| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 148.84% | 187.91% |
| Max Drawdown | -33.51% | -65.92% |
| Sharpe | 0.53 | 0.4 |
| Sortino | 0.9 | 0.65 |
| Payoff Ratio | 1.31 | 1.19 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.49 | 1.1 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 40.18 | 3.47 |
| Outlier Loss Ratio | 4.0 | 3.2 |
| Volatility (ann.) | 15.71% | 44.36% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.98 | 0.59 |
| Skew | 5.2 | 4.43 |
| Kurtosis | 146.03 | 97.43 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 2.75% |
| Expected Yearly % | 25.6% | 30.26% |
| Kelly Criterion | 6.67% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -3.77% |
| Expected Shortfall (cVaR) | -1.33% | -3.77% |
| Year | 13155209:XRPUSD | 13155209:xrpusd:triple_med_gx:lsma290_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.72 | -8.48 | 0.15 | + |
| 2023 | 81.26 | 80.84 | 0.99 | - |
| 2024 | 237.91 | 90.75 | 0.38 | - |
| 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.) | 39.86% | 78.25% |
| 5Y (ann.) | 32.8% | 38.97% |
| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| Max Drawdown | -33.51% | -65.92% |
| Longest DD Days | 281.0 | 963.0 |
| Avg. Drawdown | -4.02% | -11.4% |
| Avg. Drawdown Days | 27.0 | 64.0 |
| Recovery Factor | 4.44 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-05-30 | -33.51 | 177 |
| 2022-04-17 | 2023-01-23 | -15.88 | 281 |
| 2024-04-23 | 2024-08-07 | -14.19 | 106 |
| 2023-11-09 | 2024-03-11 | -10.35 | 123 |
| 2024-03-19 | 2024-04-22 | -10.27 | 34 |
| 2024-10-15 | 2024-11-27 | -8.47 | 43 |
| 2023-10-08 | 2023-10-23 | -6.11 | 15 |
| 2023-06-22 | 2023-09-29 | -5.63 | 99 |
| 2023-04-02 | 2023-05-27 | -5.37 | 54 |
| 2024-09-15 | 2024-09-21 | -4.25 | 6 |
| Metric | 13155209:xrpusd:triple_med_gx:lsma290_120 | 13155209:XRPUSD |
|---|---|---|
| Best Day | 19.19% | 58.27% |
| Worst Day | -11.02% | -13.84% |
| Best Week | 24.07% | 65.15% |
| Worst Week | -24.09% | -29.86% |
| Best Month | 31.35% | 283.75% |
| Worst Month | -24.49% | -29.34% |
| Best Year | 90.75% | 237.91% |
| Worst Year | -21.17% | -55.72% |
| Avg. Up Day | 1.48% | 1.49% |
| Avg. Down Day | -1.13% | -1.25% |
| Avg. Up Week | 5.49% | 6.51% |
| Avg. Down Week | -3.67% | -5.93% |
| Avg. Up Month | 10.37% | 39.93% |
| Avg. Down Month | -5.38% | -17.72% |
| Win Days % | 47.07% | 50.25% |
| Win Month % | 61.76% | 53.85% |
| Win Week % | 60.94% | 49.12% |
| Win Quarter % | 61.54% | 71.43% |
| Win Year % | 50.0% | 75.0% |