| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 83.0% | 100.0% |
| Cumulative Return | 93.02% | 50.02% |
| Max Drawdown | -26.96% | -45.24% |
| Sharpe | 1.95 | 1.07 |
| Sortino | 2.6 | 1.8 |
| Payoff Ratio | 0.7 | 1.28 |
| Profit Factor | 1.73 | 1.19 |
| Common Sense Ratio | 5.66 | 1.47 |
| CPC Index | 0.94 | 0.78 |
| Tail Ratio | 3.27 | 1.23 |
| Outlier Win Ratio | 13.35 | 3.64 |
| Outlier Loss Ratio | 4.51 | 3.55 |
| Volatility (ann.) | 56.73% | 90.98% |
| R^2 | 0.09 | 0.09 |
| Calmar | 5.76 | 1.73 |
| Skew | -2.74 | 1.65 |
| Kurtosis | 26.81 | 13.03 |
| Expected Daily % | 0.26% | 0.16% |
| Expected Monthly % | 7.58% | 4.61% |
| Expected Yearly % | 93.02% | 50.02% |
| Kelly Criterion | 45.17% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.58% | -7.57% |
| Expected Shortfall (cVaR) | -4.58% | -7.57% |
| Year | XRPUSD | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 50.02 | 93.02 | 1.86 | + |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -0.49% | 10.67% |
| 3M | 7.29% | 42.35% |
| 6M | 55.65% | 38.86% |
| YTD | 93.02% | 50.02% |
| 1Y | 93.02% | 50.02% |
| 3Y (ann.) | 155.4% | 78.31% |
| 5Y (ann.) | 155.4% | 78.31% |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -26.96% | -45.24% |
| Longest DD Days | 47.0 | 180.0 |
| Avg. Drawdown | -4.02% | -16.03% |
| Avg. Drawdown Days | 10.0 | 49.0 |
| Recovery Factor | 3.45 | 1.11 |
| Ulcer Index | 1.02 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-03-15 | -26.96 | 41 |
| 2025-03-26 | 2025-04-29 | -15.94 | 34 |
| 2025-07-29 | 2025-09-14 | -15.38 | 47 |
| 2025-05-30 | 2025-06-09 | -5.99 | 10 |
| 2025-06-11 | 2025-07-01 | -5.09 | 20 |
| 2025-01-09 | 2025-01-12 | -1.46 | 3 |
| 2025-01-21 | 2025-01-22 | -0.31 | 1 |
| 2025-05-06 | 2025-05-09 | -0.21 | 3 |
| 2025-01-05 | 2025-01-07 | -0.15 | 2 |
| 2025-01-13 | 2025-01-14 | -0.14 | 1 |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 9.91% | 35.39% |
| Worst Day | -25.42% | -19.68% |
| Best Week | 14.44% | 43.18% |
| Worst Week | -26.3% | -25.58% |
| Best Month | 25.53% | 50.52% |
| Worst Month | -14.81% | -29.84% |
| Best Year | 93.02% | 50.02% |
| Worst Year | 93.02% | 50.02% |
| Avg. Up Day | 1.64% | 3.73% |
| Avg. Down Day | -2.33% | -2.91% |
| Avg. Up Week | 6.24% | 10.18% |
| Avg. Down Week | -7.61% | -9.85% |
| Avg. Up Month | 17.38% | 24.55% |
| Avg. Down Month | -12.36% | -19.37% |
| Win Days % | 77.36% | 50.78% |
| Win Month % | 66.67% | 55.56% |
| Win Week % | 71.05% | 55.26% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |