| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 148.4% | 348.17% |
| Max Drawdown | -36.6% | -47.41% |
| Sharpe | 0.84 | 0.76 |
| Sortino | 1.5 | 1.21 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.33 | 1.14 |
| Common Sense Ratio | 1.6 | 1.29 |
| CPC Index | 0.83 | 0.71 |
| Tail Ratio | 1.2 | 1.13 |
| Outlier Win Ratio | 25.17 | 3.54 |
| Outlier Loss Ratio | 4.32 | 3.36 |
| Volatility (ann.) | 19.81% | 45.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.19 | 3.45 |
| Skew | 4.84 | 1.66 |
| Kurtosis | 81.83 | 19.67 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 4.91% | 8.21% |
| Expected Yearly % | 57.61% | 111.7% |
| Kelly Criterion | 10.13% | 11.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -3.79% |
| Expected Shortfall (cVaR) | -1.66% | -3.79% |
| Year | 13193331:XRPUSD | 13193331:xrpusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.65 | 234.79 | 0.75 | - |
| 2025 | 8.34 | -25.80 | -3.09 | - |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| MTD | 0.0% | -10.18% |
| 3M | 8.37% | -27.5% |
| 6M | -8.9% | -4.31% |
| YTD | -25.8% | 8.34% |
| 1Y | 107.7% | 100.91% |
| 3Y (ann.) | 80.0% | 163.54% |
| 5Y (ann.) | 80.0% | 163.54% |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Max Drawdown | -36.6% | -47.41% |
| Longest DD Days | 345.0 | 182.0 |
| Avg. Drawdown | -4.76% | -11.25% |
| Avg. Drawdown Days | 30.0 | 22.0 |
| Recovery Factor | 4.05 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-17 | -36.60 | 345 |
| 2024-07-31 | 2024-11-21 | -10.55 | 113 |
| 2024-05-27 | 2024-07-13 | -8.93 | 46 |
| 2024-07-24 | 2024-07-31 | -6.77 | 6 |
| 2024-12-02 | 2024-12-02 | -5.98 | 0 |
| 2024-12-01 | 2024-12-01 | -4.76 | 0 |
| 2024-07-22 | 2024-07-24 | -4.20 | 1 |
| 2024-05-01 | 2024-05-01 | -1.82 | 0 |
| 2024-11-27 | 2024-11-28 | -1.50 | 1 |
| 2024-07-22 | 2024-07-22 | -1.17 | 0 |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Best Day | 19.05% | 26.33% |
| Worst Day | -7.9% | -13.65% |
| Best Week | 54.81% | 65.15% |
| Worst Week | -16.38% | -21.92% |
| Best Month | 96.06% | 283.75% |
| Worst Month | -15.41% | -29.34% |
| Best Year | 234.79% | 313.65% |
| Worst Year | -25.8% | 8.34% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.15% | -1.17% |
| Avg. Up Week | 9.32% | 13.4% |
| Avg. Down Week | -4.88% | -5.74% |
| Avg. Up Month | 26.07% | 48.51% |
| Avg. Down Month | -6.7% | -11.08% |
| Win Days % | 50.52% | 51.51% |
| Win Month % | 55.56% | 52.63% |
| Win Week % | 56.52% | 48.19% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 50.0% | 100.0% |