| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 1,436.85% | 213.60% |
| Max Drawdown | -61.81% | -83.24% |
| Sharpe | 0.93 | 0.67 |
| Sortino | 1.66 | 1.14 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 1.25 | 1.13 |
| Common Sense Ratio | 1.31 | 1.18 |
| CPC Index | 0.77 | 0.63 |
| Tail Ratio | 1.05 | 1.05 |
| Outlier Win Ratio | 12.48 | 4.45 |
| Outlier Loss Ratio | 5.26 | 3.38 |
| Volatility (ann.) | 67.24% | 109.25% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.79 | 0.22 |
| Skew | 2.83 | 2.38 |
| Kurtosis | 28.13 | 26.27 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.39% | 1.4% |
| Expected Yearly % | 40.71% | 15.36% |
| Kelly Criterion | 7.84% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.62% | -9.2% |
| Expected Shortfall (cVaR) | -5.62% | -9.2% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2018 | -42.54 | -53.45 | 1.26 | - |
| 2019 | -44.65 | 19.83 | -0.44 | + |
| 2020 | 14.03 | 62.84 | 4.48 | + |
| 2021 | 277.95 | 108.65 | 0.39 | - |
| 2022 | -59.08 | -2.89 | 0.05 | + |
| 2023 | 81.24 | 81.41 | 1.00 | + |
| 2024 | 237.93 | 431.38 | 1.81 | + |
| 2025 | -8.71 | -13.38 | 1.54 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| MTD | -0.11% | -9.13% |
| 3M | -13.38% | -21.56% |
| 6M | 268.17% | 258.42% |
| YTD | -13.38% | -8.71% |
| 1Y | 371.93% | 220.05% |
| 3Y (ann.) | 102.26% | 35.65% |
| 5Y (ann.) | 91.7% | 57.02% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Max Drawdown | -61.81% | -83.24% |
| Longest DD Days | 890.0 | 1325.0 |
| Avg. Drawdown | -20.18% | -40.94% |
| Avg. Drawdown Days | 164.0 | 311.0 |
| Recovery Factor | 23.25 | 2.57 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-15 | 2023-07-13 | -61.81 | 819 |
| 2020-11-25 | 2021-04-12 | -60.86 | 138 |
| 2018-06-14 | 2020-11-20 | -57.12 | 890 |
| 2024-12-03 | 2025-04-07 | -31.68 | 125 |
| 2023-11-07 | 2024-07-15 | -21.44 | 251 |
| 2023-07-20 | 2023-10-31 | -14.35 | 103 |
| 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 |
| 2023-07-14 | 2023-07-19 | -8.24 | 5 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Best Day | 40.48% | 73.46% |
| Worst Day | -25.07% | -41.73% |
| Best Week | 70.37% | 104.19% |
| Worst Week | -30.86% | -45.61% |
| Best Month | 236.06% | 283.75% |
| Worst Month | -57.51% | -66.95% |
| Best Year | 431.38% | 277.95% |
| Worst Year | -53.45% | -59.08% |
| Avg. Up Day | 2.81% | 4.0% |
| Avg. Down Day | -2.21% | -3.61% |
| Avg. Up Week | 9.59% | 15.61% |
| Avg. Down Week | -4.26% | -8.14% |
| Avg. Up Month | 33.17% | 51.7% |
| Avg. Down Month | -8.23% | -17.65% |
| Win Days % | 48.43% | 50.58% |
| Win Month % | 47.89% | 45.12% |
| Win Week % | 46.83% | 46.74% |
| Win Quarter % | 50.0% | 55.17% |
| Win Year % | 62.5% | 50.0% |