| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 80.77% | 348.17% |
| Max Drawdown | -43.65% | -47.41% |
| Sharpe | 0.6 | 0.76 |
| Sortino | 1.08 | 1.21 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.26 | 1.14 |
| Common Sense Ratio | 1.45 | 1.29 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | 1.15 | 1.13 |
| Outlier Win Ratio | 29.8 | 3.4 |
| Outlier Loss Ratio | 4.28 | 3.35 |
| Volatility (ann.) | 18.6% | 45.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.07 | 3.45 |
| Skew | 5.56 | 1.66 |
| Kurtosis | 103.61 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.17% | 8.21% |
| Expected Yearly % | 34.45% | 111.7% |
| Kelly Criterion | 7.39% | 10.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.79% |
| Expected Shortfall (cVaR) | -1.57% | -3.79% |
| Year | 13150136:XRPUSD | 13150136:xrpusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 209.84 | 0.67 | - |
| 2025 | 8.34 | -41.65 | -4.99 | - |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| MTD | -4.32% | -10.18% |
| 3M | -4.98% | -27.5% |
| 6M | -20.19% | -4.31% |
| YTD | -41.65% | 8.34% |
| 1Y | 53.37% | 100.91% |
| 3Y (ann.) | 46.59% | 163.54% |
| 5Y (ann.) | 46.59% | 163.54% |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Max Drawdown | -43.65% | -47.41% |
| Longest DD Days | 296.0 | 182.0 |
| Avg. Drawdown | -4.96% | -11.25% |
| Avg. Drawdown Days | 26.0 | 22.0 |
| Recovery Factor | 1.85 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -43.65 | 296 |
| 2024-05-27 | 2024-07-12 | -6.80 | 45 |
| 2024-10-07 | 2024-11-21 | -6.68 | 45 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-07-24 | 2024-09-12 | -5.33 | 50 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-05-01 | 2024-05-01 | -1.82 | 0 |
| 2024-11-27 | 2024-11-28 | -1.50 | 1 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -7.9% | -13.65% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -16.38% | -21.92% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -16.01% | -29.34% |
| Best Year | 209.84% | 313.65% |
| Worst Year | -41.65% | 8.34% |
| Avg. Up Day | 1.4% | 1.42% |
| Avg. Down Day | -1.16% | -1.19% |
| Avg. Up Week | 10.48% | 15.29% |
| Avg. Down Week | -6.19% | -6.69% |
| Avg. Up Month | 23.56% | 48.51% |
| Avg. Down Month | -5.52% | -10.96% |
| Win Days % | 49.29% | 51.51% |
| Win Month % | 38.89% | 52.63% |
| Win Week % | 52.63% | 48.19% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |