| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 143.72% | 358.13% |
| Max Drawdown | -19.71% | -47.41% |
| Sharpe | 1.23 | 0.95 |
| Sortino | 2.57 | 1.57 |
| Payoff Ratio | 1.47 | 1.24 |
| Profit Factor | 1.51 | 1.18 |
| Common Sense Ratio | 1.94 | 1.45 |
| CPC Index | 1.04 | 0.77 |
| Tail Ratio | 1.29 | 1.23 |
| Outlier Win Ratio | 19.83 | 3.47 |
| Outlier Loss Ratio | 13.67 | 3.17 |
| Volatility (ann.) | 18.04% | 49.55% |
| R^2 | 0.25 | 0.25 |
| Calmar | 6.53 | 6.56 |
| Skew | 6.32 | 1.79 |
| Kurtosis | 93.07 | 18.39 |
| Expected Daily % | 0.06% | 0.1% |
| Expected Monthly % | 7.09% | 12.42% |
| Expected Yearly % | 56.11% | 114.04% |
| Kelly Criterion | 11.2% | 13.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.14% |
| Expected Shortfall (cVaR) | -1.49% | -4.14% |
| Year | XRPUSD | xrp.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.63 | 187.78 | 0.60 | - |
| 2025 | 10.76 | -15.31 | -1.42 | - |
| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| MTD | -4.94% | 5.12% |
| 3M | -4.23% | 4.9% |
| 6M | 51.36% | 64.75% |
| YTD | -15.31% | 10.76% |
| 1Y | 139.3% | 335.93% |
| 3Y (ann.) | 128.73% | 311.05% |
| 5Y (ann.) | 128.73% | 311.05% |
| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| Max Drawdown | -19.71% | -47.41% |
| Longest DD Days | 124.0 | 132.0 |
| Avg. Drawdown | -1.39% | -10.05% |
| Avg. Drawdown Days | 7.0 | 15.0 |
| Recovery Factor | 7.29 | 7.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-29 | -19.71 | 124 |
| 2024-05-27 | 2024-07-12 | -5.74 | 46 |
| 2024-12-02 | 2024-12-02 | -5.33 | 0 |
| 2024-07-24 | 2024-09-12 | -5.17 | 50 |
| 2024-12-01 | 2024-12-01 | -4.44 | 0 |
| 2024-07-22 | 2024-07-24 | -3.80 | 1 |
| 2024-10-07 | 2024-10-17 | -3.35 | 9 |
| 2024-11-23 | 2024-11-27 | -3.19 | 3 |
| 2024-10-17 | 2024-11-16 | -2.10 | 30 |
| 2024-11-20 | 2024-11-21 | -1.65 | 1 |
| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| Best Day | 16.46% | 26.33% |
| Worst Day | -6.04% | -13.65% |
| Best Week | 39.46% | 65.15% |
| Worst Week | -9.34% | -21.01% |
| Best Month | 86.47% | 283.75% |
| Worst Month | -7.51% | -29.34% |
| Best Year | 187.78% | 313.63% |
| Worst Year | -15.31% | 10.76% |
| Avg. Up Day | 0.58% | 1.66% |
| Avg. Down Day | -0.4% | -1.34% |
| Avg. Up Week | 5.5% | 14.63% |
| Avg. Down Week | -1.63% | -6.18% |
| Avg. Up Month | 23.25% | 56.17% |
| Avg. Down Month | -2.93% | -15.51% |
| Win Days % | 47.22% | 52.11% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 56.9% | 53.45% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |