| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 18.0% | 99.0% |
| Cumulative Return | 16.79% | 2.93% |
| Max Drawdown | -32.61% | -52.33% |
| Sharpe | 0.02 | 0.02 |
| Sortino | 0.03 | 0.02 |
| Payoff Ratio | 0.0 | 1.02 |
| Profit Factor | 1.24 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.51 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 368.06 | 2.22 |
| Outlier Loss Ratio | 0.12 | 2.15 |
| Volatility (ann.) | 1.59% | 2.87% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.26 | 0.13 |
| Skew | -67.2 | 1.75 |
| Kurtosis | 19305.89 | 379.08 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.62% | 0.48% |
| Expected Yearly % | 16.79% | 2.93% |
| Kelly Criterion | 49.01% | 1.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.14% | -0.25% |
| Expected Shortfall (cVaR) | -0.14% | -0.25% |
| Year | XRPUSD | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.93 | 16.79 | 5.73 | + |
| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | -4.84% | -1.58% |
| 3M | 29.09% | -4.92% |
| 6M | 16.79% | 2.93% |
| YTD | 16.79% | 2.93% |
| 1Y | 16.79% | 2.93% |
| 3Y (ann.) | 41.25% | 6.63% |
| 5Y (ann.) | 41.25% | 6.63% |
| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -32.61% | -52.33% |
| Longest DD Days | 116.0 | 148.0 |
| Avg. Drawdown | -6.92% | -1.51% |
| Avg. Drawdown Days | 20.0 | 1.0 |
| Recovery Factor | 0.51 | 0.06 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-05-13 | -32.61 | 116 |
| 2025-06-10 | 2025-06-14 | -6.94 | 3 |
| 2025-05-25 | 2025-06-08 | -6.26 | 14 |
| 2025-01-05 | 2025-01-11 | -2.38 | 6 |
| 2025-01-13 | 2025-01-14 | -0.08 | 1 |
| 2025-05-17 | 2025-05-18 | -0.08 | 1 |
| 2025-05-21 | 2025-05-22 | -0.07 | 1 |
| Metric | xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 8.52% | 10.95% |
| Worst Day | -18.99% | -10.1% |
| Best Week | 10.68% | 40.7% |
| Worst Week | -19.49% | -21.01% |
| Best Month | 18.93% | 45.93% |
| Worst Month | -24.87% | -29.34% |
| Best Year | 16.79% | 2.93% |
| Worst Year | 16.79% | 2.93% |
| Avg. Up Day | 0.01% | 0.11% |
| Avg. Down Day | -2.02% | -0.11% |
| Avg. Up Week | 5.49% | 11.09% |
| Avg. Down Week | -6.83% | -7.44% |
| Avg. Up Month | 11.67% | 25.4% |
| Avg. Down Month | -14.85% | -15.46% |
| Win Days % | 99.85% | 50.06% |
| Win Month % | 66.67% | 33.33% |
| Win Week % | 56.0% | 44.0% |
| Win Quarter % | 50.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |