| Metric | 13170327:xrpusd:triple_med_gx:lsma25_125 | 13170327:XRPUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 321.71% | 213.68% |
| Max Drawdown | -39.67% | -65.92% |
| Sharpe | 0.62 | 0.38 |
| Sortino | 1.07 | 0.62 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.75 | 0.66 |
| Tail Ratio | 1.2 | 1.01 |
| Outlier Win Ratio | 26.43 | 3.54 |
| Outlier Loss Ratio | 4.25 | 3.34 |
| Volatility (ann.) | 18.25% | 43.16% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.19 | 0.54 |
| Skew | 4.58 | 4.15 |
| Kurtosis | 83.43 | 94.11 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.18% | 2.52% |
| Expected Yearly % | 43.3% | 33.08% |
| Kelly Criterion | 6.8% | 9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.67% |
| Expected Shortfall (cVaR) | -1.54% | -3.67% |
| Year | 13170327:XRPUSD | 13170327:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -52.73 | -1.01 | 0.02 | + |
| 2023 | 81.26 | 33.02 | 0.41 | - |
| 2024 | 237.91 | 342.91 | 1.44 | + |
| 2025 | 8.34 | -27.69 | -3.32 | - |
| Metric | 13170327:xrpusd:triple_med_gx:lsma25_125 | 13170327:XRPUSD |
|---|---|---|
| MTD | -4.15% | -10.18% |
| 3M | -4.84% | -27.5% |
| 6M | -14.86% | -4.31% |
| YTD | -27.69% | 8.34% |
| 1Y | 90.09% | 100.91% |
| 3Y (ann.) | 67.11% | 81.65% |
| 5Y (ann.) | 47.06% | 35.85% |
| Metric | 13170327:xrpusd:triple_med_gx:lsma25_125 | 13170327:XRPUSD |
|---|---|---|
| Max Drawdown | -39.67% | -65.92% |
| Longest DD Days | 324.0 | 963.0 |
| Avg. Drawdown | -4.54% | -13.76% |
| Avg. Drawdown Days | 25.0 | 67.0 |
| Recovery Factor | 8.11 | 3.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-01-20 | -39.67 | 324 |
| 2025-01-24 | 2025-11-17 | -31.30 | 296 |
| 2023-07-20 | 2023-11-19 | -23.48 | 122 |
| 2024-04-23 | 2024-07-22 | -11.87 | 90 |
| 2024-03-19 | 2024-04-20 | -8.88 | 32 |
| 2023-06-05 | 2023-07-18 | -7.10 | 43 |
| 2023-11-20 | 2024-01-10 | -7.10 | 51 |
| 2024-07-24 | 2024-07-31 | -6.77 | 6 |
| 2023-04-01 | 2023-05-17 | -6.55 | 46 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| Metric | 13170327:xrpusd:triple_med_gx:lsma25_125 | 13170327: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 | -21.21% | -29.34% |
| Best Year | 342.91% | 237.91% |
| Worst Year | -27.69% | -52.73% |
| Avg. Up Day | 1.38% | 1.4% |
| Avg. Down Day | -1.08% | -1.15% |
| Avg. Up Week | 7.71% | 10.95% |
| Avg. Down Week | -4.44% | -6.96% |
| Avg. Up Month | 14.77% | 29.23% |
| Avg. Down Month | -6.47% | -14.12% |
| Win Days % | 47.8% | 50.25% |
| Win Month % | 58.7% | 52.17% |
| Win Week % | 54.21% | 47.74% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 50.0% | 75.0% |