| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 470.35% | 564.22% |
| Max Drawdown | -36.4% | -45.52% |
| Sharpe | 2.54 | 2.16 |
| Sortino | 5.44 | 4.0 |
| Payoff Ratio | 1.64 | 1.33 |
| Profit Factor | 1.87 | 1.44 |
| Common Sense Ratio | 3.41 | 1.92 |
| CPC Index | 1.59 | 1.01 |
| Tail Ratio | 1.82 | 1.34 |
| Outlier Win Ratio | 11.79 | 5.0 |
| Outlier Loss Ratio | 5.27 | 3.23 |
| Volatility (ann.) | 66.4% | 93.99% |
| R^2 | 0.64 | 0.64 |
| Calmar | 9.34 | 8.8 |
| Skew | 2.56 | 1.59 |
| Kurtosis | 14.66 | 8.62 |
| Expected Daily % | 0.41% | 0.44% |
| Expected Monthly % | 12.31% | 13.45% |
| Expected Yearly % | 138.82% | 157.72% |
| Kelly Criterion | 22.67% | 17.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.25% | -7.54% |
| Expected Shortfall (cVaR) | -5.25% | -7.54% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 383.01 | 1.26 | + |
| 2025 | 64.80 | 18.08 | 0.28 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | 38.92% | 53.16% |
| 3M | 36.58% | 65.76% |
| 6M | 18.08% | 5.59% |
| YTD | 18.08% | 64.8% |
| 1Y | 374.9% | 501.6% |
| 3Y (ann.) | 339.88% | 400.77% |
| 5Y (ann.) | 339.88% | 400.77% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -36.4% | -45.52% |
| Longest DD Days | 226.0 | 180.0 |
| Avg. Drawdown | -8.34% | -13.8% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 12.92 | 12.4 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-07-17 | -36.40 | 226 |
| 2024-07-31 | 2024-11-12 | -18.10 | 104 |
| 2024-06-18 | 2024-07-13 | -11.92 | 25 |
| 2024-07-18 | 2024-07-30 | -9.02 | 12 |
| 2024-11-17 | 2024-11-21 | -5.97 | 4 |
| 2024-11-23 | 2024-11-28 | -5.20 | 5 |
| 2024-11-13 | 2024-11-14 | -2.07 | 1 |
| 2025-07-18 | 2025-07-19 | -1.97 | 1 |
| 2024-07-14 | 2024-07-15 | -1.05 | 1 |
| 2024-06-13 | 2024-06-15 | -0.04 | 2 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Best Day | 25.58% | 34.17% |
| Worst Day | -13.46% | -18.84% |
| Best Week | 65.15% | 65.15% |
| Worst Week | -10.67% | -21.01% |
| Best Month | 231.06% | 283.75% |
| Worst Month | -11.46% | -29.34% |
| Best Year | 383.01% | 303.04% |
| Worst Year | 18.08% | 64.8% |
| Avg. Up Day | 2.89% | 4.02% |
| Avg. Down Day | -1.76% | -3.03% |
| Avg. Up Week | 11.84% | 14.65% |
| Avg. Down Week | -1.99% | -6.8% |
| Avg. Up Month | 55.3% | 63.7% |
| Avg. Down Month | -5.36% | -11.1% |
| Win Days % | 51.93% | 53.15% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 52.17% | 54.69% |
| Win Quarter % | 66.67% | 83.33% |
| Win Year % | 100.0% | 100.0% |