| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 67.22% | 348.17% |
| Max Drawdown | -47.63% | -46.97% |
| Sharpe | 0.91 | 1.51 |
| Sortino | 1.92 | 2.59 |
| Payoff Ratio | 1.51 | 1.44 |
| Profit Factor | 1.41 | 1.29 |
| Common Sense Ratio | 1.66 | 1.89 |
| CPC Index | 1.0 | 0.94 |
| Tail Ratio | 1.18 | 1.46 |
| Outlier Win Ratio | 23.89 | 3.54 |
| Outlier Loss Ratio | 4.71 | 3.6 |
| Volatility (ann.) | 48.1% | 90.0% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.83 | 3.48 |
| Skew | 6.38 | 1.28 |
| Kurtosis | 78.55 | 9.32 |
| Expected Daily % | 0.09% | 0.27% |
| Expected Monthly % | 2.74% | 8.21% |
| Expected Yearly % | 29.31% | 111.7% |
| Kelly Criterion | 12.08% | 16.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -7.38% |
| Expected Shortfall (cVaR) | -4.02% | -7.38% |
| Year | 13160314:XRPUSD | 13160314:xrpusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 215.19 | 0.71 | - |
| 2025 | 11.59 | -46.95 | -4.05 | - |
| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| MTD | -4.32% | -9.32% |
| 3M | -8.98% | -27.26% |
| 6M | -30.65% | -4.75% |
| YTD | -46.95% | 11.59% |
| 1Y | 39.46% | 129.27% |
| 3Y (ann.) | 39.39% | 163.54% |
| 5Y (ann.) | 39.39% | 163.54% |
| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314:XRPUSD |
|---|---|---|
| Max Drawdown | -47.63% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -6.84% | -16.13% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 1.41 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -47.63 | 296 |
| 2024-05-29 | 2024-07-12 | -5.99 | 44 |
| 2024-10-08 | 2024-11-22 | -3.28 | 45 |
| 2024-07-30 | 2024-09-13 | -1.58 | 45 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-27 | 2024-05-28 | -0.22 | 1 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13160314:xrpusd:triple_med_gx:lsma25_120 | 13160314: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 | 215.19% | 301.62% |
| Worst Year | -46.95% | 11.59% |
| Avg. Up Day | 3.27% | 3.93% |
| Avg. Down Day | -2.17% | -2.72% |
| Avg. Up Week | 9.65% | 15.43% |
| Avg. Down Week | -5.61% | -7.01% |
| Avg. Up Month | 22.8% | 47.47% |
| Avg. Down Month | -7.29% | -14.63% |
| Win Days % | 47.17% | 50.44% |
| Win Month % | 38.89% | 57.89% |
| Win Week % | 50.0% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |