| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 60.32% | 348.17% |
| Max Drawdown | -27.33% | -47.41% |
| Sharpe | 0.54 | 0.76 |
| Sortino | 0.86 | 1.21 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.21 | 1.14 |
| Common Sense Ratio | 1.54 | 1.29 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.27 | 1.13 |
| Outlier Win Ratio | 32.38 | 3.49 |
| Outlier Loss Ratio | 4.65 | 3.34 |
| Volatility (ann.) | 16.6% | 45.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.3 | 3.45 |
| Skew | 1.9 | 1.66 |
| Kurtosis | 46.1 | 19.67 |
| Expected Daily % | 0.02% | 0.07% |
| Expected Monthly % | 2.52% | 8.21% |
| Expected Yearly % | 26.62% | 111.7% |
| Kelly Criterion | 3.8% | 6.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -3.79% |
| Expected Shortfall (cVaR) | -1.4% | -3.79% |
| Year | 13190082:XRPUSD | 13190082:xrpusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 95.25 | 0.30 | - |
| 2025 | 8.34 | -17.89 | -2.14 | - |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | -5.47% | -27.5% |
| 6M | -16.94% | -4.31% |
| YTD | -17.89% | 8.34% |
| 1Y | 32.13% | 100.91% |
| 3Y (ann.) | 35.65% | 163.54% |
| 5Y (ann.) | 35.65% | 163.54% |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Max Drawdown | -27.33% | -47.41% |
| Longest DD Days | 351.0 | 182.0 |
| Avg. Drawdown | -6.92% | -11.25% |
| Avg. Drawdown Days | 58.0 | 22.0 |
| Recovery Factor | 2.21 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-11-17 | -27.33 | 351 |
| 2024-11-23 | 2024-11-29 | -13.81 | 5 |
| 2024-07-24 | 2024-11-21 | -10.84 | 120 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-05-29 | 2024-07-12 | -2.91 | 43 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| 2024-11-22 | 2024-11-22 | -0.97 | 0 |
| 2024-07-12 | 2024-07-12 | -0.83 | 0 |
| 2024-07-21 | 2024-07-21 | -0.18 | 0 |
| Metric | 13190082:xrpusd:triple_med_gx:lsma35_135 | 13190082:XRPUSD |
|---|---|---|
| Best Day | 12.42% | 26.33% |
| Worst Day | -8.12% | -13.65% |
| Best Week | 31.31% | 65.15% |
| Worst Week | -13.02% | -21.92% |
| Best Month | 73.86% | 283.75% |
| Worst Month | -10.38% | -29.34% |
| Best Year | 95.25% | 313.65% |
| Worst Year | -17.89% | 8.34% |
| Avg. Up Day | 1.3% | 1.32% |
| Avg. Down Day | -1.11% | -1.23% |
| Avg. Up Week | 6.41% | 14.16% |
| Avg. Down Week | -4.26% | -6.51% |
| Avg. Up Month | 20.06% | 65.63% |
| Avg. Down Month | -5.05% | -11.84% |
| Win Days % | 48.13% | 51.51% |
| Win Month % | 44.44% | 52.63% |
| Win Week % | 58.14% | 48.19% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |