| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 431.92% | 367.59% |
| Max Drawdown | -36.4% | -45.52% |
| Sharpe | 2.17 | 1.64 |
| Sortino | 4.44 | 2.88 |
| Payoff Ratio | 1.56 | 1.27 |
| Profit Factor | 1.71 | 1.31 |
| Common Sense Ratio | 2.98 | 1.64 |
| CPC Index | 1.37 | 0.86 |
| Tail Ratio | 1.74 | 1.25 |
| Outlier Win Ratio | 12.86 | 5.03 |
| Outlier Loss Ratio | 5.13 | 3.3 |
| Volatility (ann.) | 62.93% | 90.52% |
| R^2 | 0.62 | 0.62 |
| Calmar | 6.19 | 4.33 |
| Skew | 2.52 | 1.48 |
| Kurtosis | 15.78 | 8.79 |
| Expected Daily % | 0.32% | 0.3% |
| Expected Monthly % | 9.73% | 8.95% |
| Expected Yearly % | 130.63% | 116.24% |
| Kelly Criterion | 19.97% | 13.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -7.39% |
| Expected Shortfall (cVaR) | -5.04% | -7.39% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 383.01 | 1.26 | + |
| 2025 | 16.02 | 10.13 | 0.63 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| MTD | 1.39% | -15.24% |
| 3M | 8.0% | -18.48% |
| 6M | 25.25% | 13.41% |
| YTD | 10.13% | 16.02% |
| 1Y | 339.52% | 339.96% |
| 3Y (ann.) | 225.42% | 197.11% |
| 5Y (ann.) | 225.42% | 197.11% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | 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 | 11.87 | 8.08 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-07-17 | -36.40 | 226 |
| 2025-07-23 | 2025-10-15 | -22.05 | 84 |
| 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_ | 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 | 10.13% | 16.02% |
| Avg. Up Day | 2.84% | 3.9% |
| Avg. Down Day | -1.82% | -3.08% |
| Avg. Up Week | 11.77% | 14.55% |
| Avg. Down Week | -2.37% | -7.47% |
| Avg. Up Month | 52.57% | 60.69% |
| Avg. Down Month | -5.36% | -11.1% |
| Win Days % | 51.25% | 51.84% |
| Win Month % | 57.14% | 55.56% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |