| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 4.11% | 340.93% |
| Max Drawdown | -15.09% | -46.97% |
| Sharpe | 0.28 | 1.87 |
| Sortino | 0.46 | 3.34 |
| Payoff Ratio | 1.7 | 2.44 |
| Profit Factor | 1.15 | 1.38 |
| Common Sense Ratio | 0.14 | 2.15 |
| CPC Index | 0.71 | 1.7 |
| Tail Ratio | 0.12 | 1.56 |
| Outlier Win Ratio | 83.88 | 3.32 |
| Outlier Loss Ratio | 6.63 | 3.02 |
| Volatility (ann.) | 21.38% | 97.91% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.25 | 6.29 |
| Skew | 2.55 | 1.38 |
| Kurtosis | 59.53 | 8.81 |
| Expected Daily % | 0.01% | 0.38% |
| Expected Monthly % | 0.31% | 12.09% |
| Expected Yearly % | 2.03% | 109.98% |
| Kelly Criterion | -1.3% | 29.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -7.93% |
| Expected Shortfall (cVaR) | -1.82% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 16.57 | 0.05 | - |
| 2025 | 9.79 | -10.69 | -1.09 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 2.39% | -1.48% |
| 3M | -9.01% | -2.64% |
| 6M | 6.69% | 62.49% |
| YTD | -10.69% | 9.79% |
| 1Y | 3.15% | 318.58% |
| 3Y (ann.) | 3.8% | 295.31% |
| 5Y (ann.) | 3.8% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -15.09% | -46.97% |
| Longest DD Days | 165.0 | 132.0 |
| Avg. Drawdown | -5.46% | -14.43% |
| Avg. Drawdown Days | 72.0 | 28.0 |
| Recovery Factor | 0.27 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-30 | -15.09 | 165 |
| 2024-07-21 | 2024-12-11 | -4.91 | 143 |
| 2024-05-30 | 2024-07-13 | -4.06 | 44 |
| 2024-05-14 | 2024-05-21 | -3.11 | 7 |
| 2024-12-13 | 2024-12-14 | -0.14 | 1 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 11.91% | 32.39% |
| Worst Day | -9.94% | -20.82% |
| Best Week | 14.39% | 73.93% |
| Worst Week | -10.18% | -23.82% |
| Best Month | 19.47% | 261.52% |
| Worst Month | -10.18% | -34.44% |
| Best Year | 16.57% | 301.62% |
| Worst Year | -10.69% | 9.79% |
| Avg. Up Day | 2.65% | 4.49% |
| Avg. Down Day | -1.56% | -1.84% |
| Avg. Up Week | 1.68% | 16.6% |
| Avg. Down Week | -3.46% | -4.11% |
| Avg. Up Month | 7.72% | 15.64% |
| Avg. Down Month | -2.05% | -18.47% |
| Win Days % | 36.21% | 50.25% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 45.83% | 53.45% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |