| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 85.01% | 348.17% |
| Max Drawdown | -44.75% | -46.97% |
| Sharpe | 1.04 | 1.51 |
| Sortino | 2.33 | 2.59 |
| Payoff Ratio | 1.69 | 1.57 |
| Profit Factor | 1.5 | 1.29 |
| Common Sense Ratio | 1.98 | 1.89 |
| CPC Index | 1.16 | 1.02 |
| Tail Ratio | 1.32 | 1.46 |
| Outlier Win Ratio | 24.47 | 3.66 |
| Outlier Loss Ratio | 4.97 | 3.55 |
| Volatility (ann.) | 48.31% | 90.0% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.09 | 3.48 |
| Skew | 6.51 | 1.28 |
| Kurtosis | 77.5 | 9.32 |
| Expected Daily % | 0.11% | 0.27% |
| Expected Monthly % | 3.29% | 8.21% |
| Expected Yearly % | 36.02% | 111.7% |
| Kelly Criterion | 13.78% | 18.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -7.38% |
| Expected Shortfall (cVaR) | -4.02% | -7.38% |
| Year | 13150349:XRPUSD | 13150349:xrpusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 219.99 | 0.73 | - |
| 2025 | 11.59 | -42.18 | -3.64 | - |
| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| MTD | -2.6% | -9.32% |
| 3M | -4.08% | -27.26% |
| 6M | -22.34% | -4.75% |
| YTD | -42.18% | 11.59% |
| 1Y | 51.99% | 129.27% |
| 3Y (ann.) | 48.8% | 163.54% |
| 5Y (ann.) | 48.8% | 163.54% |
| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| Max Drawdown | -44.75% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -6.81% | -16.13% |
| Avg. Drawdown Days | 49.0 | 38.0 |
| Recovery Factor | 1.9 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -44.75 | 296 |
| 2024-05-29 | 2024-07-13 | -7.57 | 45 |
| 2024-10-08 | 2024-11-22 | -3.31 | 45 |
| 2024-07-26 | 2024-09-10 | -2.07 | 46 |
| 2024-09-11 | 2024-09-13 | -1.53 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-27 | 2024-05-28 | -0.65 | 1 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| Best Day | 32.39% | 32.39% |
| Worst Day | -13.22% | -20.82% |
| Best Week | 67.31% | 73.93% |
| Worst Week | -17.34% | -23.82% |
| Best Month | 88.95% | 261.52% |
| Worst Month | -17.86% | -34.44% |
| Best Year | 219.99% | 301.62% |
| Worst Year | -42.18% | 11.59% |
| Avg. Up Day | 3.4% | 3.94% |
| Avg. Down Day | -2.02% | -2.51% |
| Avg. Up Week | 8.92% | 14.46% |
| Avg. Down Week | -6.48% | -8.15% |
| Avg. Up Month | 23.75% | 47.47% |
| Avg. Down Month | -6.4% | -14.63% |
| Win Days % | 45.86% | 50.44% |
| Win Month % | 38.89% | 57.89% |
| Win Week % | 54.76% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |