| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 254.81% | 223.21% |
| Max Drawdown | -43.65% | -65.92% |
| Sharpe | 0.56 | 0.39 |
| Sortino | 0.99 | 0.63 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.75 | 0.68 |
| Tail Ratio | 1.15 | 1.01 |
| Outlier Win Ratio | 28.06 | 3.52 |
| Outlier Loss Ratio | 4.28 | 3.31 |
| Volatility (ann.) | 17.8% | 43.07% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.93 | 0.56 |
| Skew | 4.93 | 4.19 |
| Kurtosis | 91.16 | 94.93 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.79% | 2.58% |
| Expected Yearly % | 37.25% | 34.08% |
| Kelly Criterion | 5.52% | 10.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.66% |
| Expected Shortfall (cVaR) | -1.5% | -3.66% |
| Year | 13150136:XRPUSD | 13150136:xrpusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.29 | 9.29 | -0.18 | + |
| 2023 | 81.26 | 38.07 | 0.47 | - |
| 2024 | 237.91 | 303.01 | 1.27 | + |
| 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.) | 52.45% | 81.65% |
| 5Y (ann.) | 40.44% | 36.97% |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Max Drawdown | -43.65% | -65.92% |
| Longest DD Days | 296.0 | 963.0 |
| Avg. Drawdown | -4.5% | -13.22% |
| Avg. Drawdown Days | 25.0 | 67.0 |
| Recovery Factor | 5.84 | 3.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -43.65 | 296 |
| 2022-03-02 | 2022-11-24 | -32.92 | 267 |
| 2023-07-20 | 2023-11-18 | -22.87 | 121 |
| 2024-04-23 | 2024-07-22 | -11.58 | 89 |
| 2023-11-20 | 2024-03-11 | -10.82 | 112 |
| 2024-03-19 | 2024-04-20 | -8.88 | 32 |
| 2024-10-07 | 2024-11-21 | -6.68 | 45 |
| 2023-04-01 | 2023-05-17 | -6.47 | 46 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-07-24 | 2024-09-12 | -5.33 | 50 |
| Metric | 13150136:xrpusd:triple_med_gx:lsma25_115 | 13150136:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.9% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -16.38% | -29.86% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -17.21% | -29.34% |
| Best Year | 303.01% | 237.91% |
| Worst Year | -41.65% | -51.29% |
| Avg. Up Day | 1.42% | 1.44% |
| Avg. Down Day | -1.08% | -1.14% |
| Avg. Up Week | 7.66% | 10.81% |
| Avg. Down Week | -4.49% | -6.79% |
| Avg. Up Month | 15.23% | 30.98% |
| Avg. Down Month | -6.21% | -14.56% |
| Win Days % | 46.33% | 50.24% |
| Win Month % | 53.33% | 52.17% |
| Win Week % | 52.48% | 47.74% |
| Win Quarter % | 68.75% | 68.75% |
| Win Year % | 75.0% | 75.0% |