| Metric | configs_sql/hl_close/c/xrpusd/uniq_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 1,560.64% | 257.23% |
| Max Drawdown | -61.93% | -83.24% |
| Sharpe | 0.95 | 0.69 |
| Sortino | 1.72 | 1.17 |
| Payoff Ratio | 1.26 | 1.12 |
| Profit Factor | 1.26 | 1.13 |
| Common Sense Ratio | 1.35 | 1.19 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.07 | 1.05 |
| Outlier Win Ratio | 12.48 | 4.45 |
| Outlier Loss Ratio | 5.28 | 3.31 |
| Volatility (ann.) | 66.93% | 109.21% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.82 | 0.25 |
| Skew | 3.02 | 2.39 |
| Kurtosis | 29.12 | 26.38 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.49% | 1.56% |
| Expected Yearly % | 42.08% | 17.25% |
| Kelly Criterion | 8.48% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -9.2% |
| Expected Shortfall (cVaR) | -5.59% | -9.2% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2018 | -42.03 | -46.44 | 1.10 | - |
| 2019 | -44.65 | 19.55 | -0.44 | + |
| 2020 | 14.03 | 66.49 | 4.74 | + |
| 2021 | 277.95 | 98.02 | 0.35 | - |
| 2022 | -59.08 | -1.55 | 0.03 | + |
| 2023 | 81.24 | 71.94 | 0.89 | - |
| 2024 | 237.93 | 423.87 | 1.78 | + |
| 2025 | 3.08 | -11.28 | -3.66 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_daily_ | XRPUSD |
|---|---|---|
| MTD | 0.0% | 2.6% |
| 3M | -11.28% | -10.72% |
| 6M | 275.36% | 310.46% |
| YTD | -11.28% | 3.08% |
| 1Y | 381.65% | 261.02% |
| 3Y (ann.) | 101.78% | 37.35% |
| 5Y (ann.) | 89.46% | 63.75% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -61.93% | -83.24% |
| Longest DD Days | 819.0 | 1325.0 |
| Avg. Drawdown | -16.68% | -44.86% |
| Avg. Drawdown Days | 129.0 | 355.0 |
| Recovery Factor | 25.2 | 3.09 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-15 | 2023-07-13 | -61.93 | 819 |
| 2020-11-25 | 2021-04-12 | -59.33 | 138 |
| 2018-07-05 | 2020-08-03 | -51.30 | 760 |
| 2024-12-03 | 2025-04-05 | -30.54 | 123 |
| 2023-11-07 | 2024-07-15 | -21.78 | 251 |
| 2023-07-20 | 2023-10-31 | -14.74 | 103 |
| 2020-08-18 | 2020-11-17 | -12.57 | 91 |
| 2024-07-31 | 2024-11-12 | -12.55 | 104 |
| 2024-07-18 | 2024-07-30 | -9.02 | 12 |
| 2020-08-04 | 2020-08-17 | -9.01 | 13 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_daily_ | XRPUSD |
|---|---|---|
| Best Day | 40.48% | 73.46% |
| Worst Day | -22.34% | -41.73% |
| Best Week | 70.37% | 104.19% |
| Worst Week | -30.86% | -45.61% |
| Best Month | 232.92% | 283.75% |
| Worst Month | -55.86% | -66.95% |
| Best Year | 423.87% | 277.95% |
| Worst Year | -46.44% | -59.08% |
| Avg. Up Day | 2.69% | 3.99% |
| Avg. Down Day | -2.13% | -3.56% |
| Avg. Up Week | 9.14% | 15.08% |
| Avg. Down Week | -4.13% | -7.96% |
| Avg. Up Month | 32.47% | 54.86% |
| Avg. Down Month | -7.98% | -17.89% |
| Win Days % | 49.01% | 50.6% |
| Win Month % | 47.14% | 46.34% |
| Win Week % | 46.88% | 47.03% |
| Win Quarter % | 51.85% | 58.62% |
| Win Year % | 62.5% | 62.5% |