| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 452.27% | 385.48% |
| Max Drawdown | -36.4% | -45.52% |
| Sharpe | 2.22 | 1.67 |
| Sortino | 4.55 | 2.94 |
| Payoff Ratio | 1.57 | 1.27 |
| Profit Factor | 1.74 | 1.32 |
| Common Sense Ratio | 3.14 | 1.65 |
| CPC Index | 1.4 | 0.87 |
| Tail Ratio | 1.81 | 1.25 |
| Outlier Win Ratio | 12.86 | 5.03 |
| Outlier Loss Ratio | 5.18 | 3.31 |
| Volatility (ann.) | 62.9% | 90.54% |
| R^2 | 0.62 | 0.62 |
| Calmar | 6.45 | 4.52 |
| Skew | 2.53 | 1.47 |
| Kurtosis | 15.83 | 8.79 |
| Expected Daily % | 0.33% | 0.31% |
| Expected Monthly % | 9.96% | 9.17% |
| Expected Yearly % | 135.0% | 120.34% |
| Kelly Criterion | 20.45% | 14.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -7.38% |
| Expected Shortfall (cVaR) | -5.03% | -7.38% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 383.01 | 1.26 | + |
| 2025 | 20.45 | 14.34 | 0.70 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | 5.27% | -12.0% |
| 3M | 16.19% | -11.73% |
| 6M | 30.38% | 18.2% |
| YTD | 14.34% | 20.45% |
| 1Y | 356.33% | 370.97% |
| 3Y (ann.) | 234.94% | 205.76% |
| 5Y (ann.) | 234.94% | 205.76% |
| 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 | -9.48% | -15.29% |
| Avg. Drawdown Days | 39.0 | 38.0 |
| Recovery Factor | 12.43 | 8.47 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-07-17 | -36.40 | 226 |
| 2025-07-23 | 2025-10-14 | -22.05 | 83 |
| 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 | 2025-07-21 | -1.97 | 3 |
| 2024-07-14 | 2024-07-15 | -1.05 | 1 |
| 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% | -21.92% |
| Best Month | 231.06% | 283.75% |
| Worst Month | -11.46% | -29.34% |
| Best Year | 383.01% | 303.04% |
| Worst Year | 14.34% | 20.45% |
| Avg. Up Day | 2.84% | 3.9% |
| Avg. Down Day | -1.81% | -3.08% |
| Avg. Up Week | 11.94% | 14.72% |
| Avg. Down Week | -2.37% | -7.47% |
| Avg. Up Month | 52.57% | 60.69% |
| Avg. Down Month | -5.36% | -11.1% |
| Win Days % | 51.41% | 51.94% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |