| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 304.38% | 197.7% |
| Max Drawdown | -36.6% | -65.92% |
| Sharpe | 0.6 | 0.38 |
| Sortino | 1.02 | 0.61 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.45 | 1.07 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 24.58 | 3.52 |
| Outlier Loss Ratio | 4.22 | 3.37 |
| Volatility (ann.) | 18.57% | 43.03% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.25 | 0.52 |
| Skew | 4.3 | 4.2 |
| Kurtosis | 77.94 | 95.42 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.08% | 2.4% |
| Expected Yearly % | 41.81% | 31.35% |
| Kelly Criterion | 6.2% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -3.66% |
| Expected Shortfall (cVaR) | -1.57% | -3.66% |
| Year | 13193331:XRPUSD | 13193331:xrpusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.70 | -0.16 | + |
| 2023 | 81.26 | 23.42 | 0.29 | - |
| 2024 | 237.91 | 306.26 | 1.29 | + |
| 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.) | 58.87% | 81.65% |
| 5Y (ann.) | 45.58% | 34.07% |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331:XRPUSD |
|---|---|---|
| Max Drawdown | -36.6% | -65.92% |
| Longest DD Days | 345.0 | 963.0 |
| Avg. Drawdown | -4.58% | -13.79% |
| Avg. Drawdown Days | 26.0 | 71.0 |
| Recovery Factor | 8.32 | 3.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-17 | -36.60 | 345 |
| 2022-03-02 | 2022-11-24 | -36.03 | 267 |
| 2023-07-20 | 2023-11-06 | -19.11 | 109 |
| 2024-04-23 | 2024-07-13 | -12.78 | 81 |
| 2024-07-31 | 2024-11-21 | -10.55 | 113 |
| 2023-01-22 | 2023-04-02 | -10.48 | 69 |
| 2022-11-26 | 2022-12-26 | -7.96 | 30 |
| 2024-01-03 | 2024-03-11 | -7.77 | 68 |
| 2024-03-19 | 2024-04-20 | -7.17 | 32 |
| 2023-06-05 | 2023-07-19 | -7.10 | 43 |
| Metric | 13193331:xrpusd:triple_med_gx:lsma25_135 | 13193331: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 | -17.77% | -29.34% |
| Best Year | 306.26% | 237.91% |
| Worst Year | -25.8% | -55.14% |
| Avg. Up Day | 1.36% | 1.37% |
| Avg. Down Day | -1.1% | -1.16% |
| Avg. Up Week | 7.01% | 10.02% |
| Avg. Down Week | -3.73% | -5.71% |
| Avg. Up Month | 14.03% | 26.32% |
| Avg. Down Month | -5.75% | -15.24% |
| Win Days % | 48.18% | 50.26% |
| Win Month % | 57.78% | 52.17% |
| Win Week % | 52.21% | 47.47% |
| Win Quarter % | 50.0% | 68.75% |
| Win Year % | 75.0% | 75.0% |