| Metric | 7439920:xrpusd:triple_gx:lsma125_85_65 | 7439920:XRPUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 325.46% | 367.61% |
| Max Drawdown | -33.5% | -45.52% |
| Sharpe | 1.73 | 1.64 |
| Sortino | 3.39 | 2.88 |
| Payoff Ratio | 1.31 | 1.22 |
| Profit Factor | 1.6 | 1.31 |
| Common Sense Ratio | 2.28 | 1.64 |
| CPC Index | 1.12 | 0.83 |
| Tail Ratio | 1.43 | 1.25 |
| Outlier Win Ratio | 15.33 | 5.37 |
| Outlier Loss Ratio | 3.07 | 3.55 |
| Volatility (ann.) | 73.62% | 90.52% |
| R^2 | 0.66 | 0.66 |
| Calmar | 5.31 | 4.33 |
| Skew | 2.71 | 1.48 |
| Kurtosis | 21.07 | 8.8 |
| Expected Daily % | 0.28% | 0.3% |
| Expected Monthly % | 8.38% | 8.95% |
| Expected Yearly % | 106.27% | 116.24% |
| Kelly Criterion | 18.28% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.99% | -7.39% |
| Expected Shortfall (cVaR) | -5.99% | -7.39% |
| Year | 7439920:XRPUSD | 7439920:xrpusd:triple_gx:lsma125_85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.06 | 318.60 | 1.05 | + |
| 2025 | 16.02 | 1.64 | 0.10 | - |
| Metric | 7439920:xrpusd:triple_gx:lsma125_85_65 | 7439920:XRPUSD |
|---|---|---|
| MTD | 1.39% | -15.25% |
| 3M | 12.05% | -18.48% |
| 6M | 13.0% | 13.41% |
| YTD | 1.64% | 16.02% |
| 1Y | 268.36% | 339.96% |
| 3Y (ann.) | 177.95% | 197.12% |
| 5Y (ann.) | 177.95% | 197.12% |
| Metric | 7439920:xrpusd:triple_gx:lsma125_85_65 | 7439920:XRPUSD |
|---|---|---|
| Max Drawdown | -33.5% | -45.52% |
| Longest DD Days | 316.0 | 180.0 |
| Avg. Drawdown | -13.02% | -15.29% |
| Avg. Drawdown Days | 67.0 | 38.0 |
| Recovery Factor | 9.72 | 8.08 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-10-15 | -33.50 | 316 |
| 2024-07-31 | 2024-11-14 | -22.06 | 106 |
| 2024-06-21 | 2024-07-13 | -14.33 | 22 |
| 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 |
| 2024-07-14 | 2024-07-15 | -1.05 | 1 |
| Metric | 7439920:xrpusd:triple_gx:lsma125_85_65 | 7439920:XRPUSD |
|---|---|---|
| Best Day | 34.17% | 34.17% |
| Worst Day | -18.84% | -18.84% |
| Best Week | 65.15% | 65.15% |
| Worst Week | -16.89% | -21.92% |
| Best Month | 215.34% | 283.75% |
| Worst Month | -16.89% | -29.34% |
| Best Year | 318.6% | 303.06% |
| Worst Year | 1.64% | 16.02% |
| Avg. Up Day | 4.33% | 4.35% |
| Avg. Down Day | -3.3% | -3.57% |
| Avg. Up Week | 14.43% | 16.25% |
| Avg. Down Week | -4.61% | -6.38% |
| Avg. Up Month | 45.84% | 60.69% |
| Avg. Down Month | -7.15% | -12.8% |
| Win Days % | 53.59% | 51.84% |
| Win Month % | 64.29% | 55.56% |
| Win Week % | 51.28% | 50.0% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |