| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| Time in Market | 81.0% | 100.0% |
| Cumulative Return | 111.78% | 349.02% |
| Max Drawdown | -32.63% | -46.97% |
| Sharpe | 1.35 | 1.51 |
| Sortino | 3.35 | 2.59 |
| Payoff Ratio | 1.74 | 1.43 |
| Profit Factor | 1.59 | 1.29 |
| Common Sense Ratio | 2.08 | 1.89 |
| CPC Index | 1.27 | 0.94 |
| Tail Ratio | 1.31 | 1.46 |
| Outlier Win Ratio | 15.45 | 3.51 |
| Outlier Loss Ratio | 14.18 | 3.31 |
| Volatility (ann.) | 41.66% | 90.07% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.92 | 3.5 |
| Skew | 7.2 | 1.28 |
| Kurtosis | 83.47 | 9.3 |
| Expected Daily % | 0.13% | 0.27% |
| Expected Monthly % | 4.03% | 8.23% |
| Expected Yearly % | 45.53% | 111.9% |
| Kelly Criterion | 15.01% | 15.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.43% | -7.38% |
| Expected Shortfall (cVaR) | -3.43% | -7.38% |
| Year | XRPUSD | xrp.triple_med_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 301.59 | 187.78 | 0.62 | - |
| 2025 | 11.81 | -26.41 | -2.24 | - |
| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| MTD | -1.23% | -9.14% |
| 3M | -4.07% | -28.02% |
| 6M | -17.33% | -6.8% |
| YTD | -26.41% | 11.81% |
| 1Y | 76.35% | 179.67% |
| 3Y (ann.) | 62.52% | 164.31% |
| 5Y (ann.) | 62.52% | 164.31% |
| Metric | xrp.triple_med_fwd_daily_ | XRPUSD |
|---|---|---|
| Max Drawdown | -32.63% | -46.97% |
| Longest DD Days | 295.0 | 181.0 |
| Avg. Drawdown | -1.98% | -16.13% |
| Avg. Drawdown Days | 17.0 | 38.0 |
| Recovery Factor | 3.43 | 7.43 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-11-16 | -32.63 | 295 |
| 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 | -10.39% | -20.82% |
| Best Week | 58.49% | 73.93% |
| Worst Week | -10.88% | -23.82% |
| Best Month | 77.92% | 261.52% |
| Worst Month | -7.95% | -34.44% |
| Best Year | 187.78% | 301.59% |
| Worst Year | -26.41% | 11.81% |
| Avg. Up Day | 1.25% | 3.72% |
| Avg. Down Day | -0.72% | -2.6% |
| Avg. Up Week | 4.97% | 13.94% |
| Avg. Down Week | -2.22% | -7.18% |
| Avg. Up Month | 19.6% | 47.72% |
| Avg. Down Month | -3.76% | -13.41% |
| Win Days % | 46.05% | 50.53% |
| Win Month % | 42.11% | 57.89% |
| Win Week % | 50.6% | 50.6% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |