| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 4.11% | 339.14% |
| Max Drawdown | -15.59% | -47.41% |
| Sharpe | 0.13 | 0.93 |
| Sortino | 0.27 | 1.53 |
| Payoff Ratio | 1.45 | 1.3 |
| Profit Factor | 1.11 | 1.18 |
| Common Sense Ratio | 0.0 | 1.45 |
| CPC Index | 0.63 | 0.8 |
| Tail Ratio | 0.0 | 1.23 |
| Outlier Win Ratio | 78.43 | 2.76 |
| Outlier Loss Ratio | 4.99 | 2.87 |
| Volatility (ann.) | 14.12% | 49.5% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 6.2 |
| Skew | 17.81 | 1.79 |
| Kurtosis | 593.22 | 18.42 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.31% | 12.05% |
| Expected Yearly % | 2.03% | 109.56% |
| Kelly Criterion | -2.21% | 15.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.14% |
| Expected Shortfall (cVaR) | -1.21% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 16.57 | 0.05 | - |
| 2025 | 6.16 | -10.69 | -1.74 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 2.39% | 0.76% |
| 3M | -9.01% | 0.49% |
| 6M | 6.69% | 50.03% |
| YTD | -10.69% | 6.16% |
| 1Y | 4.43% | 322.07% |
| 3Y (ann.) | 3.8% | 293.82% |
| 5Y (ann.) | 3.8% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -15.59% | -47.41% |
| Longest DD Days | 165.0 | 133.0 |
| Avg. Drawdown | -4.01% | -10.05% |
| Avg. Drawdown Days | 36.0 | 15.0 |
| Recovery Factor | 0.26 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-05-30 | -15.59 | 165 |
| 2024-07-22 | 2024-12-10 | -11.16 | 141 |
| 2024-05-29 | 2024-07-12 | -4.12 | 44 |
| 2024-05-14 | 2024-05-20 | -3.80 | 6 |
| 2024-07-20 | 2024-07-21 | -2.51 | 1 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2024-12-13 | 2024-12-14 | -0.38 | 0 |
| 2024-12-12 | 2024-12-13 | -0.37 | 0 |
| 2024-05-14 | 2024-05-14 | -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% | 26.33% |
| Worst Day | -7.03% | -13.65% |
| Best Week | 18.4% | 65.15% |
| Worst Week | -10.18% | -21.01% |
| Best Month | 19.47% | 283.75% |
| Worst Month | -10.18% | -29.34% |
| Best Year | 16.57% | 313.65% |
| Worst Year | -10.69% | 6.16% |
| Avg. Up Day | 1.48% | 1.71% |
| Avg. Down Day | -1.02% | -1.32% |
| Avg. Up Week | 1.89% | 17.99% |
| Avg. Down Week | -3.32% | -3.95% |
| Avg. Up Month | 6.39% | 10.3% |
| Avg. Down Month | -4.08% | -12.28% |
| Win Days % | 39.46% | 52.01% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.67% | 51.72% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |