| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 13.04% | 2.46% |
| Max Drawdown | -29.25% | -44.85% |
| Sharpe | 0.77 | 0.52 |
| Sortino | 1.01 | 0.83 |
| Payoff Ratio | 2.77 | 2.32 |
| Profit Factor | 1.22 | 1.09 |
| Common Sense Ratio | 1.61 | 1.31 |
| CPC Index | 0.95 | 1.22 |
| Tail Ratio | 1.32 | 1.2 |
| Outlier Win Ratio | 9.92 | 3.1 |
| Outlier Loss Ratio | 8.04 | 4.3 |
| Volatility (ann.) | 58.22% | 95.88% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.06 | 0.12 |
| Skew | -1.71 | 1.35 |
| Kurtosis | 12.26 | 9.56 |
| Expected Daily % | 0.07% | 0.01% |
| Expected Monthly % | 2.06% | 0.41% |
| Expected Yearly % | 13.04% | 2.46% |
| Kelly Criterion | 2.1% | 25.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -8.12% |
| Expected Shortfall (cVaR) | -4.89% | -8.12% |
| Year | XRPUSD | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.46 | 13.04 | 5.31 | + |
| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | 1.79% | 1.03% |
| 3M | 13.07% | -4.48% |
| 6M | 13.04% | 2.46% |
| YTD | 13.04% | 2.46% |
| 1Y | 13.04% | 2.46% |
| 3Y (ann.) | 31.14% | 5.52% |
| 5Y (ann.) | 31.14% | 5.52% |
| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -29.25% | -44.85% |
| Longest DD Days | 59.0 | 148.0 |
| Avg. Drawdown | -8.72% | -17.74% |
| Avg. Drawdown Days | 19.0 | 52.0 |
| Recovery Factor | 0.45 | 0.05 |
| Ulcer Index | 1.09 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-25 | -29.25 | 59 |
| 2025-05-13 | 2025-06-15 | -15.85 | 33 |
| 2025-03-26 | 2025-04-23 | -13.67 | 28 |
| 2025-05-03 | 2025-05-11 | -5.20 | 8 |
| 2025-01-16 | 2025-01-23 | -3.53 | 7 |
| 2025-01-03 | 2025-01-12 | -2.06 | 9 |
| 2025-01-13 | 2025-01-15 | -0.08 | 2 |
| 2025-04-24 | 2025-04-28 | -0.08 | 4 |
| Metric | d_xrpusd_div_0.25_tpm:0.04__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 11.91% | 31.03% |
| Worst Day | -18.35% | -16.19% |
| Best Week | 10.89% | 43.21% |
| Worst Week | -22.88% | -25.02% |
| Best Month | 32.41% | 48.84% |
| Worst Month | -21.74% | -29.77% |
| Best Year | 13.04% | 2.46% |
| Worst Year | 13.04% | 2.46% |
| Avg. Up Day | 4.9% | 7.16% |
| Avg. Down Day | -1.77% | -3.09% |
| Avg. Up Week | 6.91% | 10.76% |
| Avg. Down Week | -10.46% | -12.6% |
| Avg. Up Month | 7.38% | 18.47% |
| Avg. Down Month | -16.73% | -17.67% |
| Win Days % | 28.05% | 48.17% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 62.5% | 56.0% |
| Win Quarter % | 50.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |