| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 362.52% | 272.32% |
| Max Drawdown | -30.54% | -41.69% |
| Sharpe | 2.85 | 1.94 |
| Sortino | 6.94 | 3.55 |
| Payoff Ratio | 1.84 | 1.28 |
| Profit Factor | 2.15 | 1.39 |
| Common Sense Ratio | 4.46 | 1.86 |
| CPC Index | 2.08 | 0.95 |
| Tail Ratio | 2.08 | 1.34 |
| Outlier Win Ratio | 12.89 | 5.01 |
| Outlier Loss Ratio | 5.54 | 2.96 |
| Volatility (ann.) | 67.84% | 101.11% |
| R^2 | 0.58 | 0.58 |
| Calmar | 15.01 | 8.1 |
| Skew | 3.04 | 1.58 |
| Kurtosis | 15.4 | 8.11 |
| Expected Daily % | 0.47% | 0.4% |
| Expected Monthly % | 13.61% | 11.58% |
| Expected Yearly % | 115.06% | 92.96% |
| Kelly Criterion | 27.07% | 17.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -8.17% |
| Expected Shortfall (cVaR) | -5.31% | -8.17% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 421.36 | 1.39 | + |
| 2025 | -7.62 | -11.29 | 1.48 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| MTD | -0.01% | -8.05% |
| 3M | -11.29% | -21.72% |
| 6M | 269.47% | 259.63% |
| YTD | -11.29% | -7.62% |
| 1Y | 362.52% | 272.32% |
| 3Y (ann.) | 458.46% | 337.71% |
| 5Y (ann.) | 458.46% | 337.71% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| Max Drawdown | -30.54% | -41.69% |
| Longest DD Days | 124.0 | 78.0 |
| Avg. Drawdown | -7.64% | -14.53% |
| Avg. Drawdown Days | 28.0 | 28.0 |
| Recovery Factor | 11.87 | 6.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-06 | -30.54 | 124 |
| 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_ | 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 | -11.29% | -7.62% |
| Avg. Up Day | 3.11% | 4.48% |
| Avg. Down Day | -1.69% | -3.51% |
| Avg. Up Week | 17.7% | 21.48% |
| Avg. Down Week | -1.96% | -8.84% |
| Avg. Up Month | 98.71% | 107.11% |
| Avg. Down Month | -3.53% | -12.32% |
| Win Days % | 52.76% | 53.54% |
| Win Month % | 33.33% | 50.0% |
| Win Week % | 51.52% | 48.98% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |