| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 301.4% | 223.21% |
| Max Drawdown | -43.03% | -65.92% |
| Sharpe | 0.59 | 0.39 |
| Sortino | 1.02 | 0.63 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.5 | 1.08 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 24.86 | 3.54 |
| Outlier Loss Ratio | 4.22 | 3.37 |
| Volatility (ann.) | 18.56% | 43.07% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.05 | 0.56 |
| Skew | 4.29 | 4.19 |
| Kurtosis | 77.86 | 94.93 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.07% | 2.58% |
| Expected Yearly % | 41.55% | 34.08% |
| Kelly Criterion | 5.83% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.66% |
| Expected Shortfall (cVaR) | -1.57% | -3.66% |
| Year | 13192813:XRPUSD | 13192813:xrpusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.29 | -8.32 | 0.16 | + |
| 2023 | 81.26 | 29.72 | 0.37 | - |
| 2024 | 237.91 | 344.49 | 1.45 | + |
| 2025 | 8.34 | -24.07 | -2.88 | - |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | -2.79% | -27.5% |
| 6M | -8.88% | -4.31% |
| YTD | -24.07% | 8.34% |
| 1Y | 112.17% | 100.91% |
| 3Y (ann.) | 67.23% | 81.65% |
| 5Y (ann.) | 45.17% | 36.97% |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Max Drawdown | -43.03% | -65.92% |
| Longest DD Days | 390.0 | 963.0 |
| Avg. Drawdown | -5.0% | -13.22% |
| Avg. Drawdown Days | 31.0 | 67.0 |
| Recovery Factor | 7.0 | 3.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-27 | -43.03 | 390 |
| 2024-12-07 | 2025-11-17 | -34.55 | 345 |
| 2023-07-20 | 2023-11-19 | -23.90 | 122 |
| 2024-04-23 | 2024-07-22 | -10.63 | 89 |
| 2024-03-19 | 2024-04-18 | -8.88 | 30 |
| 2023-06-05 | 2023-07-19 | -7.10 | 43 |
| 2024-07-31 | 2024-09-18 | -6.69 | 49 |
| 2023-04-01 | 2023-05-17 | -6.47 | 46 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2023-11-20 | 2024-01-10 | -5.62 | 51 |
| Metric | 13192813:xrpusd:triple_med_gx:lsma25_135 | 13192813:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 58.27% |
| Worst Day | -7.9% | -13.84% |
| Best Week | 54.81% | 65.15% |
| Worst Week | -16.38% | -29.86% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -21.54% | -29.34% |
| Best Year | 344.49% | 237.91% |
| Worst Year | -24.07% | -51.29% |
| Avg. Up Day | 1.37% | 1.38% |
| Avg. Down Day | -1.1% | -1.16% |
| Avg. Up Week | 7.23% | 9.73% |
| Avg. Down Week | -4.33% | -6.46% |
| Avg. Up Month | 15.87% | 28.42% |
| Avg. Down Month | -6.72% | -14.75% |
| Win Days % | 47.89% | 50.24% |
| Win Month % | 55.56% | 52.17% |
| Win Week % | 55.45% | 47.74% |
| Win Quarter % | 56.25% | 68.75% |
| Win Year % | 50.0% | 75.0% |