| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 307.86% | 324.93% |
| Max Drawdown | -36.34% | -45.52% |
| Sharpe | 2.39 | 2.0 |
| Sortino | 4.89 | 3.7 |
| Payoff Ratio | 1.69 | 1.4 |
| Profit Factor | 1.83 | 1.4 |
| Common Sense Ratio | 2.37 | 1.89 |
| CPC Index | 1.56 | 1.04 |
| Tail Ratio | 1.29 | 1.35 |
| Outlier Win Ratio | 12.06 | 4.97 |
| Outlier Loss Ratio | 4.72 | 3.18 |
| Volatility (ann.) | 72.43% | 100.0% |
| R^2 | 0.65 | 0.65 |
| Calmar | 9.42 | 7.96 |
| Skew | 2.21 | 1.58 |
| Kurtosis | 12.9 | 8.07 |
| Expected Daily % | 0.41% | 0.42% |
| Expected Monthly % | 12.43% | 12.81% |
| Expected Yearly % | 101.96% | 106.14% |
| Kelly Criterion | 21.18% | 19.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.76% | -8.06% |
| Expected Shortfall (cVaR) | -5.76% | -8.06% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 303.04 | 369.77 | 1.22 | + |
| 2025 | 5.43 | -13.18 | -2.43 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | 2.04% | 4.94% |
| 3M | -13.18% | -29.74% |
| 6M | 246.85% | 312.22% |
| YTD | -13.18% | 5.43% |
| 1Y | 307.86% | 324.93% |
| 3Y (ann.) | 342.5% | 362.1% |
| 5Y (ann.) | 342.5% | 362.1% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -36.34% | -45.52% |
| Longest DD Days | 144.0 | 98.0 |
| Avg. Drawdown | -9.2% | -14.87% |
| Avg. Drawdown Days | 30.0 | 29.0 |
| Recovery Factor | 8.47 | 7.14 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-26 | -36.34 | 144 |
| 2024-07-31 | 2024-11-12 | -18.97 | 104 |
| 2024-06-18 | 2024-07-13 | -13.29 | 25 |
| 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 |
| 2024-06-13 | 2024-06-15 | -0.04 | 2 |
| 2024-06-16 | 2024-06-17 | -0.02 | 1 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_fwd_daily_ | XRPUSD |
|---|---|---|
| Best Day | 25.58% | 34.17% |
| Worst Day | -16.04% | -18.84% |
| Best Week | 65.15% | 65.15% |
| Worst Week | -11.02% | -21.01% |
| Best Month | 237.64% | 283.75% |
| Worst Month | -12.81% | -29.34% |
| Best Year | 369.77% | 303.04% |
| Worst Year | -13.18% | 5.43% |
| Avg. Up Day | 3.52% | 4.66% |
| Avg. Down Day | -2.08% | -3.32% |
| Avg. Up Week | 14.71% | 17.78% |
| Avg. Down Week | -2.37% | -7.86% |
| Avg. Up Month | 72.74% | 81.56% |
| Avg. Down Month | -5.41% | -13.18% |
| Win Days % | 50.49% | 53.04% |
| Win Month % | 44.44% | 58.33% |
| Win Week % | 48.57% | 51.92% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |