| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 60.32% | 348.17% |
| Max Drawdown | -23.21% | -46.97% |
| Sharpe | 0.96 | 1.51 |
| Sortino | 2.09 | 2.59 |
| Payoff Ratio | 1.54 | 1.47 |
| Profit Factor | 1.42 | 1.29 |
| Common Sense Ratio | 1.3 | 1.89 |
| CPC Index | 1.03 | 0.96 |
| Tail Ratio | 0.91 | 1.46 |
| Outlier Win Ratio | 29.11 | 3.61 |
| Outlier Loss Ratio | 5.18 | 3.48 |
| Volatility (ann.) | 38.87% | 90.0% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.54 | 3.48 |
| Skew | 6.14 | 1.28 |
| Kurtosis | 72.39 | 9.32 |
| Expected Daily % | 0.08% | 0.27% |
| Expected Monthly % | 2.52% | 8.21% |
| Expected Yearly % | 26.62% | 111.7% |
| Kelly Criterion | 12.69% | 16.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.24% | -7.38% |
| Expected Shortfall (cVaR) | -3.24% | -7.38% |
| Year | 13190082:XRPUSD | 13190082:xrpusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 95.25 | 0.32 | - |
| 2025 | 11.59 | -17.89 | -1.54 | - |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| MTD | 0.0% | -9.32% |
| 3M | -5.47% | -27.26% |
| 6M | -16.94% | -4.75% |
| YTD | -17.89% | 11.59% |
| 1Y | 32.13% | 129.27% |
| 3Y (ann.) | 35.65% | 163.54% |
| 5Y (ann.) | 35.65% | 163.54% |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Max Drawdown | -23.21% | -46.97% |
| Longest DD Days | 269.0 | 181.0 |
| Avg. Drawdown | -9.01% | -16.13% |
| Avg. Drawdown Days | 86.0 | 38.0 |
| Recovery Factor | 2.6 | 7.41 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-21 | 2025-11-17 | -23.21 | 269 |
| 2024-11-24 | 2024-11-29 | -11.64 | 5 |
| 2024-12-01 | 2025-02-20 | -8.80 | 81 |
| 2024-07-27 | 2024-11-22 | -7.41 | 118 |
| 2024-05-30 | 2024-07-12 | -2.91 | 43 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Best Day | 26.66% | 32.39% |
| Worst Day | -8.98% | -20.82% |
| Best Week | 25.0% | 73.93% |
| Worst Week | -13.13% | -23.82% |
| Best Month | 67.56% | 261.52% |
| Worst Month | -10.38% | -34.44% |
| Best Year | 95.25% | 301.62% |
| Worst Year | -17.89% | 11.59% |
| Avg. Up Day | 2.95% | 3.12% |
| Avg. Down Day | -1.91% | -2.13% |
| Avg. Up Week | 5.67% | 13.08% |
| Avg. Down Week | -4.07% | -8.42% |
| Avg. Up Month | 18.18% | 53.6% |
| Avg. Down Month | -5.8% | -15.09% |
| Win Days % | 47.02% | 50.44% |
| Win Month % | 44.44% | 57.89% |
| Win Week % | 55.81% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |