| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 20.47% | 340.93% |
| Max Drawdown | -16.55% | -46.97% |
| Sharpe | 0.81 | 1.87 |
| Sortino | 1.63 | 3.34 |
| Payoff Ratio | 1.76 | 1.89 |
| Profit Factor | 1.43 | 1.38 |
| Common Sense Ratio | 1.36 | 2.15 |
| CPC Index | 1.02 | 1.32 |
| Tail Ratio | 0.96 | 1.56 |
| Outlier Win Ratio | 60.8 | 3.48 |
| Outlier Loss Ratio | 6.38 | 3.19 |
| Volatility (ann.) | 24.92% | 97.91% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.14 | 6.29 |
| Skew | 4.59 | 1.38 |
| Kurtosis | 45.99 | 8.81 |
| Expected Daily % | 0.05% | 0.38% |
| Expected Monthly % | 1.44% | 12.09% |
| Expected Yearly % | 9.76% | 109.98% |
| Kelly Criterion | 7.25% | 23.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.09% | -7.93% |
| Expected Shortfall (cVaR) | -2.09% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 27.47 | 0.09 | - |
| 2025 | 9.79 | -5.49 | -0.56 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.06% | -1.48% |
| 3M | -6.44% | -2.64% |
| 6M | 7.45% | 62.49% |
| YTD | -5.49% | 9.79% |
| 1Y | 19.36% | 318.58% |
| 3Y (ann.) | 18.83% | 295.31% |
| 5Y (ann.) | 18.83% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -16.55% | -46.97% |
| Longest DD Days | 166.0 | 132.0 |
| Avg. Drawdown | -5.21% | -14.43% |
| Avg. Drawdown Days | 54.0 | 28.0 |
| Recovery Factor | 1.24 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-05-30 | -16.55 | 166 |
| 2024-05-30 | 2024-07-13 | -5.72 | 44 |
| 2024-08-11 | 2024-11-22 | -4.62 | 103 |
| 2024-05-14 | 2024-05-21 | -3.11 | 7 |
| 2024-07-21 | 2024-07-23 | -1.10 | 2 |
| 2024-12-13 | 2024-12-14 | -0.14 | 1 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 12.47% | 32.39% |
| Worst Day | -6.07% | -20.82% |
| Best Week | 16.78% | 73.93% |
| Worst Week | -6.32% | -23.82% |
| Best Month | 13.69% | 261.52% |
| Worst Month | -6.32% | -34.44% |
| Best Year | 27.47% | 301.62% |
| Worst Year | -5.49% | 9.79% |
| Avg. Up Day | 2.92% | 3.82% |
| Avg. Down Day | -1.66% | -2.02% |
| Avg. Up Week | 2.78% | 14.18% |
| Avg. Down Week | -2.66% | -4.25% |
| Avg. Up Month | 6.71% | 74.59% |
| Avg. Down Month | -2.3% | -18.47% |
| Win Days % | 40.91% | 50.25% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 44.0% | 53.45% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |