| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 144.14% | 358.5% |
| Max Drawdown | -17.48% | -46.97% |
| Sharpe | 1.98 | 1.91 |
| Sortino | 6.36 | 3.42 |
| Payoff Ratio | 2.14 | 1.58 |
| Profit Factor | 2.08 | 1.39 |
| Common Sense Ratio | 2.9 | 2.18 |
| CPC Index | 2.17 | 1.11 |
| Tail Ratio | 1.39 | 1.56 |
| Outlier Win Ratio | 16.67 | 3.83 |
| Outlier Loss Ratio | 14.8 | 3.23 |
| Volatility (ann.) | 46.94% | 98.09% |
| R^2 | 0.38 | 0.38 |
| Calmar | 7.41 | 6.66 |
| Skew | 7.36 | 1.37 |
| Kurtosis | 72.34 | 8.77 |
| Expected Daily % | 0.23% | 0.39% |
| Expected Monthly % | 7.11% | 12.43% |
| Expected Yearly % | 56.25% | 114.13% |
| Kelly Criterion | 24.76% | 19.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.79% | -7.93% |
| Expected Shortfall (cVaR) | -3.79% | -7.93% |
| Year | XRPUSD | xrp.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.59 | 187.78 | 0.62 | - |
| 2025 | 14.17 | -15.16 | -1.07 | - |
| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | -4.83% | 2.46% |
| 3M | -4.3% | -7.62% |
| 6M | 50.2% | 57.72% |
| YTD | -15.16% | 14.17% |
| 1Y | 140.21% | 336.7% |
| 3Y (ann.) | 129.58% | 312.85% |
| 5Y (ann.) | 129.58% | 312.85% |
| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -17.48% | -46.97% |
| Longest DD Days | 123.0 | 130.0 |
| Avg. Drawdown | -1.45% | -14.42% |
| Avg. Drawdown Days | 11.0 | 28.0 |
| Recovery Factor | 8.25 | 7.63 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-28 | -17.48 | 123 |
| 2024-05-19 | 2024-07-13 | -5.42 | 55 |
| 2024-11-24 | 2024-11-28 | -3.09 | 4 |
| 2024-08-12 | 2024-09-13 | -2.23 | 32 |
| 2024-10-08 | 2024-10-15 | -2.22 | 7 |
| 2024-10-18 | 2024-11-17 | -2.06 | 30 |
| 2024-07-27 | 2024-07-29 | -1.36 | 2 |
| 2024-08-01 | 2024-08-11 | -1.29 | 10 |
| 2024-07-30 | 2024-07-31 | -1.26 | 1 |
| 2024-12-01 | 2024-12-02 | -1.08 | 1 |
| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| Best Day | 27.99% | 32.39% |
| Worst Day | -6.28% | -20.82% |
| Best Week | 58.49% | 73.93% |
| Worst Week | -10.63% | -23.82% |
| Best Month | 77.92% | 261.52% |
| Worst Month | -6.32% | -34.44% |
| Best Year | 187.78% | 301.59% |
| Worst Year | -15.16% | 14.17% |
| Avg. Up Day | 1.42% | 4.17% |
| Avg. Down Day | -0.66% | -2.64% |
| Avg. Up Week | 5.41% | 14.39% |
| Avg. Down Week | -1.81% | -7.53% |
| Avg. Up Month | 19.6% | 47.72% |
| Avg. Down Month | -3.85% | -18.47% |
| Win Days % | 48.72% | 50.51% |
| Win Month % | 61.54% | 69.23% |
| Win Week % | 58.62% | 53.45% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |