| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 35.41% | 2.46% |
| Max Drawdown | -48.83% | -44.85% |
| Sharpe | 1.18 | 0.52 |
| Sortino | 1.71 | 0.83 |
| Payoff Ratio | 3.36 | 2.58 |
| Profit Factor | 1.36 | 1.09 |
| Common Sense Ratio | 2.24 | 1.31 |
| CPC Index | 1.25 | 1.35 |
| Tail Ratio | 1.64 | 1.2 |
| Outlier Win Ratio | 7.38 | 4.41 |
| Outlier Loss Ratio | 5.82 | 5.74 |
| Volatility (ann.) | 110.66% | 95.88% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.96 | 0.12 |
| Skew | -0.74 | 1.35 |
| Kurtosis | 10.83 | 9.56 |
| Expected Daily % | 0.18% | 0.01% |
| Expected Monthly % | 5.18% | 0.41% |
| Expected Yearly % | 35.41% | 2.46% |
| Kelly Criterion | 5.6% | 28.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.17% | -8.12% |
| Expected Shortfall (cVaR) | -9.17% | -8.12% |
| Year | XRPUSD | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 2.46 | 35.41 | 14.41 | + |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| MTD | 4.13% | 1.03% |
| 3M | 31.47% | -4.48% |
| 6M | 35.41% | 2.46% |
| YTD | 35.41% | 2.46% |
| 1Y | 35.41% | 2.46% |
| 3Y (ann.) | 95.54% | 5.52% |
| 5Y (ann.) | 95.54% | 5.52% |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Max Drawdown | -48.83% | -44.85% |
| Longest DD Days | 69.0 | 148.0 |
| Avg. Drawdown | -13.76% | -17.74% |
| Avg. Drawdown Days | 18.0 | 52.0 |
| Recovery Factor | 0.73 | 0.05 |
| Ulcer Index | 1.06 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-03-26 | -48.83 | 69 |
| 2025-04-01 | 2025-04-13 | -24.92 | 12 |
| 2025-05-14 | 2025-06-15 | -22.68 | 32 |
| 2025-05-03 | 2025-05-13 | -9.24 | 10 |
| 2025-01-03 | 2025-01-12 | -3.51 | 9 |
| 2025-04-14 | 2025-04-23 | -0.62 | 9 |
| 2025-01-13 | 2025-01-15 | -0.14 | 2 |
| 2025-04-24 | 2025-04-29 | -0.11 | 5 |
| Metric | d_xrpusd_div_0.25_tpm:0.05__tp__tep:1.0_ | XRPUSD |
|---|---|---|
| Best Day | 26.23% | 31.03% |
| Worst Day | -32.99% | -16.19% |
| Best Week | 31.05% | 43.21% |
| Worst Week | -39.4% | -25.02% |
| Best Month | 69.57% | 48.84% |
| Worst Month | -33.06% | -29.77% |
| Best Year | 35.41% | 2.46% |
| Worst Year | 35.41% | 2.46% |
| Avg. Up Day | 10.77% | 7.41% |
| Avg. Down Day | -3.21% | -2.87% |
| Avg. Up Week | 13.78% | 10.76% |
| Avg. Down Week | -15.66% | -11.53% |
| Avg. Up Month | 12.43% | 18.47% |
| Avg. Down Month | -24.38% | -17.67% |
| Win Days % | 27.27% | 48.17% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 58.33% | 56.0% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |