| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 116.61% | 176.01% |
| Max Drawdown | -11.02% | -65.92% |
| Sharpe | 0.69 | 0.38 |
| Sortino | 1.48 | 0.63 |
| Payoff Ratio | 1.54 | 1.15 |
| Profit Factor | 1.76 | 1.07 |
| Common Sense Ratio | NaN | 1.1 |
| CPC Index | 1.36 | 0.62 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 98.04 | 2.88 |
| Outlier Loss Ratio | 4.35 | 2.61 |
| Volatility (ann.) | 9.03% | 44.62% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.4 | 0.55 |
| Skew | 15.0 | 4.26 |
| Kurtosis | 529.54 | 92.91 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 2.57% |
| Expected Yearly % | 21.32% | 28.89% |
| Kelly Criterion | 18.37% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -3.79% |
| Expected Shortfall (cVaR) | -0.76% | -3.79% |
| Year | 12817762:XRPUSD | 12817762:xrpusd:triple_med_gx:lsma45_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.55 | 50.07 | -0.87 | + |
| 2023 | 81.26 | 8.66 | 0.11 | - |
| 2024 | 237.91 | 28.90 | 0.12 | - |
| 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.) | 30.3% | 78.25% |
| 5Y (ann.) | 26.4% | 36.04% |
| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| Max Drawdown | -11.02% | -65.92% |
| Longest DD Days | 157.0 | 963.0 |
| Avg. Drawdown | -2.5% | -16.5% |
| Avg. Drawdown Days | 32.0 | 85.0 |
| Recovery Factor | 10.58 | 2.67 |
| Ulcer Index | inf | 1.01 |
| 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 |
| 2022-08-08 | 2022-10-03 | -4.60 | 56 |
| 2022-10-05 | 2022-11-04 | -4.56 | 30 |
| 2023-03-18 | 2023-07-26 | -4.50 | 130 |
| 2023-07-27 | 2024-01-01 | -4.48 | 157 |
| 2022-07-29 | 2022-07-30 | -3.93 | 1 |
| 2022-07-05 | 2022-07-06 | -3.38 | 1 |
| 2022-04-02 | 2022-06-15 | -2.43 | 74 |
| Metric | 12817762:xrpusd:triple_med_gx:lsma45_60 | 12817762:XRPUSD |
|---|---|---|
| Best Day | 17.71% | 58.27% |
| Worst Day | -7.83% | -13.84% |
| Best Week | 17.5% | 65.15% |
| Worst Week | -7.83% | -29.86% |
| Best Month | 21.49% | 283.75% |
| Worst Month | -7.83% | -29.34% |
| Best Year | 50.07% | 237.91% |
| Worst Year | 3.05% | -57.55% |
| Avg. Up Day | 1.36% | 1.38% |
| Avg. Down Day | -0.88% | -1.2% |
| Avg. Up Week | 5.98% | 5.66% |
| Avg. Down Week | -2.3% | -7.43% |
| Avg. Up Month | 6.25% | 20.21% |
| Avg. Down Month | -2.12% | -15.43% |
| Win Days % | 50.54% | 50.17% |
| Win Month % | 60.71% | 52.5% |
| Win Week % | 68.29% | 48.3% |
| Win Quarter % | 76.92% | 71.43% |
| Win Year % | 100.0% | 75.0% |