| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 83.68% | 266.92% |
| Max Drawdown | -28.5% | -66.45% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.69 | 0.71 |
| Payoff Ratio | 1.39 | 1.34 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 1.09 | 1.11 |
| CPC Index | 0.71 | 0.73 |
| Tail Ratio | 0.92 | 1.03 |
| Outlier Win Ratio | 42.13 | 3.31 |
| Outlier Loss Ratio | 4.81 | 3.17 |
| Volatility (ann.) | 15.49% | 44.77% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.7 | 0.72 |
| Skew | 8.73 | 4.2 |
| Kurtosis | 217.07 | 90.83 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.49% | 3.22% |
| Expected Yearly % | 16.42% | 38.4% |
| Kelly Criterion | 1.89% | 13.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.8% |
| Expected Shortfall (cVaR) | -1.32% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -12.38 | 0.28 | + |
| 2023 | 81.26 | 10.97 | 0.14 | - |
| 2024 | 237.91 | 122.50 | 0.51 | - |
| 2025 | 6.16 | -15.10 | -2.45 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.36% | 0.76% |
| 3M | -13.94% | 0.49% |
| 6M | -5.97% | 50.03% |
| YTD | -15.1% | 6.16% |
| 1Y | 45.96% | 322.07% |
| 3Y (ann.) | 26.08% | 78.25% |
| 5Y (ann.) | 20.04% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -28.5% | -66.45% |
| Longest DD Days | 420.0 | 1011.0 |
| Avg. Drawdown | -5.53% | -14.33% |
| Avg. Drawdown Days | 47.0 | 86.0 |
| Recovery Factor | 2.94 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-02 | 2023-03-29 | -28.50 | 420 |
| 2023-07-20 | 2024-04-20 | -27.91 | 274 |
| 2024-12-14 | 2025-05-30 | -24.94 | 167 |
| 2023-03-29 | 2023-06-13 | -9.62 | 75 |
| 2024-07-22 | 2024-11-21 | -9.61 | 122 |
| 2024-12-10 | 2024-12-10 | -7.19 | 0 |
| 2024-05-29 | 2024-07-13 | -6.93 | 44 |
| 2024-05-14 | 2024-05-20 | -3.80 | 6 |
| 2024-07-20 | 2024-07-21 | -2.51 | 1 |
| 2023-07-11 | 2023-07-20 | -2.47 | 9 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 58.27% |
| Worst Day | -7.4% | -13.84% |
| Best Week | 33.11% | 65.15% |
| Worst Week | -10.39% | -29.86% |
| Best Month | 36.12% | 283.75% |
| Worst Month | -11.54% | -29.34% |
| Best Year | 122.5% | 237.91% |
| Worst Year | -15.1% | -43.57% |
| Avg. Up Day | 1.39% | 1.5% |
| Avg. Down Day | -1.0% | -1.12% |
| Avg. Up Week | 5.62% | 12.23% |
| Avg. Down Week | -3.08% | -4.91% |
| Avg. Up Month | 9.32% | 33.13% |
| Avg. Down Month | -3.92% | -17.36% |
| Win Days % | 42.87% | 50.26% |
| Win Month % | 51.28% | 56.1% |
| Win Week % | 45.56% | 49.15% |
| Win Quarter % | 50.0% | 71.43% |
| Win Year % | 50.0% | 75.0% |