| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 56.26% | 348.17% |
| Max Drawdown | -40.33% | -47.41% |
| Sharpe | 0.43 | 0.76 |
| Sortino | 0.74 | 1.21 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.17 | 1.14 |
| Common Sense Ratio | 1.18 | 1.29 |
| CPC Index | 0.66 | 0.72 |
| Tail Ratio | 1.01 | 1.13 |
| Outlier Win Ratio | 25.95 | 3.78 |
| Outlier Loss Ratio | 4.39 | 3.45 |
| Volatility (ann.) | 22.82% | 45.08% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.83 | 3.45 |
| Skew | 5.09 | 1.66 |
| Kurtosis | 105.08 | 19.67 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 2.38% | 8.21% |
| Expected Yearly % | 25.0% | 111.7% |
| Kelly Criterion | 1.84% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -3.79% |
| Expected Shortfall (cVaR) | -1.94% | -3.79% |
| Year | 13113841:XRPUSD | 13113841:xrpusd:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 114.86 | 0.37 | - |
| 2025 | 8.34 | -27.27 | -3.27 | - |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| MTD | -3.43% | -10.18% |
| 3M | -7.82% | -27.5% |
| 6M | -26.72% | -4.31% |
| YTD | -27.27% | 8.34% |
| 1Y | 46.12% | 100.91% |
| 3Y (ann.) | 33.42% | 163.54% |
| 5Y (ann.) | 33.42% | 163.54% |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Max Drawdown | -40.33% | -47.41% |
| Longest DD Days | 334.0 | 182.0 |
| Avg. Drawdown | -9.68% | -11.25% |
| Avg. Drawdown Days | 45.0 | 22.0 |
| Recovery Factor | 1.39 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -40.33 | 334 |
| 2024-12-02 | 2024-12-17 | -24.66 | 15 |
| 2024-11-23 | 2024-11-28 | -13.34 | 5 |
| 2024-07-31 | 2024-11-21 | -11.06 | 113 |
| 2024-05-19 | 2024-07-22 | -6.39 | 64 |
| 2024-07-24 | 2024-07-31 | -6.11 | 6 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-07-22 | 2024-07-24 | -3.96 | 1 |
| 2024-05-01 | 2024-05-01 | -1.82 | 0 |
| 2024-05-12 | 2024-05-13 | -1.74 | 0 |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Best Day | 22.63% | 26.33% |
| Worst Day | -12.99% | -13.65% |
| Best Week | 31.31% | 65.15% |
| Worst Week | -12.73% | -21.92% |
| Best Month | 73.57% | 283.75% |
| Worst Month | -14.47% | -29.34% |
| Best Year | 114.86% | 313.65% |
| Worst Year | -27.27% | 8.34% |
| Avg. Up Day | 1.53% | 1.55% |
| Avg. Down Day | -1.22% | -1.27% |
| Avg. Up Week | 7.9% | 13.88% |
| Avg. Down Week | -3.54% | -5.31% |
| Avg. Up Month | 16.08% | 48.55% |
| Avg. Down Month | -5.04% | -7.94% |
| Win Days % | 45.5% | 51.51% |
| Win Month % | 47.37% | 52.63% |
| Win Week % | 44.83% | 48.19% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |