| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 155.73% | 348.17% |
| Max Drawdown | -31.56% | -46.97% |
| Sharpe | 1.45 | 1.51 |
| Sortino | 3.19 | 2.59 |
| Payoff Ratio | 1.52 | 1.41 |
| Profit Factor | 1.67 | 1.29 |
| Common Sense Ratio | 2.42 | 1.89 |
| CPC Index | 1.32 | 0.92 |
| Tail Ratio | 1.45 | 1.46 |
| Outlier Win Ratio | 20.5 | 3.63 |
| Outlier Loss Ratio | 4.71 | 3.63 |
| Volatility (ann.) | 49.43% | 90.0% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.64 | 3.48 |
| Skew | 5.95 | 1.28 |
| Kurtosis | 69.63 | 9.32 |
| Expected Daily % | 0.17% | 0.27% |
| Expected Monthly % | 5.07% | 8.21% |
| Expected Yearly % | 59.91% | 111.7% |
| Kelly Criterion | 20.48% | 15.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -7.38% |
| Expected Shortfall (cVaR) | -4.06% | -7.38% |
| Year | 13192813:XRPUSD | 13192813:xrpusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 236.77 | 0.79 | - |
| 2025 | 11.59 | -24.07 | -2.08 | - |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| MTD | 0.0% | -9.32% |
| 3M | -2.79% | -27.26% |
| 6M | -9.04% | -4.75% |
| YTD | -24.07% | 11.59% |
| 1Y | 112.17% | 129.27% |
| 3Y (ann.) | 83.41% | 163.54% |
| 5Y (ann.) | 83.41% | 163.54% |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Max Drawdown | -31.56% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -5.1% | -16.13% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 4.93 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -31.56 | 296 |
| 2024-05-29 | 2024-07-13 | -5.99 | 45 |
| 2024-08-01 | 2024-09-19 | -5.65 | 49 |
| 2024-10-08 | 2024-11-22 | -2.37 | 45 |
| 2024-07-30 | 2024-07-31 | -1.95 | 1 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-05 | 2024-05-28 | -0.63 | 23 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -17.34% | -23.82% |
| Best Month | 88.95% | 261.52% |
| Worst Month | -17.57% | -34.44% |
| Best Year | 236.77% | 301.62% |
| Worst Year | -24.07% | 11.59% |
| Avg. Up Day | 3.31% | 3.79% |
| Avg. Down Day | -2.17% | -2.68% |
| Avg. Up Week | 8.74% | 13.47% |
| Avg. Down Week | -5.93% | -7.95% |
| Avg. Up Month | 18.47% | 38.25% |
| Avg. Down Month | -6.82% | -14.13% |
| Win Days % | 52.0% | 50.44% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 62.22% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |