| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 326.27% | 393.84% |
| Max Drawdown | -35.98% | -38.67% |
| Sharpe | 2.69 | 2.34 |
| Sortino | 5.83 | 4.4 |
| Payoff Ratio | 1.56 | 1.29 |
| Profit Factor | 1.96 | 1.49 |
| Common Sense Ratio | 3.07 | 2.26 |
| CPC Index | 1.65 | 1.04 |
| Tail Ratio | 1.57 | 1.52 |
| Outlier Win Ratio | 11.71 | 4.93 |
| Outlier Loss Ratio | 4.55 | 3.09 |
| Volatility (ann.) | 73.57% | 102.32% |
| R^2 | 0.64 | 0.64 |
| Calmar | 12.8 | 14.68 |
| Skew | 2.42 | 1.59 |
| Kurtosis | 12.19 | 8.01 |
| Expected Daily % | 0.47% | 0.52% |
| Expected Monthly % | 14.09% | 15.63% |
| Expected Yearly % | 106.46% | 122.22% |
| Kelly Criterion | 24.82% | 19.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -8.15% |
| Expected Shortfall (cVaR) | -5.79% | -8.15% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 392.57 | 1.30 | + |
| 2025 | 22.53 | -13.46 | -0.60 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| MTD | -8.29% | 18.78% |
| 3M | -17.88% | 2.51% |
| 6M | 248.01% | 333.21% |
| YTD | -13.46% | 22.53% |
| 1Y | 326.27% | 393.84% |
| 3Y (ann.) | 460.59% | 567.76% |
| 5Y (ann.) | 460.59% | 567.76% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Max Drawdown | -35.98% | -38.67% |
| Longest DD Days | 106.0 | 60.0 |
| Avg. Drawdown | -8.82% | -14.25% |
| Avg. Drawdown Days | 26.0 | 26.0 |
| Recovery Factor | 9.07 | 10.18 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-03-19 | -35.98 | 106 |
| 2024-07-31 | 2024-11-12 | -17.14 | 104 |
| 2024-06-18 | 2024-07-13 | -11.69 | 25 |
| 2024-07-18 | 2024-07-30 | -9.02 | 12 |
| 2024-11-17 | 2024-11-21 | -5.97 | 4 |
| 2024-11-23 | 2024-11-28 | -5.20 | 5 |
| 2024-11-13 | 2024-11-14 | -2.07 | 1 |
| 2024-07-14 | 2024-07-15 | -1.05 | 1 |
| 2024-06-13 | 2024-06-15 | -0.04 | 2 |
| 2024-06-16 | 2024-06-17 | -0.03 | 1 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Best Day | 25.58% | 34.17% |
| Worst Day | -12.45% | -18.84% |
| Best Week | 65.15% | 65.15% |
| Worst Week | -10.26% | -21.01% |
| Best Month | 233.98% | 283.75% |
| Worst Month | -8.29% | -29.34% |
| Best Year | 392.57% | 303.04% |
| Worst Year | -13.46% | 22.53% |
| Avg. Up Day | 3.31% | 4.49% |
| Avg. Down Day | -2.13% | -3.48% |
| Avg. Up Week | 15.69% | 19.1% |
| Avg. Down Week | -2.21% | -7.91% |
| Avg. Up Month | 96.83% | 107.11% |
| Avg. Down Month | -3.99% | -15.82% |
| Win Days % | 54.21% | 54.4% |
| Win Month % | 37.5% | 63.64% |
| Win Week % | 48.39% | 52.17% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 100.0% |