| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 45.51% | 340.93% |
| Max Drawdown | -24.5% | -46.97% |
| Sharpe | 1.08 | 1.87 |
| Sortino | 2.78 | 3.34 |
| Payoff Ratio | 2.0 | 1.81 |
| Profit Factor | 1.6 | 1.38 |
| Common Sense Ratio | 1.39 | 2.15 |
| CPC Index | 1.36 | 1.26 |
| Tail Ratio | 0.87 | 1.56 |
| Outlier Win Ratio | 40.86 | 3.93 |
| Outlier Loss Ratio | 5.9 | 3.34 |
| Volatility (ann.) | 38.1% | 97.91% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.7 | 6.29 |
| Skew | 7.42 | 1.38 |
| Kurtosis | 87.62 | 8.81 |
| Expected Daily % | 0.09% | 0.38% |
| Expected Monthly % | 2.93% | 12.09% |
| Expected Yearly % | 20.63% | 109.98% |
| Kelly Criterion | 13.83% | 22.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.17% | -7.93% |
| Expected Shortfall (cVaR) | -3.17% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 71.38 | 0.24 | - |
| 2025 | 9.79 | -15.10 | -1.54 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.36% | -1.48% |
| 3M | -13.94% | -2.64% |
| 6M | -5.97% | 62.49% |
| YTD | -15.1% | 9.79% |
| 1Y | 44.16% | 318.58% |
| 3Y (ann.) | 41.54% | 295.31% |
| 5Y (ann.) | 41.54% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -24.5% | -46.97% |
| Longest DD Days | 166.0 | 132.0 |
| Avg. Drawdown | -7.12% | -14.43% |
| Avg. Drawdown Days | 57.0 | 28.0 |
| Recovery Factor | 1.86 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-05-30 | -24.50 | 166 |
| 2024-05-30 | 2024-07-13 | -6.93 | 44 |
| 2024-07-24 | 2024-11-22 | -5.65 | 121 |
| 2024-05-14 | 2024-05-21 | -3.11 | 7 |
| 2024-12-13 | 2024-12-14 | -1.44 | 1 |
| 2024-07-21 | 2024-07-23 | -1.10 | 2 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 26.66% | 32.39% |
| Worst Day | -5.9% | -20.82% |
| Best Week | 26.72% | 73.93% |
| Worst Week | -10.39% | -23.82% |
| Best Month | 36.12% | 261.52% |
| Worst Month | -10.39% | -34.44% |
| Best Year | 71.38% | 301.62% |
| Worst Year | -15.1% | 9.79% |
| Avg. Up Day | 3.7% | 3.56% |
| Avg. Down Day | -1.85% | -1.96% |
| Avg. Up Week | 6.92% | 14.42% |
| Avg. Down Week | -3.15% | -4.25% |
| Avg. Up Month | 16.44% | 79.99% |
| Avg. Down Month | -1.94% | -18.47% |
| Win Days % | 42.53% | 50.25% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.74% | 53.45% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |