| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 1.28% | 339.14% |
| Max Drawdown | -11.02% | -47.41% |
| Sharpe | 0.08 | 0.93 |
| Sortino | 0.1 | 1.53 |
| Payoff Ratio | 0.83 | 0.69 |
| Profit Factor | 1.05 | 1.18 |
| Common Sense Ratio | NaN | 1.45 |
| CPC Index | 0.46 | 0.42 |
| Tail Ratio | NaN | 1.23 |
| Outlier Win Ratio | 113.94 | 2.74 |
| Outlier Loss Ratio | 4.1 | 2.87 |
| Volatility (ann.) | 8.01% | 49.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.11 | 6.2 |
| Skew | -4.02 | 1.79 |
| Kurtosis | 125.59 | 18.42 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.1% | 12.05% |
| Expected Yearly % | 0.64% | 109.56% |
| Kelly Criterion | -2.82% | -17.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -4.14% |
| Expected Shortfall (cVaR) | -0.69% | -4.14% |
| Year | 12817762:XRPUSD | 12817762:xrpusd:triple_med_gx:lsma45_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | -1.72 | -0.01 | - |
| 2025 | 6.16 | 3.05 | 0.49 | - |
| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| MTD | 2.75% | 0.76% |
| 3M | -0.58% | 0.49% |
| 6M | 3.1% | 50.03% |
| YTD | 3.05% | 6.16% |
| 1Y | 1.28% | 322.07% |
| 3Y (ann.) | 1.18% | 293.82% |
| 5Y (ann.) | 1.18% | 293.82% |
| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| Max Drawdown | -11.02% | -47.41% |
| Longest DD Days | 132.0 | 133.0 |
| Avg. Drawdown | -5.07% | -10.05% |
| Avg. Drawdown Days | 60.0 | 15.0 |
| Recovery Factor | 0.12 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-05-30 | -11.02 | 121 |
| 2024-12-12 | 2025-01-28 | -9.19 | 46 |
| 2024-08-02 | 2024-12-12 | -5.75 | 132 |
| 2024-06-01 | 2024-06-28 | -2.39 | 26 |
| 2024-06-28 | 2024-08-01 | -1.92 | 34 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| Best Day | 4.87% | 26.33% |
| Worst Day | -7.83% | -13.65% |
| Best Week | 6.86% | 65.15% |
| Worst Week | -7.83% | -21.01% |
| Best Month | 4.85% | 283.75% |
| Worst Month | -7.83% | -29.34% |
| Best Year | 3.05% | 313.65% |
| Worst Year | -1.72% | 6.16% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -1.14% | -1.39% |
| Avg. Up Week | 1.11% | 5.6% |
| Avg. Down Week | -2.49% | -7.09% |
| Avg. Up Month | 2.19% | 17.74% |
| Avg. Down Month | -3.2% | -15.51% |
| Win Days % | 53.45% | 52.01% |
| Win Month % | 55.56% | 61.54% |
| Win Week % | 62.5% | 51.72% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |