| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 210.4% | 237.13% |
| Max Drawdown | -27.46% | -66.45% |
| Sharpe | 0.52 | 0.39 |
| Sortino | 0.89 | 0.64 |
| Payoff Ratio | 1.27 | 1.21 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.43 | 1.09 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 29.8 | 3.61 |
| Outlier Loss Ratio | 4.46 | 3.31 |
| Volatility (ann.) | 17.05% | 43.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.27 | 0.57 |
| Skew | 4.04 | 4.02 |
| Kurtosis | 76.81 | 90.08 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.68% |
| Expected Yearly % | 32.73% | 35.5% |
| Kelly Criterion | 3.23% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.7% |
| Expected Shortfall (cVaR) | -1.44% | -3.7% |
| Year | 13190082:XRPUSD | 13190082:xrpusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -49.20 | 0.27 | -0.01 | + |
| 2023 | 81.26 | 37.47 | 0.46 | - |
| 2024 | 237.91 | 174.27 | 0.73 | - |
| 2025 | 8.34 | -17.89 | -2.14 | - |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | -5.47% | -27.5% |
| 6M | -16.94% | -4.31% |
| YTD | -17.89% | 8.34% |
| 1Y | 32.13% | 100.91% |
| 3Y (ann.) | 51.91% | 81.65% |
| 5Y (ann.) | 34.93% | 37.91% |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Max Drawdown | -27.46% | -66.45% |
| Longest DD Days | 351.0 | 1011.0 |
| Avg. Drawdown | -5.54% | -19.34% |
| Avg. Drawdown Days | 44.0 | 114.0 |
| Recovery Factor | 7.66 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-01-20 | -27.46 | 324 |
| 2024-12-01 | 2025-11-17 | -27.33 | 351 |
| 2023-06-22 | 2024-03-20 | -23.42 | 272 |
| 2024-11-23 | 2024-11-29 | -13.81 | 5 |
| 2023-03-29 | 2023-05-28 | -11.10 | 60 |
| 2024-07-24 | 2024-11-21 | -10.84 | 120 |
| 2023-01-24 | 2023-03-21 | -10.50 | 56 |
| 2024-04-23 | 2024-07-13 | -9.12 | 81 |
| 2024-03-21 | 2024-04-20 | -4.91 | 29 |
| 2022-02-16 | 2022-02-28 | -4.79 | 12 |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Best Day | 17.71% | 58.27% |
| Worst Day | -8.12% | -13.84% |
| Best Week | 31.31% | 65.15% |
| Worst Week | -13.02% | -29.86% |
| Best Month | 73.86% | 283.75% |
| Worst Month | -15.97% | -29.34% |
| Best Year | 174.27% | 237.91% |
| Worst Year | -17.89% | -49.2% |
| Avg. Up Day | 1.38% | 1.4% |
| Avg. Down Day | -1.08% | -1.16% |
| Avg. Up Week | 5.33% | 10.09% |
| Avg. Down Week | -3.49% | -6.56% |
| Avg. Up Month | 18.78% | 36.85% |
| Avg. Down Month | -5.34% | -16.18% |
| Win Days % | 45.82% | 50.21% |
| Win Month % | 51.11% | 52.17% |
| Win Week % | 55.56% | 47.76% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 75.0% | 75.0% |