| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 41.76% | 339.14% |
| Max Drawdown | -20.85% | -47.41% |
| Sharpe | 0.51 | 0.93 |
| Sortino | 0.95 | 1.53 |
| Payoff Ratio | 1.43 | 1.35 |
| Profit Factor | 1.31 | 1.18 |
| Common Sense Ratio | 1.43 | 1.45 |
| CPC Index | 0.85 | 0.83 |
| Tail Ratio | 1.09 | 1.23 |
| Outlier Win Ratio | 41.88 | 3.22 |
| Outlier Loss Ratio | 4.36 | 3.12 |
| Volatility (ann.) | 19.13% | 49.5% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.83 | 6.2 |
| Skew | 7.9 | 1.79 |
| Kurtosis | 215.29 | 18.42 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 2.72% | 12.05% |
| Expected Yearly % | 19.06% | 109.56% |
| Kelly Criterion | 6.68% | 16.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.14% |
| Expected Shortfall (cVaR) | -1.62% | -4.14% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 55.67 | 0.18 | - |
| 2025 | 6.16 | -8.93 | -1.45 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | 0.78% | 0.76% |
| 3M | -13.02% | 0.49% |
| 6M | -5.97% | 50.03% |
| YTD | -8.93% | 6.16% |
| 1Y | 41.74% | 322.07% |
| 3Y (ann.) | 38.16% | 293.82% |
| 5Y (ann.) | 38.16% | 293.82% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -20.85% | -47.41% |
| Longest DD Days | 167.0 | 133.0 |
| Avg. Drawdown | -5.31% | -10.05% |
| Avg. Drawdown Days | 27.0 | 15.0 |
| Recovery Factor | 2.0 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-30 | -20.85 | 167 |
| 2024-11-22 | 2024-12-10 | -14.15 | 18 |
| 2024-07-22 | 2024-09-21 | -9.59 | 60 |
| 2024-05-29 | 2024-07-12 | -7.15 | 44 |
| 2024-09-21 | 2024-11-21 | -5.81 | 61 |
| 2024-05-14 | 2024-05-20 | -3.90 | 6 |
| 2024-07-21 | 2024-07-21 | -2.22 | 0 |
| 2024-12-11 | 2024-12-11 | -1.84 | 0 |
| 2024-12-12 | 2024-12-13 | -1.64 | 1 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Best Day | 22.85% | 26.33% |
| Worst Day | -12.99% | -13.65% |
| Best Week | 33.41% | 65.15% |
| Worst Week | -13.06% | -21.01% |
| Best Month | 30.11% | 283.75% |
| Worst Month | -13.06% | -29.34% |
| Best Year | 55.67% | 313.65% |
| Worst Year | -8.93% | 6.16% |
| Avg. Up Day | 1.69% | 1.71% |
| Avg. Down Day | -1.18% | -1.27% |
| Avg. Up Week | 7.86% | 16.28% |
| Avg. Down Week | -4.11% | -4.06% |
| Avg. Up Month | 9.74% | 62.67% |
| Avg. Down Month | -6.38% | -6.59% |
| Win Days % | 45.06% | 52.01% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 42.31% | 51.72% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |