| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 188.21% | 196.35% |
| Max Drawdown | -45.94% | -65.92% |
| Sharpe | 0.48 | 0.37 |
| Sortino | 0.84 | 0.61 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 27.44 | 3.49 |
| Outlier Loss Ratio | 4.29 | 3.32 |
| Volatility (ann.) | 17.96% | 43.02% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.72 | 0.51 |
| Skew | 4.77 | 4.2 |
| Kurtosis | 88.81 | 95.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.33% | 2.39% |
| Expected Yearly % | 30.3% | 31.2% |
| Kelly Criterion | 4.23% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.66% |
| Expected Shortfall (cVaR) | -1.52% | -3.66% |
| Year | 13150349:XRPUSD | 13150349:xrpusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.34 | 14.03 | -0.25 | + |
| 2023 | 81.26 | 17.17 | 0.21 | - |
| 2024 | 237.91 | 273.10 | 1.15 | + |
| 2025 | 8.34 | -42.18 | -5.06 | - |
| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| MTD | -2.6% | -10.18% |
| 3M | -4.08% | -27.5% |
| 6M | -22.2% | -4.31% |
| YTD | -42.18% | 8.34% |
| 1Y | 51.99% | 100.91% |
| 3Y (ann.) | 40.56% | 81.65% |
| 5Y (ann.) | 32.86% | 33.85% |
| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349:XRPUSD |
|---|---|---|
| Max Drawdown | -45.94% | -65.92% |
| Longest DD Days | 296.0 | 963.0 |
| Avg. Drawdown | -5.03% | -13.81% |
| Avg. Drawdown Days | 26.0 | 71.0 |
| Recovery Factor | 4.1 | 2.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -45.94 | 296 |
| 2022-03-02 | 2022-11-20 | -33.33 | 263 |
| 2023-07-20 | 2024-03-11 | -25.40 | 235 |
| 2023-01-24 | 2023-04-02 | -14.93 | 68 |
| 2024-04-23 | 2024-07-13 | -13.45 | 80 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2024-03-19 | 2024-04-22 | -9.21 | 34 |
| 2024-07-24 | 2024-09-12 | -6.77 | 50 |
| 2024-10-07 | 2024-11-21 | -6.25 | 45 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| Metric | 13150349:xrpusd:triple_med_gx:lsma25_115 | 13150349: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 | -16.44% | -29.34% |
| Best Year | 273.1% | 237.91% |
| Worst Year | -42.18% | -55.34% |
| Avg. Up Day | 1.39% | 1.41% |
| Avg. Down Day | -1.08% | -1.15% |
| Avg. Up Week | 6.91% | 10.63% |
| Avg. Down Week | -4.36% | -6.34% |
| Avg. Up Month | 15.23% | 31.11% |
| Avg. Down Month | -6.1% | -14.81% |
| Win Days % | 46.1% | 50.23% |
| Win Month % | 48.89% | 52.17% |
| Win Week % | 50.48% | 47.47% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 75.0% | 75.0% |