| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 52.84% | 181.36% |
| Max Drawdown | -20.04% | -65.92% |
| Sharpe | 0.43 | 0.39 |
| Sortino | 0.99 | 0.64 |
| Payoff Ratio | 1.88 | 1.44 |
| Profit Factor | 1.54 | 1.07 |
| Common Sense Ratio | NaN | 1.1 |
| CPC Index | 1.16 | 0.78 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 130.27 | 2.64 |
| Outlier Loss Ratio | 4.6 | 2.54 |
| Volatility (ann.) | 8.31% | 44.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.69 | 0.56 |
| Skew | 21.56 | 4.27 |
| Kurtosis | 895.07 | 93.13 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.62% |
| Expected Yearly % | 11.19% | 29.51% |
| Kelly Criterion | 7.86% | 15.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -3.79% |
| Expected Shortfall (cVaR) | -0.71% | -3.79% |
| Year | 13082488:XRPUSD | 13082488:xrpusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.08 | 27.50 | -0.49 | + |
| 2023 | 81.26 | 22.05 | 0.27 | - |
| 2024 | 237.91 | 17.51 | 0.07 | - |
| 2025 | 4.60 | -16.42 | -3.57 | - |
| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| MTD | -2.87% | -0.72% |
| 3M | -7.89% | -0.99% |
| 6M | -18.0% | 41.0% |
| YTD | -16.42% | 4.6% |
| 1Y | -2.26% | 315.87% |
| 3Y (ann.) | 12.19% | 77.38% |
| 5Y (ann.) | 13.74% | 36.87% |
| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| Max Drawdown | -20.04% | -65.92% |
| Longest DD Days | 274.0 | 963.0 |
| Avg. Drawdown | -2.63% | -17.25% |
| Avg. Drawdown Days | 40.0 | 92.0 |
| Recovery Factor | 2.64 | 2.75 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-29 | 2025-05-30 | -20.04 | 274 |
| 2023-02-16 | 2023-06-20 | -5.84 | 124 |
| 2022-02-12 | 2022-03-21 | -4.47 | 37 |
| 2024-07-25 | 2024-08-07 | -4.11 | 13 |
| 2022-05-07 | 2022-09-16 | -3.50 | 131 |
| 2023-10-02 | 2023-10-03 | -2.72 | 1 |
| 2024-04-09 | 2024-07-08 | -2.11 | 89 |
| 2022-04-27 | 2022-05-04 | -1.81 | 7 |
| 2023-06-21 | 2023-09-15 | -1.81 | 85 |
| 2022-09-17 | 2022-09-17 | -1.62 | 0 |
| Metric | 13082488:xrpusd:triple_med_gx:lsma90_80 | 13082488:XRPUSD |
|---|---|---|
| Best Day | 19.4% | 58.27% |
| Worst Day | -5.63% | -13.84% |
| Best Week | 18.15% | 65.15% |
| Worst Week | -5.17% | -29.86% |
| Best Month | 18.52% | 283.75% |
| Worst Month | -6.45% | -29.34% |
| Best Year | 27.5% | 237.91% |
| Worst Year | -16.42% | -56.08% |
| Avg. Up Day | 1.7% | 1.75% |
| Avg. Down Day | -0.9% | -1.21% |
| Avg. Up Week | 4.07% | 7.91% |
| Avg. Down Week | -1.71% | -8.35% |
| Avg. Up Month | 4.57% | 13.02% |
| Avg. Down Month | -1.71% | -19.98% |
| Win Days % | 39.8% | 50.15% |
| Win Month % | 51.61% | 52.5% |
| Win Week % | 50.0% | 48.57% |
| Win Quarter % | 61.54% | 71.43% |
| Win Year % | 75.0% | 75.0% |