| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 88.03% | 3.25% |
| Max Drawdown | -44.42% | -45.24% |
| Sharpe | 1.89 | 0.55 |
| Sortino | 2.73 | 0.92 |
| Payoff Ratio | 1.42 | 1.96 |
| Profit Factor | 1.61 | 1.1 |
| Common Sense Ratio | 2.9 | 1.24 |
| CPC Index | 1.23 | 1.1 |
| Tail Ratio | 1.8 | 1.13 |
| Outlier Win Ratio | 7.91 | 4.38 |
| Outlier Loss Ratio | 4.06 | 4.65 |
| Volatility (ann.) | 103.73% | 101.03% |
| R^2 | 0.17 | 0.17 |
| Calmar | 6.93 | 0.16 |
| Skew | -1.11 | 1.8 |
| Kurtosis | 9.83 | 13.02 |
| Expected Daily % | 0.38% | 0.02% |
| Expected Monthly % | 11.1% | 0.54% |
| Expected Yearly % | 88.03% | 3.25% |
| Kelly Criterion | 20.97% | 26.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.39% | -8.55% |
| Expected Shortfall (cVaR) | -8.39% | -8.55% |
| Year | XRPUSD | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.25 | 88.03 | 27.05 | + |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | 5.04% | 0.2% |
| 3M | 78.13% | -3.81% |
| 6M | 88.03% | 3.25% |
| YTD | 88.03% | 3.25% |
| 1Y | 88.03% | 3.25% |
| 3Y (ann.) | 307.68% | 7.39% |
| 5Y (ann.) | 307.68% | 7.39% |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -44.42% | -45.24% |
| Longest DD Days | 54.0 | 146.0 |
| Avg. Drawdown | -8.11% | -18.44% |
| Avg. Drawdown Days | 11.0 | 52.0 |
| Recovery Factor | 1.98 | 0.07 |
| Ulcer Index | 1.05 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-20 | -44.42 | 54 |
| 2025-03-30 | 2025-04-23 | -27.78 | 24 |
| 2025-01-17 | 2025-01-23 | -7.74 | 6 |
| 2025-05-26 | 2025-06-09 | -7.70 | 14 |
| 2025-01-05 | 2025-01-12 | -4.06 | 7 |
| 2025-04-24 | 2025-04-29 | -2.57 | 5 |
| 2025-05-02 | 2025-05-09 | -2.47 | 7 |
| 2025-01-13 | 2025-01-15 | -0.14 | 2 |
| 2025-03-22 | 2025-03-26 | -0.12 | 4 |
| 2025-05-10 | 2025-05-11 | -0.11 | 1 |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 18.96% | 35.39% |
| Worst Day | -31.3% | -19.68% |
| Best Week | 27.8% | 43.18% |
| Worst Week | -37.91% | -25.58% |
| Best Month | 33.57% | 50.52% |
| Worst Month | -33.44% | -29.84% |
| Best Year | 88.03% | 3.25% |
| Worst Year | 88.03% | 3.25% |
| Avg. Up Day | 6.23% | 5.8% |
| Avg. Down Day | -4.38% | -2.97% |
| Avg. Up Week | 11.3% | 9.75% |
| Avg. Down Week | -19.0% | -13.49% |
| Avg. Up Month | 20.8% | 18.39% |
| Avg. Down Month | -33.44% | -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% |