4.92 | 1.66 |
| Kurtosis | 85.84 | 19.67 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 4.49% | 8.21% |
| Expected Yearly % | 51.83% | 111.7% |
| Kelly Criterion | 9.15% | 10.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.79% |
| Expected Shortfall (cVaR) | -1.64% | -3.79% |
| Year | 13181108:XRPUSD | 13181108:xrpusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 228.42 | 0.73 | - |
| 2025 | 8.34 | -29.81 | -3.57 | - |
| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| MTD | -1.55% | -10.18% |
| 3M | -2.03% | -27.5% |
| 6M | -12.33% | -4.31% |
| YTD | -29.81% | 8.34% |
| 1Y | 96.29% | 100.91% |
| 3Y (ann.) | 71.52% | 163.54% |
| 5Y (ann.) | 71.52% | 163.54% |
| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| Max Drawdown | -36.43% | -47.41% |
| Longest DD Days | 296.0 | 182.0 |
| Avg. Drawdown | -4.18% | -11.25% |
| Avg. Drawdown Days | 24.0 | 22.0 |
| Recovery Factor | 3.58 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -36.43 | 296 |
| 2024-07-31 | 2024-09-18 | -6.91 | 49 |
| 2024-05-27 | 2024-07-22 | -6.80 | 55 |
| 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 |
| 2024-10-07 | 2024-11-21 | -4.73 | 44 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-05-01 | 2024-05-01 | -1.82 | 0 |
| 2024-11-27 | 2024-11-28 | -1.50 | 1 |
| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -7.9% | -13.65% |
| Best Week | 54.54% | 65.15% |
| Worst Week | -16.38% | -21.92% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -16.13% | -29.34% |
| Best Year | 228.42% | 313.65% |
| Worst Year | -29.81% | 8.34% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.14% | -1.18% |
| Avg. Up Week | 9.43% | 12.57% |
| Avg. Down Week | -5.69% | -6.42% |
| Avg. Up Month | 21.73% | 42.8% |
| Avg. Down Month | -4.98% | -11.06% |
| Win Days % | 50.17% | 51.51% |
| Win Month % | 52.63% | 52.63% |
| Win Week % | 57.78% | 48.19% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |