| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 276.91% | 264.24% |
| Max Drawdown | -40.33% | -66.45% |
| Sharpe | 0.46 | 0.4 |
| Sortino | 1.02 | 0.66 |
| Payoff Ratio | 1.41 | 1.36 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.31 | 1.09 |
| CPC Index | 0.75 | 0.73 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 25.19 | 3.58 |
| Outlier Loss Ratio | 4.57 | 3.31 |
| Volatility (ann.) | 24.49% | 43.4% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.03 | 0.61 |
| Skew | 19.39 | 4.02 |
| Kurtosis | 796.39 | 90.19 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.86% | 2.79% |
| Expected Yearly % | 39.34% | 38.15% |
| Kelly Criterion | 3.38% | 13.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -3.69% |
| Expected Shortfall (cVaR) | -2.08% | -3.69% |
| Year | 13113841:XRPUSD | 13113841:xrpusd:triple_med_gx:lsma35_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.11 | 2.67 | -0.06 | + |
| 2023 | 81.26 | 96.92 | 1.19 | + |
| 2024 | 237.91 | 156.35 | 0.66 | - |
| 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.) | 56.51% | 81.65% |
| 5Y (ann.) | 41.65% | 40.38% |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Max Drawdown | -40.33% | -66.45% |
| Longest DD Days | 334.0 | 1011.0 |
| Avg. Drawdown | -6.54% | -18.51% |
| Avg. Drawdown Days | 34.0 | 106.0 |
| Recovery Factor | 6.87 | 3.98 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -40.33 | 334 |
| 2023-07-20 | 2024-03-18 | -26.89 | 241 |
| 2024-12-02 | 2024-12-17 | -24.66 | 15 |
| 2022-04-19 | 2022-11-22 | -23.83 | 217 |
| 2022-02-17 | 2022-04-15 | -14.55 | 57 |
| 2024-11-23 | 2024-11-28 | -13.34 | 5 |
| 2023-01-23 | 2023-03-21 | -12.40 | 56 |
| 2024-03-19 | 2024-04-20 | -11.13 | 32 |
| 2024-07-31 | 2024-11-21 | -11.06 | 113 |
| 2023-06-22 | 2023-07-13 | -7.66 | 21 |
| Metric | 13113841:xrpusd:triple_med_gx:lsma35_100 | 13113841:XRPUSD |
|---|---|---|
| Best Day | 57.98% | 58.27% |
| Worst Day | -12.99% | -13.84% |
| Best Week | 57.73% | 65.15% |
| Worst Week | -12.73% | -29.86% |
| Best Month | 73.57% | 283.75% |
| Worst Month | -15.75% | -29.34% |
| Best Year | 156.35% | 237.91% |
| Worst Year | -27.27% | -45.11% |
| Avg. Up Day | 1.51% | 1.54% |
| Avg. Down Day | -1.07% | -1.14% |
| Avg. Up Week | 7.0% | 10.07% |
| Avg. Down Week | -3.32% | -6.07% |
| Avg. Up Month | 13.34% | 31.45% |
| Avg. Down Month | -5.37% | -13.81% |
| Win Days % | 43.41% | 50.29% |
| Win Month % | 57.45% | 51.06% |
| Win Week % | 47.89% | 47.78% |
| Win Quarter % | 68.75% | 68.75% |
| Win Year % | 75.0% | 75.0% |