| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 110.47% | 348.14% |
| Max Drawdown | -34.09% | -47.41% |
| Sharpe | 0.81 | 0.76 |
| Sortino | 1.52 | 1.21 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.29 | 1.14 |
| Common Sense Ratio | 1.54 | 1.29 |
| CPC Index | 0.79 | 0.7 |
| Tail Ratio | 1.19 | 1.13 |
| Outlier Win Ratio | 19.47 | 3.36 |
| Outlier Loss Ratio | 12.66 | 3.17 |
| Volatility (ann.) | 16.39% | 45.08% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.81 | 3.45 |
| Skew | 5.73 | 1.66 |
| Kurtosis | 97.42 | 19.67 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 3.99% | 8.21% |
| Expected Yearly % | 45.08% | 111.69% |
| Kelly Criterion | 4.75% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.79% |
| Expected Shortfall (cVaR) | -1.38% | -3.79% |
| Year | XRPUSD | xrp.triple_med_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 313.63 | 187.78 | 0.60 | - |
| 2025 | 8.34 | -26.87 | -3.22 | - |
| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| MTD | -1.84% | -10.18% |
| 3M | -4.67% | -27.5% |
| 6M | -17.76% | -4.31% |
| YTD | -26.87% | 8.34% |
| 1Y | 72.5% | 100.91% |
| 3Y (ann.) | 61.73% | 163.53% |
| 5Y (ann.) | 61.73% | 163.53% |
| Metric | xrp.triple_med_fwd_ | XRPUSD |
|---|---|---|
| Max Drawdown | -34.09% | -47.41% |
| Longest DD Days | 296.0 | 182.0 |
| Avg. Drawdown | -1.7% | -11.25% |
| Avg. Drawdown Days | 11.0 | 22.0 |
| Recovery Factor | 3.24 | 7.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-11-17 | -34.09 | 296 |
| 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 | -10.76% | -21.92% |
| Best Month | 86.47% | 283.75% |
| Worst Month | -7.83% | -29.34% |
| Best Year | 187.78% | 313.63% |
| Worst Year | -26.87% | 8.34% |
| Avg. Up Day | 0.54% | 1.51% |
| Avg. Down Day | -0.4% | -1.27% |
| Avg. Up Week | 4.94% | 13.89% |
| Avg. Down Week | -2.1% | -5.93% |
| Avg. Up Month | 20.15% | 48.55% |
| Avg. Down Month | -3.52% | -10.93% |
| Win Days % | 45.4% | 51.47% |
| Win Month % | 52.63% | 52.63% |
| Win Week % | 50.6% | 48.19% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 50.0% | 100.0% |