| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 196.87% | 195.6% |
| Max Drawdown | -29.69% | -65.92% |
| Sharpe | 0.54 | 0.37 |
| Sortino | 0.96 | 0.61 |
| Payoff Ratio | 1.28 | 1.24 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 33.83 | 3.4 |
| Outlier Loss Ratio | 4.26 | 3.22 |
| Volatility (ann.) | 15.84% | 43.02% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.15 | 0.51 |
| Skew | 6.01 | 4.2 |
| Kurtosis | 127.67 | 95.58 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 2.38% |
| Expected Yearly % | 31.26% | 31.12% |
| Kelly Criterion | 6.58% | 10.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.66% |
| Expected Shortfall (cVaR) | -1.34% | -3.66% |
| Year | 13171240:XRPUSD | 13171240:xrpusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.45 | 36.60 | -0.66 | + |
| 2023 | 81.26 | 11.37 | 0.14 | - |
| 2024 | 237.91 | 140.04 | 0.59 | - |
| 2025 | 8.34 | -18.70 | -2.24 | - |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | 5.13% | -27.5% |
| 6M | -16.48% | -4.31% |
| YTD | -18.7% | 8.34% |
| 1Y | 62.71% | 100.91% |
| 3Y (ann.) | 31.23% | 81.65% |
| 5Y (ann.) | 34.0% | 33.85% |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Max Drawdown | -29.69% | -65.92% |
| Longest DD Days | 207.0 | 963.0 |
| Avg. Drawdown | -5.74% | -14.28% |
| Avg. Drawdown Days | 31.0 | 74.0 |
| Recovery Factor | 6.63 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-23 | 2025-11-17 | -29.69 | 207 |
| 2023-06-22 | 2023-11-18 | -18.88 | 149 |
| 2022-06-26 | 2022-07-30 | -16.63 | 34 |
| 2025-01-26 | 2025-03-19 | -13.49 | 52 |
| 2022-03-02 | 2022-06-24 | -13.26 | 114 |
| 2024-03-18 | 2024-07-24 | -11.52 | 128 |
| 2022-11-20 | 2022-11-24 | -10.71 | 4 |
| 2022-09-30 | 2022-10-05 | -10.55 | 4 |
| 2022-08-30 | 2022-09-29 | -8.48 | 30 |
| 2024-11-25 | 2024-11-27 | -8.20 | 2 |
| Metric | 13171240:xrpusd:triple_med_gx:lsma50_125 | 13171240:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -8.12% | -13.84% |
| Best Week | 51.14% | 65.15% |
| Worst Week | -14.14% | -29.86% |
| Best Month | 41.13% | 283.75% |
| Worst Month | -10.86% | -29.34% |
| Best Year | 140.04% | 237.91% |
| Worst Year | -18.7% | -55.45% |
| Avg. Up Day | 1.33% | 1.34% |
| Avg. Down Day | -1.04% | -1.09% |
| Avg. Up Week | 6.54% | 7.55% |
| Avg. Down Week | -4.47% | -6.51% |
| Avg. Up Month | 10.09% | 29.81% |
| Avg. Down Month | -3.82% | -16.69% |
| Win Days % | 47.57% | 50.27% |
| Win Month % | 58.14% | 52.17% |
| Win Week % | 57.83% | 47.47% |
| Win Quarter % | 62.5% | 68.75% |
| Win Year % | 75.0% | 75.0% |