| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 130.52% | 348.17% |
| Max Drawdown | -35.03% | -46.97% |
| Sharpe | 1.32 | 1.51 |
| Sortino | 2.89 | 2.59 |
| Payoff Ratio | 1.59 | 1.41 |
| Profit Factor | 1.6 | 1.29 |
| Common Sense Ratio | 2.32 | 1.89 |
| CPC Index | 1.26 | 0.92 |
| Tail Ratio | 1.45 | 1.46 |
| Outlier Win Ratio | 20.98 | 3.63 |
| Outlier Loss Ratio | 4.95 | 3.63 |
| Volatility (ann.) | 49.17% | 90.0% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.04 | 3.48 |
| Skew | 6.04 | 1.28 |
| Kurtosis | 71.29 | 9.32 |
| Expected Daily % | 0.15% | 0.27% |
| Expected Monthly % | 4.49% | 8.21% |
| Expected Yearly % | 51.83% | 111.7% |
| Kelly Criterion | 17.64% | 15.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -7.38% |
| Expected Shortfall (cVaR) | -4.06% | -7.38% |
| Year | 13181108:XRPUSD | 13181108:xrpusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 228.42 | 0.76 | - |
| 2025 | 11.59 | -29.81 | -2.57 | - |
| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| MTD | -1.55% | -9.32% |
| 3M | -2.03% | -27.26% |
| 6M | -12.49% | -4.75% |
| YTD | -29.81% | 11.59% |
| 1Y | 96.29% | 129.27% |
| 3Y (ann.) | 71.52% | 163.54% |
| 5Y (ann.) | 71.52% | 163.54% |
| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108:XRPUSD |
|---|---|---|
| Max Drawdown | -35.03% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -5.45% | -16.13% |
| Avg. Drawdown Days | 47.0 | 38.0 |
| Recovery Factor | 3.73 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -35.03 | 296 |
| 2024-05-29 | 2024-07-23 | -5.99 | 55 |
| 2024-08-01 | 2024-09-13 | -5.65 | 43 |
| 2024-10-08 | 2024-11-22 | -2.37 | 45 |
| 2024-07-30 | 2024-07-31 | -1.95 | 1 |
| 2024-07-27 | 2024-07-29 | -1.48 | 2 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-05-05 | 2024-05-28 | -0.63 | 23 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13181108:xrpusd:triple_med_gx:lsma25_130 | 13181108: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 | -17.99% | -34.44% |
| Best Year | 228.42% | 301.62% |
| Worst Year | -29.81% | 11.59% |
| Avg. Up Day | 3.27% | 3.68% |
| Avg. Down Day | -2.06% | -2.61% |
| Avg. Up Week | 9.28% | 13.13% |
| Avg. Down Week | -6.03% | -7.15% |
| Avg. Up Month | 17.69% | 38.25% |
| Avg. Down Month | -6.27% | -13.44% |
| Win Days % | 49.43% | 50.44% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 60.0% | 50.6% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |