| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 9.29% | 266.92% |
| Max Drawdown | -28.71% | -66.45% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.23 | 0.71 |
| Payoff Ratio | 1.42 | 1.33 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.0 | 1.11 |
| CPC Index | 0.59 | 0.72 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 91.57 | 2.82 |
| Outlier Loss Ratio | 5.28 | 2.76 |
| Volatility (ann.) | 10.89% | 44.77% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.09 | 0.72 |
| Skew | 19.17 | 4.2 |
| Kurtosis | 744.72 | 90.83 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.22% | 3.22% |
| Expected Yearly % | 2.24% | 38.4% |
| Kelly Criterion | -5.01% | 12.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.8% |
| Expected Shortfall (cVaR) | -0.93% | -3.8% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -43.57 | -18.46 | 0.42 | + |
| 2023 | 81.26 | 6.29 | 0.08 | - |
| 2024 | 237.91 | 34.19 | 0.14 | - |
| 2025 | 6.16 | -6.02 | -0.98 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 1.98% | 0.76% |
| 3M | -3.58% | 0.49% |
| 6M | 6.99% | 50.03% |
| YTD | -6.02% | 6.16% |
| 1Y | 0.77% | 322.07% |
| 3Y (ann.) | 4.71% | 78.25% |
| 5Y (ann.) | 2.7% | 47.78% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -28.71% | -66.45% |
| Longest DD Days | 793.0 | 1011.0 |
| Avg. Drawdown | -7.7% | -14.33% |
| Avg. Drawdown Days | 148.0 | 86.0 |
| Recovery Factor | 0.32 | 4.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-04-19 | -28.71 | 793 |
| 2024-05-29 | 2024-12-10 | -13.82 | 195 |
| 2024-12-13 | 2025-05-30 | -12.65 | 167 |
| 2024-04-19 | 2024-05-20 | -4.07 | 31 |
| 2024-12-11 | 2024-12-13 | -1.84 | 2 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2022-02-15 | 2022-02-15 | -0.18 | 0 |
| 2024-05-28 | 2024-05-29 | -0.18 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 58.27% |
| Worst Day | -7.03% | -13.84% |
| Best Week | 19.96% | 65.15% |
| Worst Week | -8.28% | -29.86% |
| Best Month | 22.93% | 283.75% |
| Worst Month | -6.85% | -29.34% |
| Best Year | 34.19% | 237.91% |
| Worst Year | -18.46% | -43.57% |
| Avg. Up Day | 1.24% | 1.48% |
| Avg. Down Day | -0.87% | -1.11% |
| Avg. Up Week | 3.01% | 8.42% |
| Avg. Down Week | -2.17% | -5.17% |
| Avg. Up Month | 5.84% | 11.59% |
| Avg. Down Month | -2.78% | -16.34% |
| Win Days % | 38.32% | 50.26% |
| Win Month % | 41.03% | 56.1% |
| Win Week % | 43.9% | 49.15% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 75.0% |