| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 14.0% | 99.0% |
| Cumulative Return | 72.52% | 2.93% |
| Max Drawdown | -44.42% | -52.33% |
| Sharpe | 0.05 | 0.02 |
| Sortino | 0.06 | 0.02 |
| Payoff Ratio | 0.0 | 1.09 |
| Profit Factor | 1.52 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.55 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 197.04 | 2.22 |
| Outlier Loss Ratio | 0.08 | 2.15 |
| Volatility (ann.) | 2.76% | 2.87% |
| R^2 | 0.0 | 0.0 |
| Calmar | 5.33 | 0.13 |
| Skew | -28.96 | 1.75 |
| Kurtosis | 16545.88 | 379.08 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 9.52% | 0.48% |
| Expected Yearly % | 72.52% | 2.93% |
| Kelly Criterion | 57.13% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -0.25% |
| Expected Shortfall (cVaR) | -0.24% | -0.25% |
| Year | XRPUSD | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.93 | 72.52 | 24.77 | + |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -3.62% | -1.58% |
| 3M | 63.44% | -4.92% |
| 6M | 72.52% | 2.93% |
| YTD | 72.52% | 2.93% |
| 1Y | 72.52% | 2.93% |
| 3Y (ann.) | 236.61% | 6.63% |
| 5Y (ann.) | 236.61% | 6.63% |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -44.42% | -52.33% |
| Longest DD Days | 53.0 | 148.0 |
| Avg. Drawdown | -7.56% | -1.51% |
| Avg. Drawdown Days | 9.0 | 1.0 |
| Recovery Factor | 1.63 | 0.06 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-19 | -44.42 | 53 |
| 2025-03-26 | 2025-04-22 | -27.87 | 27 |
| 2025-06-10 | 2025-06-14 | -8.33 | 3 |
| 2025-01-17 | 2025-01-22 | -7.74 | 5 |
| 2025-05-25 | 2025-06-08 | -7.70 | 14 |
| 2025-01-05 | 2025-01-11 | -4.06 | 6 |
| 2025-04-23 | 2025-04-28 | -2.57 | 5 |
| 2025-05-01 | 2025-05-08 | -2.47 | 7 |
| 2025-01-13 | 2025-01-14 | -0.14 | 1 |
| 2025-03-22 | 2025-03-25 | -0.12 | 3 |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 18.96% | 10.95% |
| Worst Day | -31.16% | -10.1% |
| Best Week | 24.14% | 40.7% |
| Worst Week | -28.65% | -21.01% |
| Best Month | 33.57% | 45.93% |
| Worst Month | -33.44% | -29.34% |
| Best Year | 72.52% | 2.93% |
| Worst Year | 72.52% | 2.93% |
| Avg. Up Day | 0.01% | 0.11% |
| Avg. Down Day | -3.11% | -0.11% |
| Avg. Up Week | 11.48% | 10.18% |
| Avg. Down Week | -11.18% | -7.63% |
| Avg. Up Month | 28.68% | 25.4% |
| Avg. Down Month | -18.53% | -15.46% |
| Win Days % | 99.81% | 50.06% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 64.0% | 44.0% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |