| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 239.32% | 174.06% |
| Max Drawdown | -38.93% | -65.92% |
| Sharpe | 0.54 | 0.36 |
| Sortino | 0.92 | 0.59 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 26.61 | 3.53 |
| Outlier Loss Ratio | 4.38 | 3.35 |
| Volatility (ann.) | 18.32% | 43.22% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.99 | 0.47 |
| Skew | 4.39 | 4.11 |
| Kurtosis | 83.15 | 93.38 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.69% | 2.22% |
| Expected Yearly % | 35.72% | 28.67% |
| Kelly Criterion | 4.95% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.68% |
| Expected Shortfall (cVaR) | -1.55% | -3.68% |
| Year | 13169804:XRPUSD | 13169804:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.70 | -5.38 | 0.09 | + |
| 2023 | 81.26 | 36.69 | 0.45 | - |
| 2024 | 237.91 | 290.85 | 1.22 | + |
| 2025 | 8.34 | -32.87 | -3.94 | - |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | -11.93% | -27.5% |
| 6M | -21.2% | -4.31% |
| YTD | -32.87% | 8.34% |
| 1Y | 73.08% | 100.91% |
| 3Y (ann.) | 55.96% | 81.65% |
| 5Y (ann.) | 38.61% | 30.92% |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Max Drawdown | -38.93% | -65.92% |
| Longest DD Days | 331.0 | 963.0 |
| Avg. Drawdown | -5.49% | -18.45% |
| Avg. Drawdown Days | 32.0 | 97.0 |
| Recovery Factor | 6.15 | 2.64 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -38.93 | 296 |
| 2022-02-23 | 2023-01-20 | -32.35 | 331 |
| 2023-07-20 | 2023-11-06 | -18.64 | 109 |
| 2023-06-05 | 2023-07-20 | -10.93 | 44 |
| 2024-04-23 | 2024-07-22 | -10.63 | 89 |
| 2024-03-19 | 2024-04-22 | -9.19 | 34 |
| 2023-11-19 | 2024-01-10 | -8.05 | 52 |
| 2023-04-01 | 2023-05-29 | -6.87 | 58 |
| 2024-07-24 | 2024-09-09 | -6.77 | 47 |
| 2024-01-15 | 2024-02-27 | -6.03 | 43 |
| Metric | 13169804:xrpusd:triple_med_gx:lsma25_125 | 13169804:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -9.14% | -13.84% |
| Best Week | 45.26% | 65.15% |
| Worst Week | -16.38% | -29.86% |
| Best Month | 92.31% | 283.75% |
| Worst Month | -18.02% | -29.34% |
| Best Year | 290.85% | 237.91% |
| Worst Year | -32.87% | -58.7% |
| Avg. Up Day | 1.38% | 1.4% |
| Avg. Down Day | -1.07% | -1.14% |
| Avg. Up Week | 7.09% | 10.77% |
| Avg. Down Week | -4.52% | -6.4% |
| Avg. Up Month | 14.95% | 32.17% |
| Avg. Down Month | -6.12% | -13.66% |
| Win Days % | 46.53% | 50.2% |
| Win Month % | 54.55% | 50.0% |
| Win Week % | 54.13% | 47.24% |
| Win Quarter % | 56.25% | 62.5% |
| Win Year % | 50.0% | 75.0% |