| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 6.42% | 3.33% |
| Max Drawdown | -29.25% | -51.12% |
| Sharpe | 0.06 | 0.06 |
| Sortino | 0.07 | 0.09 |
| Payoff Ratio | 524.0 | 3.85 |
| Profit Factor | 1.14 | 1.01 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 5.37 | 1.93 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 83.06 | 2.19 |
| Outlier Loss Ratio | 21.64 | 2.18 |
| Volatility (ann.) | 6.04% | 10.37% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.5 | 0.15 |
| Skew | -14.46 | 0.95 |
| Kurtosis | 1291.63 | 33.99 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.04% | 0.55% |
| Expected Yearly % | 6.42% | 3.33% |
| Kelly Criterion | 0.71% | 36.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.89% |
| Expected Shortfall (cVaR) | -0.52% | -0.89% |
| Year | XRPUSD | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.33 | 6.42 | 1.93 | + |
| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -4.17% | -0.63% |
| 3M | 0.95% | -8.29% |
| 6M | 6.42% | 3.33% |
| YTD | 6.42% | 3.33% |
| 1Y | 6.42% | 3.33% |
| 3Y (ann.) | 14.76% | 7.51% |
| 5Y (ann.) | 14.76% | 7.51% |
| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -29.25% | -51.12% |
| Longest DD Days | 61.0 | 149.0 |
| Avg. Drawdown | -7.36% | -3.78% |
| Avg. Drawdown Days | 16.0 | 5.0 |
| Recovery Factor | 0.22 | 0.07 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-24 | -29.25 | 61 |
| 2025-05-10 | 2025-06-15 | -17.44 | 35 |
| 2025-03-25 | 2025-04-22 | -15.92 | 27 |
| 2025-05-02 | 2025-05-10 | -5.20 | 8 |
| 2025-01-14 | 2025-01-22 | -3.53 | 7 |
| 2025-01-01 | 2025-01-11 | -2.06 | 10 |
| 2025-01-11 | 2025-01-14 | -0.08 | 2 |
| 2025-04-22 | 2025-04-27 | -0.08 | 4 |
| 2025-04-27 | 2025-04-28 | -0.07 | 0 |
| 2025-04-28 | 2025-05-02 | -0.00 | 3 |
| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 11.91% | 11.51% |
| Worst Day | -18.26% | -7.52% |
| Best Week | 12.14% | 40.7% |
| Worst Week | -18.46% | -21.01% |
| Best Month | 26.71% | 45.09% |
| Worst Month | -21.74% | -29.34% |
| Best Year | 6.42% | 3.33% |
| Worst Year | 6.42% | 3.33% |
| Avg. Up Day | 4.63% | 1.46% |
| Avg. Down Day | -0.01% | -0.38% |
| Avg. Up Week | 6.83% | 10.56% |
| Avg. Down Week | -7.92% | -8.03% |
| Avg. Up Month | 18.8% | 24.98% |
| Avg. Down Month | -12.54% | -10.23% |
| Win Days % | 0.9% | 49.68% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 56.0% | 48.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |