| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 352.26% | 267.94% |
| Max Drawdown | -31.68% | -42.38% |
| Sharpe | 2.81 | 1.92 |
| Sortino | 6.87 | 3.52 |
| Payoff Ratio | 1.89 | 1.35 |
| Profit Factor | 2.13 | 1.38 |
| Common Sense Ratio | 4.91 | 1.85 |
| CPC Index | 2.07 | 1.0 |
| Tail Ratio | 2.3 | 1.34 |
| Outlier Win Ratio | 13.17 | 5.01 |
| Outlier Loss Ratio | 5.27 | 2.88 |
| Volatility (ann.) | 67.51% | 100.97% |
| R^2 | 0.56 | 0.56 |
| Calmar | 13.94 | 7.79 |
| Skew | 3.07 | 1.58 |
| Kurtosis | 15.72 | 8.15 |
| Expected Daily % | 0.46% | 0.4% |
| Expected Monthly % | 13.4% | 11.47% |
| Expected Yearly % | 112.66% | 91.82% |
| Kelly Criterion | 25.59% | 18.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.29% | -8.16% |
| Expected Shortfall (cVaR) | -5.29% | -8.16% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 422.14 | 1.39 | + |
| 2025 | -8.71 | -13.38 | 1.54 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| MTD | -0.11% | -9.13% |
| 3M | -13.38% | -21.56% |
| 6M | 268.17% | 258.42% |
| YTD | -13.38% | -8.71% |
| 1Y | 352.26% | 267.94% |
| 3Y (ann.) | 441.74% | 329.99% |
| 5Y (ann.) | 441.74% | 329.99% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_ | XRPUSD |
|---|---|---|
| Max Drawdown | -31.68% | -42.38% |
| Longest DD Days | 125.0 | 79.0 |
| Avg. Drawdown | -7.91% | -14.59% |
| Avg. Drawdown Days | 25.0 | 28.0 |
| Recovery Factor | 11.12 | 6.32 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-07 | -31.68 | 125 |
| 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_ | 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 | -13.38% | -8.71% |
| Avg. Up Day | 3.34% | 4.72% |
| Avg. Down Day | -1.76% | -3.5% |
| Avg. Up Week | 19.33% | 23.1% |
| Avg. Down Week | -1.7% | -8.21% |
| Avg. Up Month | 99.94% | 107.11% |
| Avg. Down Month | -4.94% | -11.65% |
| Win Days % | 51.32% | 53.37% |
| Win Month % | 44.44% | 50.0% |
| Win Week % | 42.42% | 48.98% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |