| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 362.55% | 315.47% |
| Max Drawdown | -30.54% | -38.67% |
| Sharpe | 2.85 | 2.07 |
| Sortino | 6.95 | 3.84 |
| Payoff Ratio | 1.82 | 1.3 |
| Profit Factor | 2.15 | 1.42 |
| Common Sense Ratio | 4.49 | 1.91 |
| CPC Index | 2.07 | 0.99 |
| Tail Ratio | 2.09 | 1.35 |
| Outlier Win Ratio | 12.9 | 5.01 |
| Outlier Loss Ratio | 5.46 | 3.0 |
| Volatility (ann.) | 67.94% | 100.6% |
| R^2 | 0.59 | 0.59 |
| Calmar | 15.11 | 10.28 |
| Skew | 3.03 | 1.61 |
| Kurtosis | 15.34 | 8.28 |
| Expected Daily % | 0.47% | 0.44% |
| Expected Monthly % | 13.61% | 12.6% |
| Expected Yearly % | 115.07% | 103.83% |
| Kelly Criterion | 27.19% | 18.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.09% |
| Expected Shortfall (cVaR) | -5.32% | -8.09% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 421.36 | 1.39 | + |
| 2025 | 3.08 | -11.28 | -3.66 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | 0.0% | 2.6% |
| 3M | -11.28% | -10.72% |
| 6M | 275.36% | 310.46% |
| YTD | -11.28% | 3.08% |
| 1Y | 362.55% | 315.47% |
| 3Y (ann.) | 461.47% | 397.52% |
| 5Y (ann.) | 461.47% | 397.52% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -30.54% | -38.67% |
| Longest DD Days | 123.0 | 77.0 |
| Avg. Drawdown | -7.64% | -14.25% |
| Avg. Drawdown Days | 28.0 | 27.0 |
| Recovery Factor | 11.87 | 8.16 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-05 | -30.54 | 123 |
| 2024-07-31 | 2024-11-12 | -12.55 | 104 |
| 2024-06-18 | 2024-07-12 | -10.01 | 24 |
| 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 | -1.98 | 1 |
| 2024-07-14 | 2024-07-15 | -1.05 | 1 |
| 2024-06-16 | 2024-06-17 | -0.05 | 1 |
| 2024-06-13 | 2024-06-14 | -0.01 | 1 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Best Day | 25.58% | 34.17% |
| Worst Day | -9.02% | -18.84% |
| Best Week | 65.15% | 65.15% |
| Worst Week | -6.14% | -21.01% |
| Best Month | 232.92% | 283.75% |
| Worst Month | -7.5% | -29.34% |
| Best Year | 421.36% | 303.04% |
| Worst Year | -11.28% | 3.08% |
| Avg. Up Day | 3.11% | 4.48% |
| Avg. Down Day | -1.71% | -3.43% |
| Avg. Up Week | 17.7% | 21.48% |
| Avg. Down Week | -2.15% | -8.74% |
| Avg. Up Month | 98.71% | 107.11% |
| Avg. Down Month | -4.24% | -13.18% |
| Win Days % | 53.03% | 53.7% |
| Win Month % | 37.5% | 58.33% |
| Win Week % | 53.12% | 51.02% |
| Win Quarter % | 50.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |