| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 155.73% | 348.17% |
| Max Drawdown | -34.55% | -47.41% |
| Sharpe | 0.87 | 0.76 |
| Sortino | 1.56 | 1.21 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.35 | 1.14 |
| Common Sense Ratio | 1.78 | 1.29 |
| CPC Index | 0.85 | 0.71 |
| Tail Ratio | 1.32 | 1.13 |
| Outlier Win Ratio | 25.43 | 3.5 |
| Outlier Loss Ratio | 4.4 | 3.36 |
| Volatility (ann.) | 19.56% | 45.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.41 | 3.45 |
| Skew | 4.92 | 1.66 |
| Kurtosis | 85.48 | 19.67 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 5.07% | 8.21% |
| Expected Yearly % | 59.91% | 111.7% |
| Kelly Criterion | 10.97% | 11.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.79% |
| Expected Shortfall (cVaR) | -1.64% | -3.79% |
| Year | 13192813:XRPUSD | 13192813:xrpusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 236.77 | 0.75 | - |
| 2025 | 8.34 | -24.07 | -2.88 | - |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | -2.79% | -27.5% |
| 6M | -8.88% | -4.31% |
| YTD | -24.07% | 8.34% |
| 1Y | 112.17% | 100.91% |
| 3Y (ann.) | 83.41% | 163.54% |
| 5Y (ann.) | 83.41% | 163.54% |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Max Drawdown | -34.55% | -47.41% |
| Longest DD Days | 345.0 | 182.0 |
| Avg. Drawdown | -3.93% | -11.25% |
| Avg. Drawdown Days | 25.0 | 22.0 |
| Recovery Factor | 4.51 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-17 | -34.55 | 345 |
| 2024-05-27 | 2024-07-21 | -6.80 | 55 |
| 2024-07-31 | 2024-09-18 | -6.69 | 49 |
| 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 | -4.62 | 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 | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -7.9% | -13.65% |
| Best Week | 54.81% | 65.15% |
| Worst Week | -16.38% | -21.92% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -15.71% | -29.34% |
| Best Year | 236.77% | 313.65% |
| Worst Year | -24.07% | 8.34% |
| Avg. Up Day | 1.39% | 1.41% |
| Avg. Down Day | -1.12% | -1.17% |
| Avg. Up Week | 9.33% | 12.5% |
| Avg. Down Week | -5.12% | -6.17% |
| Avg. Up Month | 22.63% | 42.8% |
| Avg. Down Month | -5.31% | -11.21% |
| Win Days % | 50.7% | 51.51% |
| Win Month % | 55.56% | 52.63% |
| Win Week % | 58.7% | 48.19% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |