| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 14.0% | 99.0% |
| Cumulative Return | 145.04% | 2.93% |
| Max Drawdown | -73.17% | -52.33% |
| Sharpe | 0.05 | 0.02 |
| Sortino | 0.09 | 0.02 |
| Payoff Ratio | 0.01 | 1.09 |
| Profit Factor | 1.72 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.01 | 0.55 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 96.54 | 2.22 |
| Outlier Loss Ratio | 0.04 | 2.15 |
| Volatility (ann.) | 5.76% | 2.87% |
| R^2 | 0.0 | 0.0 |
| Calmar | 8.68 | 0.13 |
| Skew | 29.18 | 1.75 |
| Kurtosis | 20397.72 | 379.08 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 16.11% | 0.48% |
| Expected Yearly % | 145.04% | 2.93% |
| Kelly Criterion | 61.82% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.25% |
| Expected Shortfall (cVaR) | -0.49% | -0.25% |
| Year | XRPUSD | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.93 | 145.04 | 49.54 | + |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -5.02% | -1.58% |
| 3M | 120.53% | -4.92% |
| 6M | 145.04% | 2.93% |
| YTD | 145.04% | 2.93% |
| 1Y | 145.04% | 2.93% |
| 3Y (ann.) | 635.02% | 6.63% |
| 5Y (ann.) | 635.02% | 6.63% |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -73.17% | -52.33% |
| Longest DD Days | 53.0 | 148.0 |
| Avg. Drawdown | -12.05% | -1.51% |
| Avg. Drawdown Days | 9.0 | 1.0 |
| Recovery Factor | 1.98 | 0.06 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-03-19 | -73.17 | 53 |
| 2025-03-26 | 2025-04-22 | -44.46 | 27 |
| 2025-01-17 | 2025-01-22 | -12.79 | 5 |
| 2025-06-10 | 2025-06-14 | -11.34 | 3 |
| 2025-05-25 | 2025-06-08 | -10.63 | 14 |
| 2025-01-05 | 2025-01-11 | -7.42 | 6 |
| 2025-04-23 | 2025-04-28 | -4.04 | 5 |
| 2025-05-01 | 2025-05-08 | -3.78 | 7 |
| 2025-01-13 | 2025-01-14 | -0.24 | 1 |
| 2025-03-22 | 2025-03-25 | -0.20 | 3 |
| Metric | xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 64.69% | 10.95% |
| Worst Day | -56.34% | -10.1% |
| Best Week | 55.64% | 40.7% |
| Worst Week | -48.06% | -21.01% |
| Best Month | 78.29% | 45.93% |
| Worst Month | -56.09% | -29.34% |
| Best Year | 145.04% | 2.93% |
| Worst Year | 145.04% | 2.93% |
| Avg. Up Day | 0.03% | 0.11% |
| Avg. Down Day | -5.68% | -0.11% |
| Avg. Up Week | 22.59% | 10.18% |
| Avg. Down Week | -19.06% | -7.63% |
| Avg. Up Month | 55.1% | 25.4% |
| Avg. Down Month | -30.56% | -15.46% |
| Win Days % | 99.81% | 50.06% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 64.0% | 44.0% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |