| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 51.32% | 340.93% |
| Max Drawdown | -18.59% | -46.97% |
| Sharpe | 1.13 | 1.87 |
| Sortino | 2.6 | 3.34 |
| Payoff Ratio | 1.65 | 1.43 |
| Profit Factor | 1.5 | 1.38 |
| Common Sense Ratio | 1.4 | 2.15 |
| CPC Index | 1.14 | 0.99 |
| Tail Ratio | 0.93 | 1.56 |
| Outlier Win Ratio | 32.86 | 4.08 |
| Outlier Loss Ratio | 5.64 | 3.48 |
| Volatility (ann.) | 40.78% | 97.91% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.52 | 6.29 |
| Skew | 6.11 | 1.38 |
| Kurtosis | 67.0 | 8.81 |
| Expected Daily % | 0.1% | 0.38% |
| Expected Monthly % | 3.24% | 12.09% |
| Expected Yearly % | 23.01% | 109.98% |
| Kelly Criterion | 13.29% | 15.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -7.93% |
| Expected Shortfall (cVaR) | -3.39% | -7.93% |
| Year | 13108174:XRPUSD | 13108174:xrpusd:triple_med_gx:lsma35_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 50.52 | 0.17 | - |
| 2025 | 9.79 | 0.53 | 0.05 | - |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| MTD | -1.83% | -1.48% |
| 3M | -8.03% | -2.64% |
| 6M | 11.34% | 62.49% |
| YTD | 0.53% | 9.79% |
| 1Y | 49.92% | 318.58% |
| 3Y (ann.) | 46.78% | 295.31% |
| 5Y (ann.) | 46.78% | 295.31% |
| Metric | 13108174:xrpusd:triple_med_gx:lsma35_95 | 13108174:XRPUSD |
|---|---|---|
| Max Drawdown | -18.59% | -46.97% |
| Longest DD Days | 121.0 | 132.0 |
| Avg. Drawdown | -7.55% | -14.43% |
| Avg. Drawdown Days | 45.0 | 28.0 |
| Recovery Factor | 2.76 | 7.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-15 | 2025-02-15 | -18.59 | 62 |
| 2025-02-17 | 2025-05-30 | -14.22 | 102 |
| 2024-11-24 | 2024-12-12 | -10.75 | 18 |
| 2024-07-24 | 2024-11-22 | -5.92 | 121 |
| 2024-05-30 | 2024-07-13 | -5.25 | 44 |
| 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 | -6.52% | -23.82% |
| Best Month | 21.48% | 261.52% |
| Worst Month | -3.9% | -34.44% |
| Best Year | 50.52% | 301.62% |
| Worst Year | 0.53% | 9.79% |
| Avg. Up Day | 3.15% | 3.09% |
| Avg. Down Day | -1.91% | -2.17% |
| Avg. Up Week | 6.21% | 11.96% |
| Avg. Down Week | -3.09% | -4.8% |
| Avg. Up Month | 12.75% | 79.99% |
| Avg. Down Month | -2.81% | -7.49% |
| Win Days % | 46.02% | 50.25% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.33% | 53.45% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |