| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 148.4% | 348.17% |
| Max Drawdown | -35.03% | -46.97% |
| Sharpe | 1.4 | 1.51 |
| Sortino | 3.09 | 2.59 |
| Payoff Ratio | 1.49 | 1.5 |
| Profit Factor | 1.63 | 1.29 |
| Common Sense Ratio | 2.35 | 1.89 |
| CPC Index | 1.26 | 0.98 |
| Tail Ratio | 1.44 | 1.46 |
| Outlier Win Ratio | 21.07 | 3.78 |
| Outlier Loss Ratio | 4.62 | 3.63 |
| Volatility (ann.) | 50.2% | 90.0% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.28 | 3.48 |
| Skew | 5.79 | 1.28 |
| Kurtosis | 65.86 | 9.32 |
| Expected Daily % | 0.16% | 0.27% |
| Expected Monthly % | 4.91% | 8.21% |
| Expected Yearly % | 57.61% | 111.7% |
| Kelly Criterion | 18.92% | 17.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.13% | -7.38% |
| Expected Shortfall (cVaR) | -4.13% | -7.38% |
| Year | 13193331:XRPUSD | 13193331:xrpusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.62 | 234.79 | 0.78 | - |
| 2025 | 11.59 | -25.80 | -2.23 | - |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| MTD | 0.0% | -9.32% |
| 3M | 8.37% | -27.26% |
| 6M | -9.06% | -4.75% |
| YTD | -25.8% | 11.59% |
| 1Y | 107.7% | 129.27% |
| 3Y (ann.) | 80.0% | 163.54% |
| 5Y (ann.) | 80.0% | 163.54% |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Max Drawdown | -35.03% | -46.97% |
| Longest DD Days | 296.0 | 181.0 |
| Avg. Drawdown | -7.94% | -16.13% |
| Avg. Drawdown Days | 66.0 | 38.0 |
| Recovery Factor | 4.24 | 7.41 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-17 | -35.03 | 296 |
| 2024-08-01 | 2024-11-22 | -9.55 | 113 |
| 2024-05-28 | 2024-07-13 | -7.44 | 46 |
| 2024-07-26 | 2024-07-31 | -2.17 | 5 |
| 2024-12-01 | 2024-12-02 | -1.17 | 1 |
| 2024-11-27 | 2024-11-28 | -0.18 | 1 |
| 2024-07-24 | 2024-07-25 | -0.05 | 1 |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331: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 | -17.28% | -34.44% |
| Best Year | 234.79% | 301.62% |
| Worst Year | -25.8% | 11.59% |
| Avg. Up Day | 3.35% | 3.76% |
| Avg. Down Day | -2.25% | -2.51% |
| Avg. Up Week | 8.53% | 13.28% |
| Avg. Down Week | -5.77% | -7.2% |
| Avg. Up Month | 21.17% | 42.16% |
| Avg. Down Month | -8.57% | -14.11% |
| Win Days % | 51.43% | 50.44% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 60.87% | 50.6% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |