| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 68.81% | 266.92% |
| Max Drawdown | -34.69% | -66.45% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.63 | 0.71 |
| Payoff Ratio | 1.4 | 1.35 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.15 | 1.11 |
| CPC Index | 0.7 | 0.73 |
| Tail Ratio | 0.98 | 1.03 |
| Outlier Win Ratio | 45.92 | 3.25 |
| Outlier Loss Ratio | 4.73 | 3.09 |
| Volatility (ann.) | 14.75% | 44.77% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.49 | 0.72 |
| Skew | 9.25 | 4.2 |
| Kurtosis | 250.05 | 90.83 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.29% | 3.22% |
| Expected Yearly % | 13.98% | 38.4% |
| Kelly Criterion | 1.5% | 13.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.8% |
| Expected Shortfall (cVaR) | -1.26% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -26.22 | 0.60 | + |
| 2023 | 81.26 | 26.09 | 0.32 | - |
| 2024 | 237.91 | 99.84 | 0.42 | - |
| 2025 | 6.16 | -9.21 | -1.49 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 1.46% | 0.76% |
| 3M | -10.75% | 0.49% |
| 6M | 0.56% | 50.03% |
| YTD | -9.21% | 6.16% |
| 1Y | 45.6% | 322.07% |
| 3Y (ann.) | 25.31% | 78.25% |
| 5Y (ann.) | 17.03% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -34.69% | -66.45% |
| Longest DD Days | 768.0 | 1011.0 |
| Avg. Drawdown | -5.17% | -14.33% |
| Avg. Drawdown Days | 64.0 | 86.0 |
| Recovery Factor | 1.98 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-02 | 2024-03-11 | -34.69 | 768 |
| 2024-12-14 | 2025-05-30 | -21.58 | 167 |
| 2024-07-22 | 2024-11-21 | -9.61 | 122 |
| 2024-04-21 | 2024-07-13 | -7.82 | 82 |
| 2024-12-10 | 2024-12-10 | -7.19 | 0 |
| 2024-07-20 | 2024-07-21 | -2.51 | 1 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2024-03-14 | 2024-03-17 | -1.73 | 3 |
| 2024-12-12 | 2024-12-13 | -1.67 | 1 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 58.27% |
| Worst Day | -7.4% | -13.84% |
| Best Week | 32.87% | 65.15% |
| Worst Week | -10.35% | -29.86% |
| Best Month | 29.79% | 283.75% |
| Worst Month | -10.35% | -29.34% |
| Best Year | 99.84% | 237.91% |
| Worst Year | -26.22% | -43.57% |
| Avg. Up Day | 1.39% | 1.51% |
| Avg. Down Day | -0.99% | -1.12% |
| Avg. Up Week | 5.85% | 11.91% |
| Avg. Down Week | -3.17% | -4.92% |
| Avg. Up Month | 10.1% | 34.05% |
| Avg. Down Month | -4.37% | -16.16% |
| Win Days % | 42.55% | 50.26% |
| Win Month % | 48.72% | 56.1% |
| Win Week % | 43.68% | 49.15% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 75.0% |