| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 176.06% | 3.25% |
| Max Drawdown | -73.17% | -45.24% |
| Sharpe | 2.18 | 0.55 |
| Sortino | 3.53 | 0.92 |
| Payoff Ratio | 1.68 | 1.96 |
| Profit Factor | 1.81 | 1.1 |
| Common Sense Ratio | 4.33 | 1.24 |
| CPC Index | 1.63 | 1.1 |
| Tail Ratio | 2.4 | 1.13 |
| Outlier Win Ratio | 6.84 | 7.73 |
| Outlier Loss Ratio | 3.5 | 7.3 |
| Volatility (ann.) | 217.1% | 101.03% |
| R^2 | 0.22 | 0.22 |
| Calmar | 11.73 | 0.16 |
| Skew | 0.42 | 1.8 |
| Kurtosis | 11.88 | 13.02 |
| Expected Daily % | 0.62% | 0.02% |
| Expected Monthly % | 18.44% | 0.54% |
| Expected Yearly % | 176.06% | 3.25% |
| Kelly Criterion | 25.94% | 26.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -17.4% | -8.55% |
| Expected Shortfall (cVaR) | -17.4% | -8.55% |
| Year | XRPUSD | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.25 | 176.06 | 54.09 | + |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | 7.0% | 0.2% |
| 3M | 148.44% | -3.81% |
| 6M | 176.06% | 3.25% |
| YTD | 176.06% | 3.25% |
| 1Y | 176.06% | 3.25% |
| 3Y (ann.) | 858.27% | 7.39% |
| 5Y (ann.) | 858.27% | 7.39% |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -73.17% | -45.24% |
| Longest DD Days | 54.0 | 146.0 |
| Avg. Drawdown | -13.09% | -18.44% |
| Avg. Drawdown Days | 11.0 | 52.0 |
| Recovery Factor | 2.41 | 0.07 |
| Ulcer Index | 1.04 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-20 | -73.17 | 54 |
| 2025-03-30 | 2025-04-23 | -44.35 | 24 |
| 2025-01-17 | 2025-01-23 | -12.79 | 6 |
| 2025-05-26 | 2025-06-09 | -10.63 | 14 |
| 2025-01-05 | 2025-01-12 | -7.42 | 7 |
| 2025-04-24 | 2025-04-29 | -4.04 | 5 |
| 2025-05-02 | 2025-05-09 | -3.78 | 7 |
| 2025-01-13 | 2025-01-15 | -0.24 | 2 |
| 2025-03-22 | 2025-03-26 | -0.20 | 4 |
| 2025-05-10 | 2025-05-11 | -0.16 | 1 |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 64.69% | 35.39% |
| Worst Day | -56.6% | -19.68% |
| Best Week | 79.57% | 43.18% |
| Worst Week | -63.61% | -25.58% |
| Best Month | 78.29% | 50.52% |
| Worst Month | -56.09% | -29.84% |
| Best Year | 176.06% | 3.25% |
| Worst Year | 176.06% | 3.25% |
| Avg. Up Day | 12.72% | 5.8% |
| Avg. Down Day | -7.57% | -2.97% |
| Avg. Up Week | 23.38% | 9.75% |
| Avg. Down Week | -32.32% | -13.49% |
| Avg. Up Month | 39.07% | 18.39% |
| Avg. Down Month | -56.09% | -29.84% |
| Win Days % | 53.57% | 51.22% |
| Win Month % | 83.33% | 50.0% |
| Win Week % | 75.0% | 56.0% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |