| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.16% | 339.14% |
| Max Drawdown | -33.51% | -47.41% |
| Sharpe | 0.38 | 0.93 |
| Sortino | 0.61 | 1.53 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 1.19 | 1.18 |
| Common Sense Ratio | 1.37 | 1.45 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.15 | 1.23 |
| Outlier Win Ratio | 39.39 | 3.48 |
| Outlier Loss Ratio | 3.97 | 3.34 |
| Volatility (ann.) | 19.61% | 49.5% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.74 | 6.2 |
| Skew | 4.11 | 1.79 |
| Kurtosis | 113.83 | 18.42 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 1.87% | 12.05% |
| Expected Yearly % | 12.77% | 109.56% |
| Kelly Criterion | 3.39% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -4.14% |
| Expected Shortfall (cVaR) | -1.67% | -4.14% |
| Year | 13155209:XRPUSD | 13155209:xrpusd:triple_med_gx:lsma290_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 61.32 | 0.20 | - |
| 2025 | 6.16 | -21.17 | -3.44 | - |
| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| MTD | -1.05% | 0.76% |
| 3M | 7.45% | 0.49% |
| 6M | -5.25% | 50.03% |
| YTD | -21.17% | 6.16% |
| 1Y | 27.16% | 322.07% |
| 3Y (ann.) | 24.93% | 293.82% |
| 5Y (ann.) | 24.93% | 293.82% |
| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| Max Drawdown | -33.51% | -47.41% |
| Longest DD Days | 177.0 | 133.0 |
| Avg. Drawdown | -5.11% | -10.05% |
| Avg. Drawdown Days | 19.0 | 15.0 |
| Recovery Factor | 0.81 | 7.15 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-30 | -33.51 | 177 |
| 2024-06-08 | 2024-07-22 | -8.91 | 44 |
| 2024-10-15 | 2024-11-27 | -8.47 | 43 |
| 2024-07-24 | 2024-08-06 | -5.33 | 12 |
| 2024-09-15 | 2024-09-21 | -4.25 | 6 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-10-11 | 2024-10-14 | -2.77 | 3 |
| 2024-12-03 | 2024-12-04 | -2.52 | 0 |
| 2024-08-06 | 2024-08-07 | -2.37 | 1 |
| 2024-11-27 | 2024-11-28 | -1.50 | 1 |
| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| Best Day | 19.19% | 26.33% |
| Worst Day | -11.02% | -13.65% |
| Best Week | 24.07% | 65.15% |
| Worst Week | -24.09% | -21.01% |
| Best Month | 31.35% | 283.75% |
| Worst Month | -24.49% | -29.34% |
| Best Year | 61.32% | 313.65% |
| Worst Year | -21.17% | 6.16% |
| Avg. Up Day | 1.58% | 1.6% |
| Avg. Down Day | -1.37% | -1.58% |
| Avg. Up Week | 5.46% | 6.19% |
| Avg. Down Week | -5.28% | -7.0% |
| Avg. Up Month | 12.12% | 81.91% |
| Avg. Down Month | -16.33% | -18.71% |
| Win Days % | 48.3% | 52.01% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 60.87% | 51.72% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |