| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 25.4% | 3.25% |
| Max Drawdown | -32.61% | -45.24% |
| Sharpe | 1.15 | 0.55 |
| Sortino | 1.5 | 0.92 |
| Payoff Ratio | 0.97 | 1.78 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | 1.68 | 1.24 |
| CPC Index | 0.77 | 1.0 |
| Tail Ratio | 1.27 | 1.13 |
| Outlier Win Ratio | 11.28 | 3.31 |
| Outlier Loss Ratio | 4.73 | 3.6 |
| Volatility (ann.) | 59.6% | 101.03% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.01 | 0.16 |
| Skew | -2.03 | 1.8 |
| Kurtosis | 12.2 | 13.02 |
| Expected Daily % | 0.14% | 0.02% |
| Expected Monthly % | 3.84% | 0.54% |
| Expected Yearly % | 25.4% | 3.25% |
| Kelly Criterion | 17.17% | 23.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.94% | -8.55% |
| Expected Shortfall (cVaR) | -4.94% | -8.55% |
| Year | XRPUSD | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.25 | 25.40 | 7.80 | + |
| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | 2.18% | 0.2% |
| 3M | 38.61% | -3.81% |
| 6M | 25.4% | 3.25% |
| YTD | 25.4% | 3.25% |
| 1Y | 25.4% | 3.25% |
| 3Y (ann.) | 65.49% | 7.39% |
| 5Y (ann.) | 65.49% | 7.39% |
| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -32.61% | -45.24% |
| Longest DD Days | 117.0 | 146.0 |
| Avg. Drawdown | -5.94% | -18.44% |
| Avg. Drawdown Days | 21.0 | 52.0 |
| Recovery Factor | 0.78 | 0.07 |
| Ulcer Index | 1.12 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-14 | -32.61 | 117 |
| 2025-05-26 | 2025-06-09 | -6.26 | 14 |
| 2025-01-05 | 2025-01-12 | -2.38 | 7 |
| 2025-01-13 | 2025-01-15 | -0.08 | 2 |
| 2025-05-18 | 2025-05-19 | -0.08 | 1 |
| 2025-05-22 | 2025-05-23 | -0.07 | 1 |
| 2025-06-11 | 2025-06-14 | -0.07 | 3 |
| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 8.52% | 35.39% |
| Worst Day | -19.08% | -19.68% |
| Best Week | 13.87% | 43.18% |
| Worst Week | -24.01% | -25.58% |
| Best Month | 18.93% | 50.52% |
| Worst Month | -24.87% | -29.84% |
| Best Year | 25.4% | 3.25% |
| Worst Year | 25.4% | 3.25% |
| Avg. Up Day | 2.81% | 5.28% |
| Avg. Down Day | -2.88% | -2.97% |
| Avg. Up Week | 5.92% | 9.75% |
| Avg. Down Week | -9.3% | -11.35% |
| Avg. Up Month | 8.51% | 18.39% |
| Avg. Down Month | -24.87% | -29.84% |
| Win Days % | 59.14% | 51.22% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 66.67% | 56.0% |
| Win Quarter % | 50.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |