| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607:XRPUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 119.35% | 348.17% |
| Max Drawdown | -39.44% | -46.97% |
| Sharpe | 1.26 | 1.51 |
| Sortino | 2.77 | 2.59 |
| Payoff Ratio | 1.51 | 1.41 |
| Profit Factor | 1.59 | 1.29 |
| Common Sense Ratio | 2.07 | 1.89 |
| CPC Index | 1.21 | 0.92 |
| Tail Ratio | 1.3 | 1.46 |
| Outlier Win Ratio | 22.18 | 3.63 |
| Outlier Loss Ratio | 4.75 | 3.6 |
| Volatility (ann.) | 48.6% | 90.0% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.68 | 3.48 |
| Skew | 6.24 | 1.28 |
| Kurtosis | 74.82 | 9.32 |
| Expected Daily % | 0.14% | 0.27% |
| Expected Monthly % | 4.22% | 8.21% |
| Expected Yearly % | 48.1% | 111.7% |
| Kelly Criterion | 17.81% | 15.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -7.38% |
| Expected Shortfall (cVaR) | -4.02% | -7.38% |
| Year | 13170607:XRPUSD | 13170607:xrpusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 248.52 | 0.82 | - |
| 2025 | 11.59 | -37.06 | -3.20 | - |
| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607:XRPUSD |
|---|---|---|
| MTD | -3.27% | -9.32% |
| 3M | -7.84% | -27.26% |
| 6M | -19.38% | -4.75% |
| YTD | -37.06% | 11.59% |
| 1Y | 65.44% | 129.27% |
| 3Y (ann.) | 66.1% | 163.54% |
| 5Y (ann.) | 66.1% | 163.54% |
| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607:XRPUSD |
|---|---|---|
| Max Drawdown | -39.44% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -4.97% | -16.13% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 3.03 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -39.44 | 296 |
| 2024-05-29 | 2024-07-13 | -5.99 | 45 |
| 2024-10-08 | 2024-11-22 | -2.37 | 45 |
| 2024-07-30 | 2024-07-31 | -1.95 | 1 |
| 2024-09-11 | 2024-09-13 | -1.53 | 2 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-05 | 2024-05-28 | -0.35 | 23 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-08-10 | 2024-08-11 | -0.18 | 1 |
| Metric | 13170607:xrpusd:triple_med_gx:lsma25_125 | 13170607: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 | 248.52% | 301.62% |
| Worst Year | -37.06% | 11.59% |
| Avg. Up Day | 3.23% | 3.78% |
| Avg. Down Day | -2.14% | -2.69% |
| Avg. Up Week | 8.98% | 14.11% |
| Avg. Down Week | -6.37% | -7.16% |
| Avg. Up Month | 21.05% | 42.13% |
| Avg. Down Month | -7.11% | -13.73% |
| Win Days % | 50.6% | 50.44% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 59.09% | 50.6% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |