| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 352.77% | 272.32% |
| Max Drawdown | -31.68% | -41.69% |
| Sharpe | 2.82 | 1.94 |
| Sortino | 6.88 | 3.55 |
| Payoff Ratio | 1.87 | 1.34 |
| Profit Factor | 2.14 | 1.39 |
| Common Sense Ratio | 4.96 | 1.86 |
| CPC Index | 2.06 | 0.99 |
| Tail Ratio | 2.32 | 1.34 |
| Outlier Win Ratio | 13.18 | 5.01 |
| Outlier Loss Ratio | 5.22 | 2.87 |
| Volatility (ann.) | 67.61% | 101.11% |
| R^2 | 0.56 | 0.56 |
| Calmar | 14.06 | 8.1 |
| Skew | 3.07 | 1.58 |
| Kurtosis | 15.66 | 8.11 |
| Expected Daily % | 0.46% | 0.4% |
| Expected Monthly % | 13.41% | 11.58% |
| Expected Yearly % | 112.78% | 92.96% |
| Kelly Criterion | 25.73% | 18.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -8.17% |
| Expected Shortfall (cVaR) | -5.3% | -8.17% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 422.14 | 1.39 | + |
| 2025 | -7.62 | -13.28 | 1.74 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | 0.0% | -8.05% |
| 3M | -13.28% | -21.72% |
| 6M | 266.26% | 259.63% |
| YTD | -13.28% | -7.62% |
| 1Y | 352.77% | 272.32% |
| 3Y (ann.) | 445.26% | 337.71% |
| 5Y (ann.) | 445.26% | 337.71% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -31.68% | -41.69% |
| Longest DD Days | 124.0 | 78.0 |
| Avg. Drawdown | -7.91% | -14.53% |
| Avg. Drawdown Days | 25.0 | 28.0 |
| Recovery Factor | 11.14 | 6.53 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-06 | -31.68 | 124 |
| 2024-06-18 | 2024-07-12 | -11.33 | 24 |
| 2024-08-09 | 2024-11-11 | -10.35 | 94 |
| 2024-07-31 | 2024-08-08 | -10.25 | 8 |
| 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 |
| 2024-06-16 | 2024-06-17 | -0.04 | 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 | -6.17% | -21.01% |
| Best Month | 236.06% | 283.75% |
| Worst Month | -7.84% | -29.34% |
| Best Year | 422.14% | 303.04% |
| Worst Year | -13.28% | -7.62% |
| Avg. Up Day | 3.34% | 4.72% |
| Avg. Down Day | -1.78% | -3.53% |
| Avg. Up Week | 19.33% | 23.1% |
| Avg. Down Week | -1.84% | -7.99% |
| Avg. Up Month | 99.94% | 107.11% |
| Avg. Down Month | -6.15% | -12.28% |
| Win Days % | 51.6% | 53.54% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 43.75% | 48.98% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |