| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 762.01% | 180.6% |
| Max Drawdown | -36.67% | -64.4% |
| Sharpe | 1.36 | 0.78 |
| Sortino | 2.74 | 1.39 |
| Payoff Ratio | 1.45 | 1.18 |
| Profit Factor | 1.45 | 1.15 |
| Common Sense Ratio | 1.92 | 1.2 |
| CPC Index | 1.02 | 0.7 |
| Tail Ratio | 1.33 | 1.04 |
| Outlier Win Ratio | 13.47 | 5.33 |
| Outlier Loss Ratio | 5.07 | 3.36 |
| Volatility (ann.) | 64.78% | 90.62% |
| R^2 | 0.7 | 0.7 |
| Calmar | 2.7 | 0.61 |
| Skew | 4.98 | 4.06 |
| Kurtosis | 66.54 | 55.34 |
| Expected Daily % | 0.19% | 0.09% |
| Expected Monthly % | 5.83% | 2.75% |
| Expected Yearly % | 71.35% | 29.43% |
| Kelly Criterion | 13.46% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -7.61% |
| Expected Shortfall (cVaR) | -5.34% | -7.61% |
| Year | XRPUSD | configs_sql/hl_close/c/xrpusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.72 | 2.46 | -0.04 | + |
| 2023 | 81.24 | 115.12 | 1.42 | + |
| 2024 | 237.93 | 350.46 | 1.47 | + |
| 2025 | 8.35 | -13.18 | -1.58 | - |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| MTD | 2.04% | 7.85% |
| 3M | -13.18% | -27.35% |
| 6M | 246.9% | 349.5% |
| YTD | -13.18% | 8.35% |
| 1Y | 306.96% | 328.47% |
| 3Y (ann.) | 106.96% | 51.94% |
| 5Y (ann.) | 98.95% | 39.02% |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Max Drawdown | -36.67% | -64.4% |
| Longest DD Days | 195.0 | 962.0 |
| Avg. Drawdown | -13.41% | -17.25% |
| Avg. Drawdown Days | 58.0 | 125.0 |
| Recovery Factor | 20.78 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-12 | 2022-09-23 | -36.67 | 195 |
| 2024-12-03 | 2025-04-27 | -36.34 | 145 |
| 2024-03-12 | 2024-07-17 | -28.28 | 127 |
| 2023-11-07 | 2024-03-11 | -19.04 | 125 |
| 2024-07-31 | 2024-11-12 | -18.97 | 104 |
| 2023-07-20 | 2023-10-31 | -16.66 | 103 |
| 2022-10-10 | 2023-01-20 | -15.20 | 102 |
| 2023-03-30 | 2023-07-13 | -12.56 | 105 |
| 2023-07-14 | 2023-07-19 | -12.49 | 5 |
| 2022-09-24 | 2022-10-07 | -12.09 | 13 |
| Metric | configs_sql/hl_close/c/xrpusd/uniq_ | XRPUSD |
|---|---|---|
| Best Day | 53.67% | 73.46% |
| Worst Day | -18.67% | -18.84% |
| Best Week | 65.15% | 65.15% |
| Worst Week | -26.74% | -29.86% |
| Best Month | 237.64% | 283.75% |
| Worst Month | -27.44% | -29.34% |
| Best Year | 350.46% | 237.93% |
| Worst Year | -13.18% | -57.72% |
| Avg. Up Day | 2.67% | 3.54% |
| Avg. Down Day | -1.84% | -3.0% |
| Avg. Up Week | 9.3% | 12.12% |
| Avg. Down Week | -2.89% | -7.03% |
| Avg. Up Month | 34.4% | 40.34% |
| Avg. Down Month | -5.58% | -16.45% |
| Win Days % | 48.84% | 51.28% |
| Win Month % | 45.45% | 52.63% |
| Win Week % | 47.9% | 48.5% |
| Win Quarter % | 64.29% | 71.43% |
| Win Year % | 75.0% | 75.0% |